NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 11-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2014 |
11-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.608 |
4.636 |
0.028 |
0.6% |
4.619 |
High |
4.700 |
4.660 |
-0.040 |
-0.9% |
4.674 |
Low |
4.570 |
4.570 |
0.000 |
0.0% |
4.476 |
Close |
4.629 |
4.595 |
-0.034 |
-0.7% |
4.615 |
Range |
0.130 |
0.090 |
-0.040 |
-30.8% |
0.198 |
ATR |
0.135 |
0.132 |
-0.003 |
-2.4% |
0.000 |
Volume |
5,725 |
6,522 |
797 |
13.9% |
29,210 |
|
Daily Pivots for day following 11-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.878 |
4.827 |
4.645 |
|
R3 |
4.788 |
4.737 |
4.620 |
|
R2 |
4.698 |
4.698 |
4.612 |
|
R1 |
4.647 |
4.647 |
4.603 |
4.628 |
PP |
4.608 |
4.608 |
4.608 |
4.599 |
S1 |
4.557 |
4.557 |
4.587 |
4.538 |
S2 |
4.518 |
4.518 |
4.579 |
|
S3 |
4.428 |
4.467 |
4.570 |
|
S4 |
4.338 |
4.377 |
4.546 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.182 |
5.097 |
4.724 |
|
R3 |
4.984 |
4.899 |
4.669 |
|
R2 |
4.786 |
4.786 |
4.651 |
|
R1 |
4.701 |
4.701 |
4.633 |
4.645 |
PP |
4.588 |
4.588 |
4.588 |
4.560 |
S1 |
4.503 |
4.503 |
4.597 |
4.447 |
S2 |
4.390 |
4.390 |
4.579 |
|
S3 |
4.192 |
4.305 |
4.561 |
|
S4 |
3.994 |
4.107 |
4.506 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.700 |
4.514 |
0.186 |
4.0% |
0.111 |
2.4% |
44% |
False |
False |
5,242 |
10 |
4.700 |
4.448 |
0.252 |
5.5% |
0.126 |
2.7% |
58% |
False |
False |
6,300 |
20 |
4.891 |
4.448 |
0.443 |
9.6% |
0.136 |
3.0% |
33% |
False |
False |
6,331 |
40 |
4.891 |
4.030 |
0.861 |
18.7% |
0.120 |
2.6% |
66% |
False |
False |
5,335 |
60 |
4.891 |
3.921 |
0.970 |
21.1% |
0.104 |
2.3% |
69% |
False |
False |
4,189 |
80 |
4.891 |
3.665 |
1.226 |
26.7% |
0.093 |
2.0% |
76% |
False |
False |
3,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.043 |
2.618 |
4.896 |
1.618 |
4.806 |
1.000 |
4.750 |
0.618 |
4.716 |
HIGH |
4.660 |
0.618 |
4.626 |
0.500 |
4.615 |
0.382 |
4.604 |
LOW |
4.570 |
0.618 |
4.514 |
1.000 |
4.480 |
1.618 |
4.424 |
2.618 |
4.334 |
4.250 |
4.188 |
|
|
Fisher Pivots for day following 11-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.615 |
4.635 |
PP |
4.608 |
4.622 |
S1 |
4.602 |
4.608 |
|