NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.453 |
4.468 |
0.015 |
0.3% |
4.584 |
High |
4.504 |
4.478 |
-0.026 |
-0.6% |
4.680 |
Low |
4.427 |
4.365 |
-0.062 |
-1.4% |
4.346 |
Close |
4.488 |
4.380 |
-0.108 |
-2.4% |
4.433 |
Range |
0.077 |
0.113 |
0.036 |
46.8% |
0.334 |
ATR |
0.129 |
0.129 |
0.000 |
-0.4% |
0.000 |
Volume |
9,503 |
10,061 |
558 |
5.9% |
73,358 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.747 |
4.676 |
4.442 |
|
R3 |
4.634 |
4.563 |
4.411 |
|
R2 |
4.521 |
4.521 |
4.401 |
|
R1 |
4.450 |
4.450 |
4.390 |
4.429 |
PP |
4.408 |
4.408 |
4.408 |
4.397 |
S1 |
4.337 |
4.337 |
4.370 |
4.316 |
S2 |
4.295 |
4.295 |
4.359 |
|
S3 |
4.182 |
4.224 |
4.349 |
|
S4 |
4.069 |
4.111 |
4.318 |
|
|
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 |
4.555 |
4.346 |
0.209 |
4.8% |
0.090 |
2.1% |
16% |
False |
False |
11,672 |
10 |
4.680 |
4.346 |
0.334 |
7.6% |
0.103 |
2.4% |
10% |
False |
False |
12,908 |
20 |
4.893 |
4.346 |
0.547 |
12.5% |
0.140 |
3.2% |
6% |
False |
False |
15,140 |
40 |
4.893 |
4.212 |
0.681 |
15.5% |
0.139 |
3.2% |
25% |
False |
False |
15,464 |
60 |
4.893 |
3.874 |
1.019 |
23.3% |
0.122 |
2.8% |
50% |
False |
False |
12,446 |
80 |
4.893 |
3.785 |
1.108 |
25.3% |
0.107 |
2.5% |
54% |
False |
False |
10,767 |
100 |
4.893 |
3.537 |
1.356 |
31.0% |
0.099 |
2.3% |
62% |
False |
False |
9,114 |
120 |
4.893 |
3.537 |
1.356 |
31.0% |
0.090 |
2.1% |
62% |
False |
False |
7,857 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.958 |
2.618 |
4.774 |
1.618 |
4.661 |
1.000 |
4.591 |
0.618 |
4.548 |
HIGH |
4.478 |
0.618 |
4.435 |
0.500 |
4.422 |
0.382 |
4.408 |
LOW |
4.365 |
0.618 |
4.295 |
1.000 |
4.252 |
1.618 |
4.182 |
2.618 |
4.069 |
4.250 |
3.885 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.422 |
4.447 |
PP |
4.408 |
4.425 |
S1 |
4.394 |
4.402 |
|