NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 06-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.615 |
4.581 |
-0.034 |
-0.7% |
4.817 |
High |
4.666 |
4.682 |
0.016 |
0.3% |
4.915 |
Low |
4.522 |
4.528 |
0.006 |
0.1% |
4.450 |
Close |
4.539 |
4.653 |
0.114 |
2.5% |
4.599 |
Range |
0.144 |
0.154 |
0.010 |
6.9% |
0.465 |
ATR |
0.147 |
0.147 |
0.001 |
0.4% |
0.000 |
Volume |
9,857 |
13,200 |
3,343 |
33.9% |
70,580 |
|
Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.083 |
5.022 |
4.738 |
|
R3 |
4.929 |
4.868 |
4.695 |
|
R2 |
4.775 |
4.775 |
4.681 |
|
R1 |
4.714 |
4.714 |
4.667 |
4.745 |
PP |
4.621 |
4.621 |
4.621 |
4.636 |
S1 |
4.560 |
4.560 |
4.639 |
4.591 |
S2 |
4.467 |
4.467 |
4.625 |
|
S3 |
4.313 |
4.406 |
4.611 |
|
S4 |
4.159 |
4.252 |
4.568 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.050 |
5.789 |
4.855 |
|
R3 |
5.585 |
5.324 |
4.727 |
|
R2 |
5.120 |
5.120 |
4.684 |
|
R1 |
4.859 |
4.859 |
4.642 |
4.757 |
PP |
4.655 |
4.655 |
4.655 |
4.604 |
S1 |
4.394 |
4.394 |
4.556 |
4.292 |
S2 |
4.190 |
4.190 |
4.514 |
|
S3 |
3.725 |
3.929 |
4.471 |
|
S4 |
3.260 |
3.464 |
4.343 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.691 |
4.480 |
0.211 |
4.5% |
0.154 |
3.3% |
82% |
False |
False |
11,594 |
10 |
4.915 |
4.450 |
0.465 |
10.0% |
0.170 |
3.6% |
44% |
False |
False |
12,534 |
20 |
4.915 |
4.440 |
0.475 |
10.2% |
0.147 |
3.1% |
45% |
False |
False |
13,241 |
40 |
4.915 |
3.910 |
1.005 |
21.6% |
0.131 |
2.8% |
74% |
False |
False |
10,281 |
60 |
4.915 |
3.910 |
1.005 |
21.6% |
0.109 |
2.3% |
74% |
False |
False |
8,096 |
80 |
4.915 |
3.652 |
1.263 |
27.1% |
0.096 |
2.1% |
79% |
False |
False |
6,793 |
100 |
4.915 |
3.581 |
1.334 |
28.7% |
0.088 |
1.9% |
80% |
False |
False |
5,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.337 |
2.618 |
5.085 |
1.618 |
4.931 |
1.000 |
4.836 |
0.618 |
4.777 |
HIGH |
4.682 |
0.618 |
4.623 |
0.500 |
4.605 |
0.382 |
4.587 |
LOW |
4.528 |
0.618 |
4.433 |
1.000 |
4.374 |
1.618 |
4.279 |
2.618 |
4.125 |
4.250 |
3.874 |
|
|
Fisher Pivots for day following 06-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.637 |
4.636 |
PP |
4.621 |
4.619 |
S1 |
4.605 |
4.602 |
|