NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 26-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2014 |
26-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.359 |
4.471 |
0.112 |
2.6% |
4.513 |
High |
4.492 |
4.492 |
0.000 |
0.0% |
4.583 |
Low |
4.346 |
4.422 |
0.076 |
1.7% |
4.345 |
Close |
4.479 |
4.461 |
-0.018 |
-0.4% |
4.367 |
Range |
0.146 |
0.070 |
-0.076 |
-52.1% |
0.238 |
ATR |
0.121 |
0.117 |
-0.004 |
-3.0% |
0.000 |
Volume |
8,872 |
19,112 |
10,240 |
115.4% |
46,801 |
|
Daily Pivots for day following 26-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.668 |
4.635 |
4.500 |
|
R3 |
4.598 |
4.565 |
4.480 |
|
R2 |
4.528 |
4.528 |
4.474 |
|
R1 |
4.495 |
4.495 |
4.467 |
4.477 |
PP |
4.458 |
4.458 |
4.458 |
4.449 |
S1 |
4.425 |
4.425 |
4.455 |
4.407 |
S2 |
4.388 |
4.388 |
4.448 |
|
S3 |
4.318 |
4.355 |
4.442 |
|
S4 |
4.248 |
4.285 |
4.423 |
|
|
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 |
4.498 |
4.324 |
0.174 |
3.9% |
0.095 |
2.1% |
79% |
False |
False |
12,119 |
10 |
4.583 |
4.324 |
0.259 |
5.8% |
0.091 |
2.0% |
53% |
False |
False |
11,739 |
20 |
4.708 |
4.324 |
0.384 |
8.6% |
0.113 |
2.5% |
36% |
False |
False |
12,095 |
40 |
4.915 |
4.315 |
0.600 |
13.4% |
0.128 |
2.9% |
24% |
False |
False |
11,914 |
60 |
4.915 |
3.910 |
1.005 |
22.5% |
0.117 |
2.6% |
55% |
False |
False |
9,908 |
80 |
4.915 |
3.910 |
1.005 |
22.5% |
0.103 |
2.3% |
55% |
False |
False |
8,462 |
100 |
4.915 |
3.581 |
1.334 |
29.9% |
0.094 |
2.1% |
66% |
False |
False |
7,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.790 |
2.618 |
4.675 |
1.618 |
4.605 |
1.000 |
4.562 |
0.618 |
4.535 |
HIGH |
4.492 |
0.618 |
4.465 |
0.500 |
4.457 |
0.382 |
4.449 |
LOW |
4.422 |
0.618 |
4.379 |
1.000 |
4.352 |
1.618 |
4.309 |
2.618 |
4.239 |
4.250 |
4.125 |
|
|
Fisher Pivots for day following 26-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.460 |
4.443 |
PP |
4.458 |
4.426 |
S1 |
4.457 |
4.408 |
|