NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.584 |
4.615 |
0.031 |
0.7% |
4.604 |
High |
4.680 |
4.631 |
-0.049 |
-1.0% |
4.665 |
Low |
4.540 |
4.544 |
0.004 |
0.1% |
4.452 |
Close |
4.601 |
4.567 |
-0.034 |
-0.7% |
4.589 |
Range |
0.140 |
0.087 |
-0.053 |
-37.9% |
0.213 |
ATR |
0.147 |
0.143 |
-0.004 |
-2.9% |
0.000 |
Volume |
11,803 |
16,838 |
5,035 |
42.7% |
78,733 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.842 |
4.791 |
4.615 |
|
R3 |
4.755 |
4.704 |
4.591 |
|
R2 |
4.668 |
4.668 |
4.583 |
|
R1 |
4.617 |
4.617 |
4.575 |
4.599 |
PP |
4.581 |
4.581 |
4.581 |
4.572 |
S1 |
4.530 |
4.530 |
4.559 |
4.512 |
S2 |
4.494 |
4.494 |
4.551 |
|
S3 |
4.407 |
4.443 |
4.543 |
|
S4 |
4.320 |
4.356 |
4.519 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.208 |
5.111 |
4.706 |
|
R3 |
4.995 |
4.898 |
4.648 |
|
R2 |
4.782 |
4.782 |
4.628 |
|
R1 |
4.685 |
4.685 |
4.609 |
4.627 |
PP |
4.569 |
4.569 |
4.569 |
4.540 |
S1 |
4.472 |
4.472 |
4.569 |
4.414 |
S2 |
4.356 |
4.356 |
4.550 |
|
S3 |
4.143 |
4.259 |
4.530 |
|
S4 |
3.930 |
4.046 |
4.472 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.680 |
4.486 |
0.194 |
4.2% |
0.126 |
2.8% |
42% |
False |
False |
15,070 |
10 |
4.680 |
4.416 |
0.264 |
5.8% |
0.137 |
3.0% |
57% |
False |
False |
17,226 |
20 |
4.893 |
4.400 |
0.493 |
10.8% |
0.152 |
3.3% |
34% |
False |
False |
16,951 |
40 |
4.893 |
3.963 |
0.930 |
20.4% |
0.137 |
3.0% |
65% |
False |
False |
14,891 |
60 |
4.893 |
3.874 |
1.019 |
22.3% |
0.118 |
2.6% |
68% |
False |
False |
11,761 |
80 |
4.893 |
3.608 |
1.285 |
28.1% |
0.105 |
2.3% |
75% |
False |
False |
9,896 |
100 |
4.893 |
3.537 |
1.356 |
29.7% |
0.096 |
2.1% |
76% |
False |
False |
8,386 |
120 |
4.893 |
3.537 |
1.356 |
29.7% |
0.087 |
1.9% |
76% |
False |
False |
7,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.001 |
2.618 |
4.859 |
1.618 |
4.772 |
1.000 |
4.718 |
0.618 |
4.685 |
HIGH |
4.631 |
0.618 |
4.598 |
0.500 |
4.588 |
0.382 |
4.577 |
LOW |
4.544 |
0.618 |
4.490 |
1.000 |
4.457 |
1.618 |
4.403 |
2.618 |
4.316 |
4.250 |
4.174 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.588 |
4.610 |
PP |
4.581 |
4.596 |
S1 |
4.574 |
4.581 |
|