NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.438 |
4.352 |
-0.086 |
-1.9% |
4.462 |
High |
4.447 |
4.362 |
-0.085 |
-1.9% |
4.535 |
Low |
4.332 |
4.275 |
-0.057 |
-1.3% |
4.275 |
Close |
4.349 |
4.297 |
-0.052 |
-1.2% |
4.297 |
Range |
0.115 |
0.087 |
-0.028 |
-24.3% |
0.260 |
ATR |
0.137 |
0.133 |
-0.004 |
-2.6% |
0.000 |
Volume |
64,978 |
57,226 |
-7,752 |
-11.9% |
267,772 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.572 |
4.522 |
4.345 |
|
R3 |
4.485 |
4.435 |
4.321 |
|
R2 |
4.398 |
4.398 |
4.313 |
|
R1 |
4.348 |
4.348 |
4.305 |
4.330 |
PP |
4.311 |
4.311 |
4.311 |
4.302 |
S1 |
4.261 |
4.261 |
4.289 |
4.243 |
S2 |
4.224 |
4.224 |
4.281 |
|
S3 |
4.137 |
4.174 |
4.273 |
|
S4 |
4.050 |
4.087 |
4.249 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.149 |
4.983 |
4.440 |
|
R3 |
4.889 |
4.723 |
4.369 |
|
R2 |
4.629 |
4.629 |
4.345 |
|
R1 |
4.463 |
4.463 |
4.321 |
4.416 |
PP |
4.369 |
4.369 |
4.369 |
4.346 |
S1 |
4.203 |
4.203 |
4.273 |
4.156 |
S2 |
4.109 |
4.109 |
4.249 |
|
S3 |
3.849 |
3.943 |
4.226 |
|
S4 |
3.589 |
3.683 |
4.154 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.535 |
4.275 |
0.260 |
6.1% |
0.092 |
2.1% |
8% |
False |
True |
53,554 |
10 |
4.669 |
4.275 |
0.394 |
9.2% |
0.109 |
2.5% |
6% |
False |
True |
57,628 |
20 |
4.893 |
4.275 |
0.618 |
14.4% |
0.145 |
3.4% |
4% |
False |
True |
60,230 |
40 |
4.893 |
4.217 |
0.676 |
15.7% |
0.146 |
3.4% |
12% |
False |
False |
56,823 |
60 |
4.893 |
3.850 |
1.043 |
24.3% |
0.130 |
3.0% |
43% |
False |
False |
43,436 |
80 |
4.893 |
3.785 |
1.108 |
25.8% |
0.115 |
2.7% |
46% |
False |
False |
36,297 |
100 |
4.893 |
3.495 |
1.398 |
32.5% |
0.105 |
2.4% |
57% |
False |
False |
30,112 |
120 |
4.893 |
3.495 |
1.398 |
32.5% |
0.097 |
2.3% |
57% |
False |
False |
25,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.732 |
2.618 |
4.590 |
1.618 |
4.503 |
1.000 |
4.449 |
0.618 |
4.416 |
HIGH |
4.362 |
0.618 |
4.329 |
0.500 |
4.319 |
0.382 |
4.308 |
LOW |
4.275 |
0.618 |
4.221 |
1.000 |
4.188 |
1.618 |
4.134 |
2.618 |
4.047 |
4.250 |
3.905 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.319 |
4.375 |
PP |
4.311 |
4.349 |
S1 |
4.304 |
4.323 |
|