NYMEX Natural Gas Future April 2014
Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.658 |
4.604 |
-0.054 |
-1.2% |
4.690 |
High |
4.683 |
4.631 |
-0.052 |
-1.1% |
4.736 |
Low |
4.572 |
4.448 |
-0.124 |
-2.7% |
4.463 |
Close |
4.605 |
4.490 |
-0.115 |
-2.5% |
4.618 |
Range |
0.111 |
0.183 |
0.072 |
64.9% |
0.273 |
ATR |
0.188 |
0.187 |
0.000 |
-0.2% |
0.000 |
Volume |
96,077 |
117,744 |
21,667 |
22.6% |
615,982 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.072 |
4.964 |
4.591 |
|
R3 |
4.889 |
4.781 |
4.540 |
|
R2 |
4.706 |
4.706 |
4.524 |
|
R1 |
4.598 |
4.598 |
4.507 |
4.561 |
PP |
4.523 |
4.523 |
4.523 |
4.504 |
S1 |
4.415 |
4.415 |
4.473 |
4.378 |
S2 |
4.340 |
4.340 |
4.456 |
|
S3 |
4.157 |
4.232 |
4.440 |
|
S4 |
3.974 |
4.049 |
4.389 |
|
|
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 |
4.448 |
0.285 |
6.3% |
0.155 |
3.5% |
15% |
False |
True |
112,915 |
10 |
4.736 |
4.441 |
0.295 |
6.6% |
0.178 |
4.0% |
17% |
False |
False |
119,731 |
20 |
5.209 |
4.441 |
0.768 |
17.1% |
0.200 |
4.4% |
6% |
False |
False |
137,543 |
40 |
5.209 |
4.018 |
1.191 |
26.5% |
0.178 |
4.0% |
40% |
False |
False |
104,612 |
60 |
5.209 |
3.858 |
1.351 |
30.1% |
0.150 |
3.3% |
47% |
False |
False |
83,743 |
80 |
5.209 |
3.535 |
1.674 |
37.3% |
0.133 |
3.0% |
57% |
False |
False |
72,012 |
100 |
5.209 |
3.462 |
1.747 |
38.9% |
0.121 |
2.7% |
59% |
False |
False |
61,580 |
120 |
5.209 |
3.462 |
1.747 |
38.9% |
0.113 |
2.5% |
59% |
False |
False |
53,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.409 |
2.618 |
5.110 |
1.618 |
4.927 |
1.000 |
4.814 |
0.618 |
4.744 |
HIGH |
4.631 |
0.618 |
4.561 |
0.500 |
4.540 |
0.382 |
4.518 |
LOW |
4.448 |
0.618 |
4.335 |
1.000 |
4.265 |
1.618 |
4.152 |
2.618 |
3.969 |
4.250 |
3.670 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.540 |
4.591 |
PP |
4.523 |
4.557 |
S1 |
4.507 |
4.524 |
|