NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.394 |
4.517 |
0.123 |
2.8% |
4.297 |
High |
4.570 |
4.568 |
-0.002 |
0.0% |
4.570 |
Low |
4.367 |
4.471 |
0.104 |
2.4% |
4.256 |
Close |
4.538 |
4.485 |
-0.053 |
-1.2% |
4.485 |
Range |
0.203 |
0.097 |
-0.106 |
-52.2% |
0.314 |
ATR |
0.133 |
0.131 |
-0.003 |
-1.9% |
0.000 |
Volume |
140,521 |
68,381 |
-72,140 |
-51.3% |
448,242 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.799 |
4.739 |
4.538 |
|
R3 |
4.702 |
4.642 |
4.512 |
|
R2 |
4.605 |
4.605 |
4.503 |
|
R1 |
4.545 |
4.545 |
4.494 |
4.527 |
PP |
4.508 |
4.508 |
4.508 |
4.499 |
S1 |
4.448 |
4.448 |
4.476 |
4.430 |
S2 |
4.411 |
4.411 |
4.467 |
|
S3 |
4.314 |
4.351 |
4.458 |
|
S4 |
4.217 |
4.254 |
4.432 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.379 |
5.246 |
4.658 |
|
R3 |
5.065 |
4.932 |
4.571 |
|
R2 |
4.751 |
4.751 |
4.543 |
|
R1 |
4.618 |
4.618 |
4.514 |
4.685 |
PP |
4.437 |
4.437 |
4.437 |
4.470 |
S1 |
4.304 |
4.304 |
4.456 |
4.371 |
S2 |
4.123 |
4.123 |
4.427 |
|
S3 |
3.809 |
3.990 |
4.399 |
|
S4 |
3.495 |
3.676 |
4.312 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.570 |
4.256 |
0.314 |
7.0% |
0.125 |
2.8% |
73% |
False |
False |
89,648 |
10 |
4.570 |
4.256 |
0.314 |
7.0% |
0.108 |
2.4% |
73% |
False |
False |
71,601 |
20 |
4.669 |
4.256 |
0.413 |
9.2% |
0.124 |
2.8% |
55% |
False |
False |
64,445 |
40 |
4.893 |
4.256 |
0.637 |
14.2% |
0.141 |
3.1% |
36% |
False |
False |
63,153 |
60 |
4.893 |
3.850 |
1.043 |
23.3% |
0.135 |
3.0% |
61% |
False |
False |
50,326 |
80 |
4.893 |
3.850 |
1.043 |
23.3% |
0.118 |
2.6% |
61% |
False |
False |
41,380 |
100 |
4.893 |
3.495 |
1.398 |
31.2% |
0.108 |
2.4% |
71% |
False |
False |
34,432 |
120 |
4.893 |
3.495 |
1.398 |
31.2% |
0.100 |
2.2% |
71% |
False |
False |
29,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.980 |
2.618 |
4.822 |
1.618 |
4.725 |
1.000 |
4.665 |
0.618 |
4.628 |
HIGH |
4.568 |
0.618 |
4.531 |
0.500 |
4.520 |
0.382 |
4.508 |
LOW |
4.471 |
0.618 |
4.411 |
1.000 |
4.374 |
1.618 |
4.314 |
2.618 |
4.217 |
4.250 |
4.059 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.520 |
4.477 |
PP |
4.508 |
4.470 |
S1 |
4.497 |
4.462 |
|