NYMEX Natural Gas Future April 2014
Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.467 |
4.471 |
0.004 |
0.1% |
4.623 |
High |
4.504 |
4.474 |
-0.030 |
-0.7% |
4.733 |
Low |
4.420 |
4.349 |
-0.071 |
-1.6% |
4.341 |
Close |
4.484 |
4.369 |
-0.115 |
-2.6% |
4.425 |
Range |
0.084 |
0.125 |
0.041 |
48.8% |
0.392 |
ATR |
0.165 |
0.163 |
-0.002 |
-1.3% |
0.000 |
Volume |
61,534 |
115,252 |
53,718 |
87.3% |
538,095 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.772 |
4.696 |
4.438 |
|
R3 |
4.647 |
4.571 |
4.403 |
|
R2 |
4.522 |
4.522 |
4.392 |
|
R1 |
4.446 |
4.446 |
4.380 |
4.422 |
PP |
4.397 |
4.397 |
4.397 |
4.385 |
S1 |
4.321 |
4.321 |
4.358 |
4.297 |
S2 |
4.272 |
4.272 |
4.346 |
|
S3 |
4.147 |
4.196 |
4.335 |
|
S4 |
4.022 |
4.071 |
4.300 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.676 |
5.442 |
4.641 |
|
R3 |
5.284 |
5.050 |
4.533 |
|
R2 |
4.892 |
4.892 |
4.497 |
|
R1 |
4.658 |
4.658 |
4.461 |
4.579 |
PP |
4.500 |
4.500 |
4.500 |
4.460 |
S1 |
4.266 |
4.266 |
4.389 |
4.187 |
S2 |
4.108 |
4.108 |
4.353 |
|
S3 |
3.716 |
3.874 |
4.317 |
|
S4 |
3.324 |
3.482 |
4.209 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.587 |
4.341 |
0.246 |
5.6% |
0.103 |
2.4% |
11% |
False |
False |
81,954 |
10 |
4.733 |
4.341 |
0.392 |
9.0% |
0.124 |
2.8% |
7% |
False |
False |
95,889 |
20 |
5.209 |
4.341 |
0.868 |
19.9% |
0.186 |
4.3% |
3% |
False |
False |
121,047 |
40 |
5.209 |
4.220 |
0.989 |
22.6% |
0.179 |
4.1% |
15% |
False |
False |
109,808 |
60 |
5.209 |
3.858 |
1.351 |
30.9% |
0.153 |
3.5% |
38% |
False |
False |
86,780 |
80 |
5.209 |
3.709 |
1.500 |
34.3% |
0.134 |
3.1% |
44% |
False |
False |
77,335 |
100 |
5.209 |
3.462 |
1.747 |
40.0% |
0.123 |
2.8% |
52% |
False |
False |
65,929 |
120 |
5.209 |
3.462 |
1.747 |
40.0% |
0.114 |
2.6% |
52% |
False |
False |
57,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.005 |
2.618 |
4.801 |
1.618 |
4.676 |
1.000 |
4.599 |
0.618 |
4.551 |
HIGH |
4.474 |
0.618 |
4.426 |
0.500 |
4.412 |
0.382 |
4.397 |
LOW |
4.349 |
0.618 |
4.272 |
1.000 |
4.224 |
1.618 |
4.147 |
2.618 |
4.022 |
4.250 |
3.818 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.412 |
4.449 |
PP |
4.397 |
4.422 |
S1 |
4.383 |
4.396 |
|