NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.468 |
4.390 |
-0.078 |
-1.7% |
4.476 |
High |
4.478 |
4.390 |
-0.088 |
-2.0% |
4.555 |
Low |
4.365 |
4.308 |
-0.057 |
-1.3% |
4.308 |
Close |
4.380 |
4.329 |
-0.051 |
-1.2% |
4.329 |
Range |
0.113 |
0.082 |
-0.031 |
-27.4% |
0.247 |
ATR |
0.129 |
0.126 |
-0.003 |
-2.6% |
0.000 |
Volume |
10,061 |
14,618 |
4,557 |
45.3% |
54,607 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.588 |
4.541 |
4.374 |
|
R3 |
4.506 |
4.459 |
4.352 |
|
R2 |
4.424 |
4.424 |
4.344 |
|
R1 |
4.377 |
4.377 |
4.337 |
4.360 |
PP |
4.342 |
4.342 |
4.342 |
4.334 |
S1 |
4.295 |
4.295 |
4.321 |
4.278 |
S2 |
4.260 |
4.260 |
4.314 |
|
S3 |
4.178 |
4.213 |
4.306 |
|
S4 |
4.096 |
4.131 |
4.284 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.138 |
4.981 |
4.465 |
|
R3 |
4.891 |
4.734 |
4.397 |
|
R2 |
4.644 |
4.644 |
4.374 |
|
R1 |
4.487 |
4.487 |
4.352 |
4.442 |
PP |
4.397 |
4.397 |
4.397 |
4.375 |
S1 |
4.240 |
4.240 |
4.306 |
4.195 |
S2 |
4.150 |
4.150 |
4.284 |
|
S3 |
3.903 |
3.993 |
4.261 |
|
S4 |
3.656 |
3.746 |
4.193 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.555 |
4.308 |
0.247 |
5.7% |
0.087 |
2.0% |
9% |
False |
True |
10,921 |
10 |
4.680 |
4.308 |
0.372 |
8.6% |
0.103 |
2.4% |
6% |
False |
True |
12,796 |
20 |
4.893 |
4.308 |
0.585 |
13.5% |
0.136 |
3.2% |
4% |
False |
True |
15,271 |
40 |
4.893 |
4.234 |
0.659 |
15.2% |
0.137 |
3.2% |
14% |
False |
False |
15,585 |
60 |
4.893 |
3.874 |
1.019 |
23.5% |
0.122 |
2.8% |
45% |
False |
False |
12,624 |
80 |
4.893 |
3.815 |
1.078 |
24.9% |
0.108 |
2.5% |
48% |
False |
False |
10,915 |
100 |
4.893 |
3.537 |
1.356 |
31.3% |
0.099 |
2.3% |
58% |
False |
False |
9,250 |
120 |
4.893 |
3.537 |
1.356 |
31.3% |
0.091 |
2.1% |
58% |
False |
False |
7,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.739 |
2.618 |
4.605 |
1.618 |
4.523 |
1.000 |
4.472 |
0.618 |
4.441 |
HIGH |
4.390 |
0.618 |
4.359 |
0.500 |
4.349 |
0.382 |
4.339 |
LOW |
4.308 |
0.618 |
4.257 |
1.000 |
4.226 |
1.618 |
4.175 |
2.618 |
4.093 |
4.250 |
3.960 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.349 |
4.406 |
PP |
4.342 |
4.380 |
S1 |
4.336 |
4.355 |
|