NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.352 |
4.297 |
-0.055 |
-1.3% |
4.462 |
High |
4.362 |
4.341 |
-0.021 |
-0.5% |
4.535 |
Low |
4.275 |
4.256 |
-0.019 |
-0.4% |
4.275 |
Close |
4.297 |
4.272 |
-0.025 |
-0.6% |
4.297 |
Range |
0.087 |
0.085 |
-0.002 |
-2.3% |
0.260 |
ATR |
0.133 |
0.130 |
-0.003 |
-2.6% |
0.000 |
Volume |
57,226 |
71,057 |
13,831 |
24.2% |
267,772 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.545 |
4.493 |
4.319 |
|
R3 |
4.460 |
4.408 |
4.295 |
|
R2 |
4.375 |
4.375 |
4.288 |
|
R1 |
4.323 |
4.323 |
4.280 |
4.307 |
PP |
4.290 |
4.290 |
4.290 |
4.281 |
S1 |
4.238 |
4.238 |
4.264 |
4.222 |
S2 |
4.205 |
4.205 |
4.256 |
|
S3 |
4.120 |
4.153 |
4.249 |
|
S4 |
4.035 |
4.068 |
4.225 |
|
|
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 |
4.503 |
4.256 |
0.247 |
5.8% |
0.091 |
2.1% |
6% |
False |
True |
55,162 |
10 |
4.610 |
4.256 |
0.354 |
8.3% |
0.102 |
2.4% |
5% |
False |
True |
60,043 |
20 |
4.669 |
4.256 |
0.413 |
9.7% |
0.129 |
3.0% |
4% |
False |
True |
60,837 |
40 |
4.893 |
4.217 |
0.676 |
15.8% |
0.145 |
3.4% |
8% |
False |
False |
57,613 |
60 |
4.893 |
3.850 |
1.043 |
24.4% |
0.131 |
3.1% |
40% |
False |
False |
44,488 |
80 |
4.893 |
3.785 |
1.108 |
25.9% |
0.115 |
2.7% |
44% |
False |
False |
37,054 |
100 |
4.893 |
3.495 |
1.398 |
32.7% |
0.105 |
2.5% |
56% |
False |
False |
30,805 |
120 |
4.893 |
3.495 |
1.398 |
32.7% |
0.098 |
2.3% |
56% |
False |
False |
26,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.702 |
2.618 |
4.564 |
1.618 |
4.479 |
1.000 |
4.426 |
0.618 |
4.394 |
HIGH |
4.341 |
0.618 |
4.309 |
0.500 |
4.299 |
0.382 |
4.288 |
LOW |
4.256 |
0.618 |
4.203 |
1.000 |
4.171 |
1.618 |
4.118 |
2.618 |
4.033 |
4.250 |
3.895 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.299 |
4.352 |
PP |
4.290 |
4.325 |
S1 |
4.281 |
4.299 |
|