NYMEX Natural Gas Future May 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 |
4.590 |
4.536 |
-0.054 |
-1.2% |
4.590 |
High |
4.610 |
4.570 |
-0.040 |
-0.9% |
4.650 |
Low |
4.517 |
4.406 |
-0.111 |
-2.5% |
4.428 |
Close |
4.544 |
4.441 |
-0.103 |
-2.3% |
4.567 |
Range |
0.093 |
0.164 |
0.071 |
76.3% |
0.222 |
ATR |
0.153 |
0.154 |
0.001 |
0.5% |
0.000 |
Volume |
68,633 |
72,810 |
4,177 |
6.1% |
264,371 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.964 |
4.867 |
4.531 |
|
R3 |
4.800 |
4.703 |
4.486 |
|
R2 |
4.636 |
4.636 |
4.471 |
|
R1 |
4.539 |
4.539 |
4.456 |
4.506 |
PP |
4.472 |
4.472 |
4.472 |
4.456 |
S1 |
4.375 |
4.375 |
4.426 |
4.342 |
S2 |
4.308 |
4.308 |
4.411 |
|
S3 |
4.144 |
4.211 |
4.396 |
|
S4 |
3.980 |
4.047 |
4.351 |
|
|
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 |
4.406 |
0.263 |
5.9% |
0.135 |
3.0% |
13% |
False |
True |
60,459 |
10 |
4.669 |
4.393 |
0.276 |
6.2% |
0.149 |
3.4% |
17% |
False |
False |
59,345 |
20 |
4.893 |
4.393 |
0.500 |
11.3% |
0.160 |
3.6% |
10% |
False |
False |
65,508 |
40 |
4.893 |
4.005 |
0.888 |
20.0% |
0.147 |
3.3% |
49% |
False |
False |
51,042 |
60 |
4.893 |
3.850 |
1.043 |
23.5% |
0.127 |
2.9% |
57% |
False |
False |
38,831 |
80 |
4.893 |
3.570 |
1.323 |
29.8% |
0.113 |
2.5% |
66% |
False |
False |
31,895 |
100 |
4.893 |
3.495 |
1.398 |
31.5% |
0.103 |
2.3% |
68% |
False |
False |
26,403 |
120 |
4.893 |
3.495 |
1.398 |
31.5% |
0.095 |
2.1% |
68% |
False |
False |
22,494 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.267 |
2.618 |
4.999 |
1.618 |
4.835 |
1.000 |
4.734 |
0.618 |
4.671 |
HIGH |
4.570 |
0.618 |
4.507 |
0.500 |
4.488 |
0.382 |
4.469 |
LOW |
4.406 |
0.618 |
4.305 |
1.000 |
4.242 |
1.618 |
4.141 |
2.618 |
3.977 |
4.250 |
3.709 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.488 |
4.538 |
PP |
4.472 |
4.505 |
S1 |
4.457 |
4.473 |
|