NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 03-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2014 |
03-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
4.300 |
4.395 |
0.095 |
2.2% |
4.364 |
| High |
4.426 |
4.521 |
0.095 |
2.1% |
4.594 |
| Low |
4.280 |
4.368 |
0.088 |
2.1% |
4.307 |
| Close |
4.412 |
4.513 |
0.101 |
2.3% |
4.531 |
| Range |
0.146 |
0.153 |
0.007 |
4.8% |
0.287 |
| ATR |
0.115 |
0.117 |
0.003 |
2.4% |
0.000 |
| Volume |
9,583 |
5,186 |
-4,397 |
-45.9% |
26,412 |
|
| Daily Pivots for day following 03-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.926 |
4.873 |
4.597 |
|
| R3 |
4.773 |
4.720 |
4.555 |
|
| R2 |
4.620 |
4.620 |
4.541 |
|
| R1 |
4.567 |
4.567 |
4.527 |
4.594 |
| PP |
4.467 |
4.467 |
4.467 |
4.481 |
| S1 |
4.414 |
4.414 |
4.499 |
4.441 |
| S2 |
4.314 |
4.314 |
4.485 |
|
| S3 |
4.161 |
4.261 |
4.471 |
|
| S4 |
4.008 |
4.108 |
4.429 |
|
|
| Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.338 |
5.222 |
4.689 |
|
| R3 |
5.051 |
4.935 |
4.610 |
|
| R2 |
4.764 |
4.764 |
4.584 |
|
| R1 |
4.648 |
4.648 |
4.557 |
4.706 |
| PP |
4.477 |
4.477 |
4.477 |
4.507 |
| S1 |
4.361 |
4.361 |
4.505 |
4.419 |
| S2 |
4.190 |
4.190 |
4.478 |
|
| S3 |
3.903 |
4.074 |
4.452 |
|
| S4 |
3.616 |
3.787 |
4.373 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.594 |
4.280 |
0.314 |
7.0% |
0.122 |
2.7% |
74% |
False |
False |
6,481 |
| 10 |
4.594 |
4.280 |
0.314 |
7.0% |
0.109 |
2.4% |
74% |
False |
False |
5,635 |
| 20 |
4.661 |
4.280 |
0.381 |
8.4% |
0.098 |
2.2% |
61% |
False |
False |
5,606 |
| 40 |
4.843 |
4.280 |
0.563 |
12.5% |
0.117 |
2.6% |
41% |
False |
False |
5,493 |
| 60 |
4.843 |
3.923 |
0.920 |
20.4% |
0.112 |
2.5% |
64% |
False |
False |
4,935 |
| 80 |
4.843 |
3.923 |
0.920 |
20.4% |
0.099 |
2.2% |
64% |
False |
False |
4,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.171 |
|
2.618 |
4.922 |
|
1.618 |
4.769 |
|
1.000 |
4.674 |
|
0.618 |
4.616 |
|
HIGH |
4.521 |
|
0.618 |
4.463 |
|
0.500 |
4.445 |
|
0.382 |
4.426 |
|
LOW |
4.368 |
|
0.618 |
4.273 |
|
1.000 |
4.215 |
|
1.618 |
4.120 |
|
2.618 |
3.967 |
|
4.250 |
3.718 |
|
|
| Fisher Pivots for day following 03-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.490 |
4.476 |
| PP |
4.467 |
4.438 |
| S1 |
4.445 |
4.401 |
|