NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.471 |
4.457 |
-0.014 |
-0.3% |
4.513 |
High |
4.492 |
4.631 |
0.139 |
3.1% |
4.583 |
Low |
4.422 |
4.437 |
0.015 |
0.3% |
4.345 |
Close |
4.461 |
4.600 |
0.139 |
3.1% |
4.367 |
Range |
0.070 |
0.194 |
0.124 |
177.1% |
0.238 |
ATR |
0.117 |
0.123 |
0.005 |
4.7% |
0.000 |
Volume |
19,112 |
9,324 |
-9,788 |
-51.2% |
46,801 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.138 |
5.063 |
4.707 |
|
R3 |
4.944 |
4.869 |
4.653 |
|
R2 |
4.750 |
4.750 |
4.636 |
|
R1 |
4.675 |
4.675 |
4.618 |
4.713 |
PP |
4.556 |
4.556 |
4.556 |
4.575 |
S1 |
4.481 |
4.481 |
4.582 |
4.519 |
S2 |
4.362 |
4.362 |
4.564 |
|
S3 |
4.168 |
4.287 |
4.547 |
|
S4 |
3.974 |
4.093 |
4.493 |
|
|
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 |
4.631 |
4.324 |
0.307 |
6.7% |
0.115 |
2.5% |
90% |
True |
False |
12,121 |
10 |
4.631 |
4.324 |
0.307 |
6.7% |
0.099 |
2.2% |
90% |
True |
False |
11,126 |
20 |
4.708 |
4.324 |
0.384 |
8.3% |
0.117 |
2.5% |
72% |
False |
False |
11,644 |
40 |
4.915 |
4.315 |
0.600 |
13.0% |
0.131 |
2.8% |
48% |
False |
False |
12,013 |
60 |
4.915 |
3.910 |
1.005 |
21.8% |
0.120 |
2.6% |
69% |
False |
False |
10,028 |
80 |
4.915 |
3.910 |
1.005 |
21.8% |
0.104 |
2.3% |
69% |
False |
False |
8,544 |
100 |
4.915 |
3.581 |
1.334 |
29.0% |
0.096 |
2.1% |
76% |
False |
False |
7,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.456 |
2.618 |
5.139 |
1.618 |
4.945 |
1.000 |
4.825 |
0.618 |
4.751 |
HIGH |
4.631 |
0.618 |
4.557 |
0.500 |
4.534 |
0.382 |
4.511 |
LOW |
4.437 |
0.618 |
4.317 |
1.000 |
4.243 |
1.618 |
4.123 |
2.618 |
3.929 |
4.250 |
3.613 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.578 |
4.563 |
PP |
4.556 |
4.526 |
S1 |
4.534 |
4.489 |
|