NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.493 |
4.498 |
0.005 |
0.1% |
4.614 |
High |
4.543 |
4.498 |
-0.045 |
-1.0% |
4.708 |
Low |
4.464 |
4.404 |
-0.060 |
-1.3% |
4.384 |
Close |
4.526 |
4.418 |
-0.108 |
-2.4% |
4.473 |
Range |
0.079 |
0.094 |
0.015 |
19.0% |
0.324 |
ATR |
0.125 |
0.125 |
0.000 |
-0.2% |
0.000 |
Volume |
9,718 |
9,316 |
-402 |
-4.1% |
66,009 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.722 |
4.664 |
4.470 |
|
R3 |
4.628 |
4.570 |
4.444 |
|
R2 |
4.534 |
4.534 |
4.435 |
|
R1 |
4.476 |
4.476 |
4.427 |
4.458 |
PP |
4.440 |
4.440 |
4.440 |
4.431 |
S1 |
4.382 |
4.382 |
4.409 |
4.364 |
S2 |
4.346 |
4.346 |
4.401 |
|
S3 |
4.252 |
4.288 |
4.392 |
|
S4 |
4.158 |
4.194 |
4.366 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.494 |
5.307 |
4.651 |
|
R3 |
5.170 |
4.983 |
4.562 |
|
R2 |
4.846 |
4.846 |
4.532 |
|
R1 |
4.659 |
4.659 |
4.503 |
4.591 |
PP |
4.522 |
4.522 |
4.522 |
4.487 |
S1 |
4.335 |
4.335 |
4.443 |
4.267 |
S2 |
4.198 |
4.198 |
4.414 |
|
S3 |
3.874 |
4.011 |
4.384 |
|
S4 |
3.550 |
3.687 |
4.295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.583 |
4.384 |
0.199 |
4.5% |
0.083 |
1.9% |
17% |
False |
False |
10,130 |
10 |
4.708 |
4.384 |
0.324 |
7.3% |
0.099 |
2.2% |
10% |
False |
False |
11,431 |
20 |
4.915 |
4.384 |
0.531 |
12.0% |
0.134 |
3.0% |
6% |
False |
False |
11,983 |
40 |
4.915 |
4.243 |
0.672 |
15.2% |
0.131 |
3.0% |
26% |
False |
False |
11,696 |
60 |
4.915 |
3.910 |
1.005 |
22.7% |
0.114 |
2.6% |
51% |
False |
False |
9,169 |
80 |
4.915 |
3.845 |
1.070 |
24.2% |
0.101 |
2.3% |
54% |
False |
False |
7,969 |
100 |
4.915 |
3.581 |
1.334 |
30.2% |
0.092 |
2.1% |
63% |
False |
False |
6,738 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.898 |
2.618 |
4.744 |
1.618 |
4.650 |
1.000 |
4.592 |
0.618 |
4.556 |
HIGH |
4.498 |
0.618 |
4.462 |
0.500 |
4.451 |
0.382 |
4.440 |
LOW |
4.404 |
0.618 |
4.346 |
1.000 |
4.310 |
1.618 |
4.252 |
2.618 |
4.158 |
4.250 |
4.005 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.451 |
4.480 |
PP |
4.440 |
4.459 |
S1 |
4.429 |
4.439 |
|