NYMEX Natural Gas Future May 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 |
4.433 |
4.438 |
0.005 |
0.1% |
4.568 |
High |
4.475 |
4.447 |
-0.028 |
-0.6% |
4.669 |
Low |
4.395 |
4.332 |
-0.063 |
-1.4% |
4.314 |
Close |
4.458 |
4.349 |
-0.109 |
-2.4% |
4.403 |
Range |
0.080 |
0.115 |
0.035 |
43.8% |
0.355 |
ATR |
0.138 |
0.137 |
-0.001 |
-0.6% |
0.000 |
Volume |
40,346 |
64,978 |
24,632 |
61.1% |
308,517 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.721 |
4.650 |
4.412 |
|
R3 |
4.606 |
4.535 |
4.381 |
|
R2 |
4.491 |
4.491 |
4.370 |
|
R1 |
4.420 |
4.420 |
4.360 |
4.398 |
PP |
4.376 |
4.376 |
4.376 |
4.365 |
S1 |
4.305 |
4.305 |
4.338 |
4.283 |
S2 |
4.261 |
4.261 |
4.328 |
|
S3 |
4.146 |
4.190 |
4.317 |
|
S4 |
4.031 |
4.075 |
4.286 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.527 |
5.320 |
4.598 |
|
R3 |
5.172 |
4.965 |
4.501 |
|
R2 |
4.817 |
4.817 |
4.468 |
|
R1 |
4.610 |
4.610 |
4.436 |
4.536 |
PP |
4.462 |
4.462 |
4.462 |
4.425 |
S1 |
4.255 |
4.255 |
4.370 |
4.181 |
S2 |
4.107 |
4.107 |
4.338 |
|
S3 |
3.752 |
3.900 |
4.305 |
|
S4 |
3.397 |
3.545 |
4.208 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.535 |
4.314 |
0.221 |
5.1% |
0.094 |
2.2% |
16% |
False |
False |
50,224 |
10 |
4.669 |
4.314 |
0.355 |
8.2% |
0.109 |
2.5% |
10% |
False |
False |
58,154 |
20 |
4.893 |
4.314 |
0.579 |
13.3% |
0.148 |
3.4% |
6% |
False |
False |
61,278 |
40 |
4.893 |
4.188 |
0.705 |
16.2% |
0.147 |
3.4% |
23% |
False |
False |
56,141 |
60 |
4.893 |
3.850 |
1.043 |
24.0% |
0.130 |
3.0% |
48% |
False |
False |
42,656 |
80 |
4.893 |
3.739 |
1.154 |
26.5% |
0.115 |
2.6% |
53% |
False |
False |
35,664 |
100 |
4.893 |
3.495 |
1.398 |
32.1% |
0.105 |
2.4% |
61% |
False |
False |
29,559 |
120 |
4.893 |
3.495 |
1.398 |
32.1% |
0.097 |
2.2% |
61% |
False |
False |
25,059 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.936 |
2.618 |
4.748 |
1.618 |
4.633 |
1.000 |
4.562 |
0.618 |
4.518 |
HIGH |
4.447 |
0.618 |
4.403 |
0.500 |
4.390 |
0.382 |
4.376 |
LOW |
4.332 |
0.618 |
4.261 |
1.000 |
4.217 |
1.618 |
4.146 |
2.618 |
4.031 |
4.250 |
3.843 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.390 |
4.418 |
PP |
4.376 |
4.395 |
S1 |
4.363 |
4.372 |
|