NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.390 |
4.329 |
-0.061 |
-1.4% |
4.476 |
High |
4.390 |
4.370 |
-0.020 |
-0.5% |
4.555 |
Low |
4.308 |
4.290 |
-0.018 |
-0.4% |
4.308 |
Close |
4.329 |
4.305 |
-0.024 |
-0.6% |
4.329 |
Range |
0.082 |
0.080 |
-0.002 |
-2.4% |
0.247 |
ATR |
0.126 |
0.122 |
-0.003 |
-2.6% |
0.000 |
Volume |
14,618 |
11,101 |
-3,517 |
-24.1% |
54,607 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.562 |
4.513 |
4.349 |
|
R3 |
4.482 |
4.433 |
4.327 |
|
R2 |
4.402 |
4.402 |
4.320 |
|
R1 |
4.353 |
4.353 |
4.312 |
4.338 |
PP |
4.322 |
4.322 |
4.322 |
4.314 |
S1 |
4.273 |
4.273 |
4.298 |
4.258 |
S2 |
4.242 |
4.242 |
4.290 |
|
S3 |
4.162 |
4.193 |
4.283 |
|
S4 |
4.082 |
4.113 |
4.261 |
|
|
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 |
4.529 |
4.290 |
0.239 |
5.6% |
0.087 |
2.0% |
6% |
False |
True |
11,528 |
10 |
4.631 |
4.290 |
0.341 |
7.9% |
0.097 |
2.3% |
4% |
False |
True |
12,726 |
20 |
4.680 |
4.290 |
0.390 |
9.1% |
0.122 |
2.8% |
4% |
False |
True |
15,143 |
40 |
4.893 |
4.234 |
0.659 |
15.3% |
0.136 |
3.2% |
11% |
False |
False |
15,431 |
60 |
4.893 |
3.874 |
1.019 |
23.7% |
0.123 |
2.9% |
42% |
False |
False |
12,749 |
80 |
4.893 |
3.815 |
1.078 |
25.0% |
0.108 |
2.5% |
45% |
False |
False |
10,989 |
100 |
4.893 |
3.537 |
1.356 |
31.5% |
0.099 |
2.3% |
57% |
False |
False |
9,348 |
120 |
4.893 |
3.537 |
1.356 |
31.5% |
0.091 |
2.1% |
57% |
False |
False |
8,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.710 |
2.618 |
4.579 |
1.618 |
4.499 |
1.000 |
4.450 |
0.618 |
4.419 |
HIGH |
4.370 |
0.618 |
4.339 |
0.500 |
4.330 |
0.382 |
4.321 |
LOW |
4.290 |
0.618 |
4.241 |
1.000 |
4.210 |
1.618 |
4.161 |
2.618 |
4.081 |
4.250 |
3.950 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.330 |
4.384 |
PP |
4.322 |
4.358 |
S1 |
4.313 |
4.331 |
|