NYMEX Natural Gas Future May 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 |
4.568 |
4.590 |
0.022 |
0.5% |
4.590 |
High |
4.669 |
4.610 |
-0.059 |
-1.3% |
4.650 |
Low |
4.514 |
4.517 |
0.003 |
0.1% |
4.428 |
Close |
4.576 |
4.544 |
-0.032 |
-0.7% |
4.567 |
Range |
0.155 |
0.093 |
-0.062 |
-40.0% |
0.222 |
ATR |
0.157 |
0.153 |
-0.005 |
-2.9% |
0.000 |
Volume |
46,908 |
68,633 |
21,725 |
46.3% |
264,371 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.836 |
4.783 |
4.595 |
|
R3 |
4.743 |
4.690 |
4.570 |
|
R2 |
4.650 |
4.650 |
4.561 |
|
R1 |
4.597 |
4.597 |
4.553 |
4.577 |
PP |
4.557 |
4.557 |
4.557 |
4.547 |
S1 |
4.504 |
4.504 |
4.535 |
4.484 |
S2 |
4.464 |
4.464 |
4.527 |
|
S3 |
4.371 |
4.411 |
4.518 |
|
S4 |
4.278 |
4.318 |
4.493 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.214 |
5.113 |
4.689 |
|
R3 |
4.992 |
4.891 |
4.628 |
|
R2 |
4.770 |
4.770 |
4.608 |
|
R1 |
4.669 |
4.669 |
4.587 |
4.609 |
PP |
4.548 |
4.548 |
4.548 |
4.518 |
S1 |
4.447 |
4.447 |
4.547 |
4.387 |
S2 |
4.326 |
4.326 |
4.526 |
|
S3 |
4.104 |
4.225 |
4.506 |
|
S4 |
3.882 |
4.003 |
4.445 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.669 |
4.463 |
0.206 |
4.5% |
0.134 |
3.0% |
39% |
False |
False |
56,862 |
10 |
4.669 |
4.393 |
0.276 |
6.1% |
0.147 |
3.2% |
55% |
False |
False |
59,837 |
20 |
4.893 |
4.378 |
0.515 |
11.3% |
0.162 |
3.6% |
32% |
False |
False |
65,294 |
40 |
4.893 |
3.938 |
0.955 |
21.0% |
0.146 |
3.2% |
63% |
False |
False |
49,714 |
60 |
4.893 |
3.850 |
1.043 |
23.0% |
0.126 |
2.8% |
67% |
False |
False |
38,044 |
80 |
4.893 |
3.570 |
1.323 |
29.1% |
0.112 |
2.5% |
74% |
False |
False |
31,096 |
100 |
4.893 |
3.495 |
1.398 |
30.8% |
0.103 |
2.3% |
75% |
False |
False |
25,701 |
120 |
4.893 |
3.495 |
1.398 |
30.8% |
0.094 |
2.1% |
75% |
False |
False |
21,922 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.005 |
2.618 |
4.853 |
1.618 |
4.760 |
1.000 |
4.703 |
0.618 |
4.667 |
HIGH |
4.610 |
0.618 |
4.574 |
0.500 |
4.564 |
0.382 |
4.553 |
LOW |
4.517 |
0.618 |
4.460 |
1.000 |
4.424 |
1.618 |
4.367 |
2.618 |
4.274 |
4.250 |
4.122 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.564 |
4.592 |
PP |
4.557 |
4.576 |
S1 |
4.551 |
4.560 |
|