NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 28-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2014 |
28-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.421 |
4.546 |
0.125 |
2.8% |
4.329 |
High |
4.595 |
4.595 |
0.000 |
0.0% |
4.595 |
Low |
4.398 |
4.507 |
0.109 |
2.5% |
4.290 |
Close |
4.565 |
4.519 |
-0.046 |
-1.0% |
4.519 |
Range |
0.197 |
0.088 |
-0.109 |
-55.3% |
0.305 |
ATR |
0.127 |
0.124 |
-0.003 |
-2.2% |
0.000 |
Volume |
16,091 |
22,468 |
6,377 |
39.6% |
76,669 |
|
Daily Pivots for day following 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.804 |
4.750 |
4.567 |
|
R3 |
4.716 |
4.662 |
4.543 |
|
R2 |
4.628 |
4.628 |
4.535 |
|
R1 |
4.574 |
4.574 |
4.527 |
4.557 |
PP |
4.540 |
4.540 |
4.540 |
4.532 |
S1 |
4.486 |
4.486 |
4.511 |
4.469 |
S2 |
4.452 |
4.452 |
4.503 |
|
S3 |
4.364 |
4.398 |
4.495 |
|
S4 |
4.276 |
4.310 |
4.471 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.383 |
5.256 |
4.687 |
|
R3 |
5.078 |
4.951 |
4.603 |
|
R2 |
4.773 |
4.773 |
4.575 |
|
R1 |
4.646 |
4.646 |
4.547 |
4.710 |
PP |
4.468 |
4.468 |
4.468 |
4.500 |
S1 |
4.341 |
4.341 |
4.491 |
4.405 |
S2 |
4.163 |
4.163 |
4.463 |
|
S3 |
3.858 |
4.036 |
4.435 |
|
S4 |
3.553 |
3.731 |
4.351 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.595 |
4.290 |
0.305 |
6.7% |
0.119 |
2.6% |
75% |
True |
False |
15,333 |
10 |
4.595 |
4.290 |
0.305 |
6.7% |
0.103 |
2.3% |
75% |
True |
False |
13,127 |
20 |
4.680 |
4.290 |
0.390 |
8.6% |
0.118 |
2.6% |
59% |
False |
False |
14,168 |
40 |
4.893 |
4.290 |
0.603 |
13.3% |
0.132 |
2.9% |
38% |
False |
False |
15,701 |
60 |
4.893 |
3.874 |
1.019 |
22.5% |
0.127 |
2.8% |
63% |
False |
False |
13,586 |
80 |
4.893 |
3.874 |
1.019 |
22.5% |
0.111 |
2.5% |
63% |
False |
False |
11,621 |
100 |
4.893 |
3.537 |
1.356 |
30.0% |
0.102 |
2.3% |
72% |
False |
False |
9,924 |
120 |
4.893 |
3.537 |
1.356 |
30.0% |
0.094 |
2.1% |
72% |
False |
False |
8,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.969 |
2.618 |
4.825 |
1.618 |
4.737 |
1.000 |
4.683 |
0.618 |
4.649 |
HIGH |
4.595 |
0.618 |
4.561 |
0.500 |
4.551 |
0.382 |
4.541 |
LOW |
4.507 |
0.618 |
4.453 |
1.000 |
4.419 |
1.618 |
4.365 |
2.618 |
4.277 |
4.250 |
4.133 |
|
|
Fisher Pivots for day following 28-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.551 |
4.509 |
PP |
4.540 |
4.500 |
S1 |
4.530 |
4.490 |
|