NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.424 |
4.368 |
-0.056 |
-1.3% |
4.513 |
High |
4.430 |
4.404 |
-0.026 |
-0.6% |
4.583 |
Low |
4.345 |
4.324 |
-0.021 |
-0.5% |
4.345 |
Close |
4.367 |
4.343 |
-0.024 |
-0.5% |
4.367 |
Range |
0.085 |
0.080 |
-0.005 |
-5.9% |
0.238 |
ATR |
0.122 |
0.119 |
-0.003 |
-2.5% |
0.000 |
Volume |
11,485 |
11,814 |
329 |
2.9% |
46,801 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.597 |
4.550 |
4.387 |
|
R3 |
4.517 |
4.470 |
4.365 |
|
R2 |
4.437 |
4.437 |
4.358 |
|
R1 |
4.390 |
4.390 |
4.350 |
4.374 |
PP |
4.357 |
4.357 |
4.357 |
4.349 |
S1 |
4.310 |
4.310 |
4.336 |
4.294 |
S2 |
4.277 |
4.277 |
4.328 |
|
S3 |
4.197 |
4.230 |
4.321 |
|
S4 |
4.117 |
4.150 |
4.299 |
|
|
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 |
4.556 |
4.324 |
0.232 |
5.3% |
0.083 |
1.9% |
8% |
False |
True |
10,358 |
10 |
4.670 |
4.324 |
0.346 |
8.0% |
0.094 |
2.2% |
5% |
False |
True |
11,210 |
20 |
4.708 |
4.324 |
0.384 |
8.8% |
0.117 |
2.7% |
5% |
False |
True |
12,233 |
40 |
4.915 |
4.267 |
0.648 |
14.9% |
0.130 |
3.0% |
12% |
False |
False |
11,859 |
60 |
4.915 |
3.910 |
1.005 |
23.1% |
0.116 |
2.7% |
43% |
False |
False |
9,481 |
80 |
4.915 |
3.845 |
1.070 |
24.6% |
0.102 |
2.3% |
47% |
False |
False |
8,186 |
100 |
4.915 |
3.581 |
1.334 |
30.7% |
0.093 |
2.1% |
57% |
False |
False |
6,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.744 |
2.618 |
4.613 |
1.618 |
4.533 |
1.000 |
4.484 |
0.618 |
4.453 |
HIGH |
4.404 |
0.618 |
4.373 |
0.500 |
4.364 |
0.382 |
4.355 |
LOW |
4.324 |
0.618 |
4.275 |
1.000 |
4.244 |
1.618 |
4.195 |
2.618 |
4.115 |
4.250 |
3.984 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.364 |
4.411 |
PP |
4.357 |
4.388 |
S1 |
4.350 |
4.366 |
|