NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 04-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2014 |
04-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
4.395 |
4.473 |
0.078 |
1.8% |
4.515 |
| High |
4.521 |
4.507 |
-0.014 |
-0.3% |
4.523 |
| Low |
4.368 |
4.450 |
0.082 |
1.9% |
4.280 |
| Close |
4.513 |
4.483 |
-0.030 |
-0.7% |
4.483 |
| Range |
0.153 |
0.057 |
-0.096 |
-62.7% |
0.243 |
| ATR |
0.117 |
0.114 |
-0.004 |
-3.3% |
0.000 |
| Volume |
5,186 |
5,609 |
423 |
8.2% |
30,040 |
|
| Daily Pivots for day following 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.651 |
4.624 |
4.514 |
|
| R3 |
4.594 |
4.567 |
4.499 |
|
| R2 |
4.537 |
4.537 |
4.493 |
|
| R1 |
4.510 |
4.510 |
4.488 |
4.524 |
| PP |
4.480 |
4.480 |
4.480 |
4.487 |
| S1 |
4.453 |
4.453 |
4.478 |
4.467 |
| S2 |
4.423 |
4.423 |
4.473 |
|
| S3 |
4.366 |
4.396 |
4.467 |
|
| S4 |
4.309 |
4.339 |
4.452 |
|
|
| Weekly Pivots for week ending 04-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.158 |
5.063 |
4.617 |
|
| R3 |
4.915 |
4.820 |
4.550 |
|
| R2 |
4.672 |
4.672 |
4.528 |
|
| R1 |
4.577 |
4.577 |
4.505 |
4.503 |
| PP |
4.429 |
4.429 |
4.429 |
4.392 |
| S1 |
4.334 |
4.334 |
4.461 |
4.260 |
| S2 |
4.186 |
4.186 |
4.438 |
|
| S3 |
3.943 |
4.091 |
4.416 |
|
| S4 |
3.700 |
3.848 |
4.349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.523 |
4.280 |
0.243 |
5.4% |
0.119 |
2.7% |
84% |
False |
False |
6,008 |
| 10 |
4.594 |
4.280 |
0.314 |
7.0% |
0.110 |
2.5% |
65% |
False |
False |
5,645 |
| 20 |
4.661 |
4.280 |
0.381 |
8.5% |
0.097 |
2.2% |
53% |
False |
False |
5,724 |
| 40 |
4.843 |
4.280 |
0.563 |
12.6% |
0.116 |
2.6% |
36% |
False |
False |
5,516 |
| 60 |
4.843 |
3.923 |
0.920 |
20.5% |
0.111 |
2.5% |
61% |
False |
False |
4,997 |
| 80 |
4.843 |
3.923 |
0.920 |
20.5% |
0.099 |
2.2% |
61% |
False |
False |
4,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.749 |
|
2.618 |
4.656 |
|
1.618 |
4.599 |
|
1.000 |
4.564 |
|
0.618 |
4.542 |
|
HIGH |
4.507 |
|
0.618 |
4.485 |
|
0.500 |
4.479 |
|
0.382 |
4.472 |
|
LOW |
4.450 |
|
0.618 |
4.415 |
|
1.000 |
4.393 |
|
1.618 |
4.358 |
|
2.618 |
4.301 |
|
4.250 |
4.208 |
|
|
| Fisher Pivots for day following 04-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.482 |
4.456 |
| PP |
4.480 |
4.428 |
| S1 |
4.479 |
4.401 |
|