NYMEX Natural Gas Future April 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.623 |
4.658 |
0.035 |
0.8% |
4.690 |
High |
4.733 |
4.683 |
-0.050 |
-1.1% |
4.736 |
Low |
4.556 |
4.572 |
0.016 |
0.4% |
4.463 |
Close |
4.651 |
4.605 |
-0.046 |
-1.0% |
4.618 |
Range |
0.177 |
0.111 |
-0.066 |
-37.3% |
0.273 |
ATR |
0.194 |
0.188 |
-0.006 |
-3.0% |
0.000 |
Volume |
123,084 |
96,077 |
-27,007 |
-21.9% |
615,982 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.953 |
4.890 |
4.666 |
|
R3 |
4.842 |
4.779 |
4.636 |
|
R2 |
4.731 |
4.731 |
4.625 |
|
R1 |
4.668 |
4.668 |
4.615 |
4.644 |
PP |
4.620 |
4.620 |
4.620 |
4.608 |
S1 |
4.557 |
4.557 |
4.595 |
4.533 |
S2 |
4.509 |
4.509 |
4.585 |
|
S3 |
4.398 |
4.446 |
4.574 |
|
S4 |
4.287 |
4.335 |
4.544 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.425 |
5.294 |
4.768 |
|
R3 |
5.152 |
5.021 |
4.693 |
|
R2 |
4.879 |
4.879 |
4.668 |
|
R1 |
4.748 |
4.748 |
4.643 |
4.677 |
PP |
4.606 |
4.606 |
4.606 |
4.570 |
S1 |
4.475 |
4.475 |
4.593 |
4.404 |
S2 |
4.333 |
4.333 |
4.568 |
|
S3 |
4.060 |
4.202 |
4.543 |
|
S4 |
3.787 |
3.929 |
4.468 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.733 |
4.506 |
0.227 |
4.9% |
0.161 |
3.5% |
44% |
False |
False |
113,824 |
10 |
4.736 |
4.441 |
0.295 |
6.4% |
0.180 |
3.9% |
56% |
False |
False |
124,598 |
20 |
5.209 |
4.382 |
0.827 |
18.0% |
0.202 |
4.4% |
27% |
False |
False |
136,715 |
40 |
5.209 |
3.952 |
1.257 |
27.3% |
0.176 |
3.8% |
52% |
False |
False |
102,881 |
60 |
5.209 |
3.858 |
1.351 |
29.3% |
0.149 |
3.2% |
55% |
False |
False |
83,087 |
80 |
5.209 |
3.535 |
1.674 |
36.4% |
0.131 |
2.9% |
64% |
False |
False |
70,844 |
100 |
5.209 |
3.462 |
1.747 |
37.9% |
0.120 |
2.6% |
65% |
False |
False |
60,577 |
120 |
5.209 |
3.462 |
1.747 |
37.9% |
0.112 |
2.4% |
65% |
False |
False |
53,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.155 |
2.618 |
4.974 |
1.618 |
4.863 |
1.000 |
4.794 |
0.618 |
4.752 |
HIGH |
4.683 |
0.618 |
4.641 |
0.500 |
4.628 |
0.382 |
4.614 |
LOW |
4.572 |
0.618 |
4.503 |
1.000 |
4.461 |
1.618 |
4.392 |
2.618 |
4.281 |
4.250 |
4.100 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.628 |
4.645 |
PP |
4.620 |
4.631 |
S1 |
4.613 |
4.618 |
|