NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.645 |
4.589 |
-0.056 |
-1.2% |
4.638 |
High |
4.670 |
4.629 |
-0.041 |
-0.9% |
4.691 |
Low |
4.576 |
4.478 |
-0.098 |
-2.1% |
4.486 |
Close |
4.602 |
4.508 |
-0.094 |
-2.0% |
4.622 |
Range |
0.094 |
0.151 |
0.057 |
60.6% |
0.205 |
ATR |
0.138 |
0.139 |
0.001 |
0.7% |
0.000 |
Volume |
13,012 |
9,678 |
-3,334 |
-25.6% |
58,521 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.991 |
4.901 |
4.591 |
|
R3 |
4.840 |
4.750 |
4.550 |
|
R2 |
4.689 |
4.689 |
4.536 |
|
R1 |
4.599 |
4.599 |
4.522 |
4.569 |
PP |
4.538 |
4.538 |
4.538 |
4.523 |
S1 |
4.448 |
4.448 |
4.494 |
4.418 |
S2 |
4.387 |
4.387 |
4.480 |
|
S3 |
4.236 |
4.297 |
4.466 |
|
S4 |
4.085 |
4.146 |
4.425 |
|
|
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 |
4.478 |
0.230 |
5.1% |
0.122 |
2.7% |
13% |
False |
True |
12,280 |
10 |
4.708 |
4.450 |
0.258 |
5.7% |
0.135 |
3.0% |
22% |
False |
False |
12,451 |
20 |
4.915 |
4.450 |
0.465 |
10.3% |
0.144 |
3.2% |
12% |
False |
False |
13,244 |
40 |
4.915 |
4.083 |
0.832 |
18.5% |
0.130 |
2.9% |
51% |
False |
False |
10,881 |
60 |
4.915 |
3.910 |
1.005 |
22.3% |
0.112 |
2.5% |
60% |
False |
False |
8,493 |
80 |
4.915 |
3.652 |
1.263 |
28.0% |
0.099 |
2.2% |
68% |
False |
False |
7,252 |
100 |
4.915 |
3.581 |
1.334 |
29.6% |
0.090 |
2.0% |
69% |
False |
False |
6,163 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.271 |
2.618 |
5.024 |
1.618 |
4.873 |
1.000 |
4.780 |
0.618 |
4.722 |
HIGH |
4.629 |
0.618 |
4.571 |
0.500 |
4.554 |
0.382 |
4.536 |
LOW |
4.478 |
0.618 |
4.385 |
1.000 |
4.327 |
1.618 |
4.234 |
2.618 |
4.083 |
4.250 |
3.836 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.554 |
4.593 |
PP |
4.538 |
4.565 |
S1 |
4.523 |
4.536 |
|