NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.614 |
4.645 |
0.031 |
0.7% |
4.638 |
High |
4.708 |
4.670 |
-0.038 |
-0.8% |
4.691 |
Low |
4.574 |
4.576 |
0.002 |
0.0% |
4.486 |
Close |
4.636 |
4.602 |
-0.034 |
-0.7% |
4.622 |
Range |
0.134 |
0.094 |
-0.040 |
-29.9% |
0.205 |
ATR |
0.142 |
0.138 |
-0.003 |
-2.4% |
0.000 |
Volume |
12,522 |
13,012 |
490 |
3.9% |
58,521 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.898 |
4.844 |
4.654 |
|
R3 |
4.804 |
4.750 |
4.628 |
|
R2 |
4.710 |
4.710 |
4.619 |
|
R1 |
4.656 |
4.656 |
4.611 |
4.636 |
PP |
4.616 |
4.616 |
4.616 |
4.606 |
S1 |
4.562 |
4.562 |
4.593 |
4.542 |
S2 |
4.522 |
4.522 |
4.585 |
|
S3 |
4.428 |
4.468 |
4.576 |
|
S4 |
4.334 |
4.374 |
4.550 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.215 |
5.123 |
4.735 |
|
R3 |
5.010 |
4.918 |
4.678 |
|
R2 |
4.805 |
4.805 |
4.660 |
|
R1 |
4.713 |
4.713 |
4.641 |
4.657 |
PP |
4.600 |
4.600 |
4.600 |
4.571 |
S1 |
4.508 |
4.508 |
4.603 |
4.452 |
S2 |
4.395 |
4.395 |
4.584 |
|
S3 |
4.190 |
4.303 |
4.566 |
|
S4 |
3.985 |
4.098 |
4.509 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.708 |
4.522 |
0.186 |
4.0% |
0.121 |
2.6% |
43% |
False |
False |
12,316 |
10 |
4.708 |
4.450 |
0.258 |
5.6% |
0.133 |
2.9% |
59% |
False |
False |
12,997 |
20 |
4.915 |
4.450 |
0.465 |
10.1% |
0.146 |
3.2% |
33% |
False |
False |
13,295 |
40 |
4.915 |
3.998 |
0.917 |
19.9% |
0.129 |
2.8% |
66% |
False |
False |
10,800 |
60 |
4.915 |
3.910 |
1.005 |
21.8% |
0.111 |
2.4% |
69% |
False |
False |
8,427 |
80 |
4.915 |
3.652 |
1.263 |
27.4% |
0.098 |
2.1% |
75% |
False |
False |
7,163 |
100 |
4.915 |
3.581 |
1.334 |
29.0% |
0.090 |
1.9% |
77% |
False |
False |
6,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.070 |
2.618 |
4.916 |
1.618 |
4.822 |
1.000 |
4.764 |
0.618 |
4.728 |
HIGH |
4.670 |
0.618 |
4.634 |
0.500 |
4.623 |
0.382 |
4.612 |
LOW |
4.576 |
0.618 |
4.518 |
1.000 |
4.482 |
1.618 |
4.424 |
2.618 |
4.330 |
4.250 |
4.177 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.623 |
4.641 |
PP |
4.616 |
4.628 |
S1 |
4.609 |
4.615 |
|