NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.476 |
4.494 |
0.018 |
0.4% |
4.584 |
High |
4.555 |
4.529 |
-0.026 |
-0.6% |
4.680 |
Low |
4.474 |
4.446 |
-0.028 |
-0.6% |
4.346 |
Close |
4.519 |
4.454 |
-0.065 |
-1.4% |
4.433 |
Range |
0.081 |
0.083 |
0.002 |
2.5% |
0.334 |
ATR |
0.137 |
0.134 |
-0.004 |
-2.8% |
0.000 |
Volume |
8,065 |
12,360 |
4,295 |
53.3% |
73,358 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.725 |
4.673 |
4.500 |
|
R3 |
4.642 |
4.590 |
4.477 |
|
R2 |
4.559 |
4.559 |
4.469 |
|
R1 |
4.507 |
4.507 |
4.462 |
4.492 |
PP |
4.476 |
4.476 |
4.476 |
4.469 |
S1 |
4.424 |
4.424 |
4.446 |
4.409 |
S2 |
4.393 |
4.393 |
4.439 |
|
S3 |
4.310 |
4.341 |
4.431 |
|
S4 |
4.227 |
4.258 |
4.408 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.488 |
5.295 |
4.617 |
|
R3 |
5.154 |
4.961 |
4.525 |
|
R2 |
4.820 |
4.820 |
4.494 |
|
R1 |
4.627 |
4.627 |
4.464 |
4.557 |
PP |
4.486 |
4.486 |
4.486 |
4.451 |
S1 |
4.293 |
4.293 |
4.402 |
4.223 |
S2 |
4.152 |
4.152 |
4.372 |
|
S3 |
3.818 |
3.959 |
4.341 |
|
S4 |
3.484 |
3.625 |
4.249 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.594 |
4.346 |
0.248 |
5.6% |
0.106 |
2.4% |
44% |
False |
False |
13,028 |
10 |
4.680 |
4.346 |
0.334 |
7.5% |
0.116 |
2.6% |
32% |
False |
False |
14,049 |
20 |
4.893 |
4.346 |
0.547 |
12.3% |
0.145 |
3.3% |
20% |
False |
False |
15,961 |
40 |
4.893 |
4.041 |
0.852 |
19.1% |
0.140 |
3.1% |
48% |
False |
False |
15,363 |
60 |
4.893 |
3.874 |
1.019 |
22.9% |
0.120 |
2.7% |
57% |
False |
False |
12,336 |
80 |
4.893 |
3.699 |
1.194 |
26.8% |
0.107 |
2.4% |
63% |
False |
False |
10,580 |
100 |
4.893 |
3.537 |
1.356 |
30.4% |
0.098 |
2.2% |
68% |
False |
False |
8,957 |
120 |
4.893 |
3.537 |
1.356 |
30.4% |
0.090 |
2.0% |
68% |
False |
False |
7,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.882 |
2.618 |
4.746 |
1.618 |
4.663 |
1.000 |
4.612 |
0.618 |
4.580 |
HIGH |
4.529 |
0.618 |
4.497 |
0.500 |
4.488 |
0.382 |
4.478 |
LOW |
4.446 |
0.618 |
4.395 |
1.000 |
4.363 |
1.618 |
4.312 |
2.618 |
4.229 |
4.250 |
4.093 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.488 |
4.453 |
PP |
4.476 |
4.452 |
S1 |
4.465 |
4.451 |
|