NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.281 |
4.403 |
0.122 |
2.8% |
4.462 |
High |
4.429 |
4.426 |
-0.003 |
-0.1% |
4.535 |
Low |
4.263 |
4.354 |
0.091 |
2.1% |
4.275 |
Close |
4.414 |
4.395 |
-0.019 |
-0.4% |
4.297 |
Range |
0.166 |
0.072 |
-0.094 |
-56.6% |
0.260 |
ATR |
0.132 |
0.128 |
-0.004 |
-3.3% |
0.000 |
Volume |
81,617 |
86,666 |
5,049 |
6.2% |
267,772 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.608 |
4.573 |
4.435 |
|
R3 |
4.536 |
4.501 |
4.415 |
|
R2 |
4.464 |
4.464 |
4.408 |
|
R1 |
4.429 |
4.429 |
4.402 |
4.411 |
PP |
4.392 |
4.392 |
4.392 |
4.382 |
S1 |
4.357 |
4.357 |
4.388 |
4.339 |
S2 |
4.320 |
4.320 |
4.382 |
|
S3 |
4.248 |
4.285 |
4.375 |
|
S4 |
4.176 |
4.213 |
4.355 |
|
|
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 |
4.447 |
4.256 |
0.191 |
4.3% |
0.105 |
2.4% |
73% |
False |
False |
72,308 |
10 |
4.535 |
4.256 |
0.279 |
6.3% |
0.100 |
2.3% |
50% |
False |
False |
62,727 |
20 |
4.669 |
4.256 |
0.413 |
9.4% |
0.124 |
2.8% |
34% |
False |
False |
61,036 |
40 |
4.893 |
4.256 |
0.637 |
14.5% |
0.143 |
3.3% |
22% |
False |
False |
59,542 |
60 |
4.893 |
3.850 |
1.043 |
23.7% |
0.133 |
3.0% |
52% |
False |
False |
47,152 |
80 |
4.893 |
3.850 |
1.043 |
23.7% |
0.116 |
2.6% |
52% |
False |
False |
38,958 |
100 |
4.893 |
3.495 |
1.398 |
31.8% |
0.107 |
2.4% |
64% |
False |
False |
32,414 |
120 |
4.893 |
3.495 |
1.398 |
31.8% |
0.098 |
2.2% |
64% |
False |
False |
27,472 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.732 |
2.618 |
4.614 |
1.618 |
4.542 |
1.000 |
4.498 |
0.618 |
4.470 |
HIGH |
4.426 |
0.618 |
4.398 |
0.500 |
4.390 |
0.382 |
4.382 |
LOW |
4.354 |
0.618 |
4.310 |
1.000 |
4.282 |
1.618 |
4.238 |
2.618 |
4.166 |
4.250 |
4.048 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.393 |
4.378 |
PP |
4.392 |
4.360 |
S1 |
4.390 |
4.343 |
|