NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.498 |
4.424 |
-0.074 |
-1.6% |
4.513 |
High |
4.498 |
4.430 |
-0.068 |
-1.5% |
4.583 |
Low |
4.404 |
4.345 |
-0.059 |
-1.3% |
4.345 |
Close |
4.418 |
4.367 |
-0.051 |
-1.2% |
4.367 |
Range |
0.094 |
0.085 |
-0.009 |
-9.6% |
0.238 |
ATR |
0.125 |
0.122 |
-0.003 |
-2.3% |
0.000 |
Volume |
9,316 |
11,485 |
2,169 |
23.3% |
46,801 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.636 |
4.586 |
4.414 |
|
R3 |
4.551 |
4.501 |
4.390 |
|
R2 |
4.466 |
4.466 |
4.383 |
|
R1 |
4.416 |
4.416 |
4.375 |
4.399 |
PP |
4.381 |
4.381 |
4.381 |
4.372 |
S1 |
4.331 |
4.331 |
4.359 |
4.314 |
S2 |
4.296 |
4.296 |
4.351 |
|
S3 |
4.211 |
4.246 |
4.344 |
|
S4 |
4.126 |
4.161 |
4.320 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.146 |
4.994 |
4.498 |
|
R3 |
4.908 |
4.756 |
4.432 |
|
R2 |
4.670 |
4.670 |
4.411 |
|
R1 |
4.518 |
4.518 |
4.389 |
4.475 |
PP |
4.432 |
4.432 |
4.432 |
4.410 |
S1 |
4.280 |
4.280 |
4.345 |
4.237 |
S2 |
4.194 |
4.194 |
4.323 |
|
S3 |
3.956 |
4.042 |
4.302 |
|
S4 |
3.718 |
3.804 |
4.236 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.583 |
4.345 |
0.238 |
5.4% |
0.081 |
1.9% |
9% |
False |
True |
9,360 |
10 |
4.708 |
4.345 |
0.363 |
8.3% |
0.099 |
2.3% |
6% |
False |
True |
11,281 |
20 |
4.915 |
4.345 |
0.570 |
13.1% |
0.131 |
3.0% |
4% |
False |
True |
12,095 |
40 |
4.915 |
4.267 |
0.648 |
14.8% |
0.130 |
3.0% |
15% |
False |
False |
11,795 |
60 |
4.915 |
3.910 |
1.005 |
23.0% |
0.115 |
2.6% |
45% |
False |
False |
9,321 |
80 |
4.915 |
3.845 |
1.070 |
24.5% |
0.102 |
2.3% |
49% |
False |
False |
8,089 |
100 |
4.915 |
3.581 |
1.334 |
30.5% |
0.093 |
2.1% |
59% |
False |
False |
6,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.791 |
2.618 |
4.653 |
1.618 |
4.568 |
1.000 |
4.515 |
0.618 |
4.483 |
HIGH |
4.430 |
0.618 |
4.398 |
0.500 |
4.388 |
0.382 |
4.377 |
LOW |
4.345 |
0.618 |
4.292 |
1.000 |
4.260 |
1.618 |
4.207 |
2.618 |
4.122 |
4.250 |
3.984 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.388 |
4.444 |
PP |
4.381 |
4.418 |
S1 |
4.374 |
4.393 |
|