NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 31-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2014 |
31-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.588 |
4.558 |
-0.030 |
-0.7% |
4.368 |
High |
4.633 |
4.558 |
-0.075 |
-1.6% |
4.633 |
Low |
4.546 |
4.412 |
-0.134 |
-2.9% |
4.324 |
Close |
4.558 |
4.444 |
-0.114 |
-2.5% |
4.558 |
Range |
0.087 |
0.146 |
0.059 |
67.8% |
0.309 |
ATR |
0.120 |
0.122 |
0.002 |
1.5% |
0.000 |
Volume |
22,276 |
10,297 |
-11,979 |
-53.8% |
71,398 |
|
Daily Pivots for day following 31-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.909 |
4.823 |
4.524 |
|
R3 |
4.763 |
4.677 |
4.484 |
|
R2 |
4.617 |
4.617 |
4.471 |
|
R1 |
4.531 |
4.531 |
4.457 |
4.501 |
PP |
4.471 |
4.471 |
4.471 |
4.457 |
S1 |
4.385 |
4.385 |
4.431 |
4.355 |
S2 |
4.325 |
4.325 |
4.417 |
|
S3 |
4.179 |
4.239 |
4.404 |
|
S4 |
4.033 |
4.093 |
4.364 |
|
|
Weekly Pivots for week ending 28-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.432 |
5.304 |
4.728 |
|
R3 |
5.123 |
4.995 |
4.643 |
|
R2 |
4.814 |
4.814 |
4.615 |
|
R1 |
4.686 |
4.686 |
4.586 |
4.750 |
PP |
4.505 |
4.505 |
4.505 |
4.537 |
S1 |
4.377 |
4.377 |
4.530 |
4.441 |
S2 |
4.196 |
4.196 |
4.501 |
|
S3 |
3.887 |
4.068 |
4.473 |
|
S4 |
3.578 |
3.759 |
4.388 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.633 |
4.346 |
0.287 |
6.5% |
0.129 |
2.9% |
34% |
False |
False |
13,976 |
10 |
4.633 |
4.324 |
0.309 |
7.0% |
0.106 |
2.4% |
39% |
False |
False |
12,167 |
20 |
4.708 |
4.324 |
0.384 |
8.6% |
0.110 |
2.5% |
31% |
False |
False |
12,118 |
40 |
4.915 |
4.324 |
0.591 |
13.3% |
0.129 |
2.9% |
20% |
False |
False |
12,372 |
60 |
4.915 |
3.910 |
1.005 |
22.6% |
0.122 |
2.7% |
53% |
False |
False |
10,470 |
80 |
4.915 |
3.910 |
1.005 |
22.6% |
0.106 |
2.4% |
53% |
False |
False |
8,873 |
100 |
4.915 |
3.581 |
1.334 |
30.0% |
0.097 |
2.2% |
65% |
False |
False |
7,585 |
120 |
4.915 |
3.581 |
1.334 |
30.0% |
0.089 |
2.0% |
65% |
False |
False |
6,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.179 |
2.618 |
4.940 |
1.618 |
4.794 |
1.000 |
4.704 |
0.618 |
4.648 |
HIGH |
4.558 |
0.618 |
4.502 |
0.500 |
4.485 |
0.382 |
4.468 |
LOW |
4.412 |
0.618 |
4.322 |
1.000 |
4.266 |
1.618 |
4.176 |
2.618 |
4.030 |
4.250 |
3.792 |
|
|
Fisher Pivots for day following 31-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.485 |
4.523 |
PP |
4.471 |
4.496 |
S1 |
4.458 |
4.470 |
|