NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.546 |
4.519 |
-0.027 |
-0.6% |
4.329 |
High |
4.595 |
4.519 |
-0.076 |
-1.7% |
4.595 |
Low |
4.507 |
4.372 |
-0.135 |
-3.0% |
4.290 |
Close |
4.519 |
4.404 |
-0.115 |
-2.5% |
4.519 |
Range |
0.088 |
0.147 |
0.059 |
67.0% |
0.305 |
ATR |
0.124 |
0.126 |
0.002 |
1.3% |
0.000 |
Volume |
22,468 |
14,257 |
-8,211 |
-36.5% |
76,669 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.873 |
4.785 |
4.485 |
|
R3 |
4.726 |
4.638 |
4.444 |
|
R2 |
4.579 |
4.579 |
4.431 |
|
R1 |
4.491 |
4.491 |
4.417 |
4.462 |
PP |
4.432 |
4.432 |
4.432 |
4.417 |
S1 |
4.344 |
4.344 |
4.391 |
4.315 |
S2 |
4.285 |
4.285 |
4.377 |
|
S3 |
4.138 |
4.197 |
4.364 |
|
S4 |
3.991 |
4.050 |
4.323 |
|
|
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 |
4.297 |
0.298 |
6.8% |
0.133 |
3.0% |
36% |
False |
False |
15,965 |
10 |
4.595 |
4.290 |
0.305 |
6.9% |
0.110 |
2.5% |
37% |
False |
False |
13,746 |
20 |
4.680 |
4.290 |
0.390 |
8.9% |
0.115 |
2.6% |
29% |
False |
False |
14,091 |
40 |
4.893 |
4.290 |
0.603 |
13.7% |
0.133 |
3.0% |
19% |
False |
False |
15,729 |
60 |
4.893 |
3.874 |
1.019 |
23.1% |
0.128 |
2.9% |
52% |
False |
False |
13,749 |
80 |
4.893 |
3.874 |
1.019 |
23.1% |
0.112 |
2.5% |
52% |
False |
False |
11,730 |
100 |
4.893 |
3.537 |
1.356 |
30.8% |
0.103 |
2.3% |
64% |
False |
False |
10,027 |
120 |
4.893 |
3.537 |
1.356 |
30.8% |
0.095 |
2.2% |
64% |
False |
False |
8,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.144 |
2.618 |
4.904 |
1.618 |
4.757 |
1.000 |
4.666 |
0.618 |
4.610 |
HIGH |
4.519 |
0.618 |
4.463 |
0.500 |
4.446 |
0.382 |
4.428 |
LOW |
4.372 |
0.618 |
4.281 |
1.000 |
4.225 |
1.618 |
4.134 |
2.618 |
3.987 |
4.250 |
3.747 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.446 |
4.484 |
PP |
4.432 |
4.457 |
S1 |
4.418 |
4.431 |
|