NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.615 |
4.563 |
-0.052 |
-1.1% |
4.604 |
High |
4.631 |
4.594 |
-0.037 |
-0.8% |
4.665 |
Low |
4.544 |
4.436 |
-0.108 |
-2.4% |
4.452 |
Close |
4.567 |
4.470 |
-0.097 |
-2.1% |
4.589 |
Range |
0.087 |
0.158 |
0.071 |
81.6% |
0.213 |
ATR |
0.143 |
0.144 |
0.001 |
0.7% |
0.000 |
Volume |
16,838 |
11,464 |
-5,374 |
-31.9% |
78,733 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.974 |
4.880 |
4.557 |
|
R3 |
4.816 |
4.722 |
4.513 |
|
R2 |
4.658 |
4.658 |
4.499 |
|
R1 |
4.564 |
4.564 |
4.484 |
4.532 |
PP |
4.500 |
4.500 |
4.500 |
4.484 |
S1 |
4.406 |
4.406 |
4.456 |
4.374 |
S2 |
4.342 |
4.342 |
4.441 |
|
S3 |
4.184 |
4.248 |
4.427 |
|
S4 |
4.026 |
4.090 |
4.383 |
|
|
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 |
4.436 |
0.244 |
5.5% |
0.127 |
2.9% |
14% |
False |
True |
14,555 |
10 |
4.680 |
4.416 |
0.264 |
5.9% |
0.141 |
3.1% |
20% |
False |
False |
16,219 |
20 |
4.893 |
4.416 |
0.477 |
10.7% |
0.150 |
3.3% |
11% |
False |
False |
16,745 |
40 |
4.893 |
4.041 |
0.852 |
19.1% |
0.138 |
3.1% |
50% |
False |
False |
14,996 |
60 |
4.893 |
3.874 |
1.019 |
22.8% |
0.119 |
2.7% |
58% |
False |
False |
11,834 |
80 |
4.893 |
3.608 |
1.285 |
28.7% |
0.106 |
2.4% |
67% |
False |
False |
10,004 |
100 |
4.893 |
3.537 |
1.356 |
30.3% |
0.097 |
2.2% |
69% |
False |
False |
8,480 |
120 |
4.893 |
3.537 |
1.356 |
30.3% |
0.088 |
2.0% |
69% |
False |
False |
7,351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.266 |
2.618 |
5.008 |
1.618 |
4.850 |
1.000 |
4.752 |
0.618 |
4.692 |
HIGH |
4.594 |
0.618 |
4.534 |
0.500 |
4.515 |
0.382 |
4.496 |
LOW |
4.436 |
0.618 |
4.338 |
1.000 |
4.278 |
1.618 |
4.180 |
2.618 |
4.022 |
4.250 |
3.765 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.515 |
4.558 |
PP |
4.500 |
4.529 |
S1 |
4.485 |
4.499 |
|