NYMEX Natural Gas Future May 2014
Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.517 |
4.482 |
-0.035 |
-0.8% |
4.297 |
High |
4.568 |
4.487 |
-0.081 |
-1.8% |
4.570 |
Low |
4.471 |
4.337 |
-0.134 |
-3.0% |
4.256 |
Close |
4.485 |
4.371 |
-0.114 |
-2.5% |
4.485 |
Range |
0.097 |
0.150 |
0.053 |
54.6% |
0.314 |
ATR |
0.131 |
0.132 |
0.001 |
1.0% |
0.000 |
Volume |
68,381 |
117,489 |
49,108 |
71.8% |
448,242 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.848 |
4.760 |
4.454 |
|
R3 |
4.698 |
4.610 |
4.412 |
|
R2 |
4.548 |
4.548 |
4.399 |
|
R1 |
4.460 |
4.460 |
4.385 |
4.429 |
PP |
4.398 |
4.398 |
4.398 |
4.383 |
S1 |
4.310 |
4.310 |
4.357 |
4.279 |
S2 |
4.248 |
4.248 |
4.344 |
|
S3 |
4.098 |
4.160 |
4.330 |
|
S4 |
3.948 |
4.010 |
4.289 |
|
|
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 |
4.263 |
0.307 |
7.0% |
0.138 |
3.1% |
35% |
False |
False |
98,934 |
10 |
4.570 |
4.256 |
0.314 |
7.2% |
0.114 |
2.6% |
37% |
False |
False |
77,048 |
20 |
4.669 |
4.256 |
0.413 |
9.4% |
0.121 |
2.8% |
28% |
False |
False |
67,934 |
40 |
4.893 |
4.256 |
0.637 |
14.6% |
0.142 |
3.2% |
18% |
False |
False |
65,069 |
60 |
4.893 |
3.850 |
1.043 |
23.9% |
0.136 |
3.1% |
50% |
False |
False |
52,046 |
80 |
4.893 |
3.850 |
1.043 |
23.9% |
0.120 |
2.7% |
50% |
False |
False |
42,743 |
100 |
4.893 |
3.495 |
1.398 |
32.0% |
0.109 |
2.5% |
63% |
False |
False |
35,550 |
120 |
4.893 |
3.495 |
1.398 |
32.0% |
0.101 |
2.3% |
63% |
False |
False |
30,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.125 |
2.618 |
4.880 |
1.618 |
4.730 |
1.000 |
4.637 |
0.618 |
4.580 |
HIGH |
4.487 |
0.618 |
4.430 |
0.500 |
4.412 |
0.382 |
4.394 |
LOW |
4.337 |
0.618 |
4.244 |
1.000 |
4.187 |
1.618 |
4.094 |
2.618 |
3.944 |
4.250 |
3.700 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.412 |
4.454 |
PP |
4.398 |
4.426 |
S1 |
4.385 |
4.399 |
|