NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 12-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2014 |
12-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.636 |
4.588 |
-0.048 |
-1.0% |
4.619 |
High |
4.660 |
4.618 |
-0.042 |
-0.9% |
4.674 |
Low |
4.570 |
4.469 |
-0.101 |
-2.2% |
4.476 |
Close |
4.595 |
4.505 |
-0.090 |
-2.0% |
4.615 |
Range |
0.090 |
0.149 |
0.059 |
65.6% |
0.198 |
ATR |
0.132 |
0.133 |
0.001 |
0.9% |
0.000 |
Volume |
6,522 |
4,758 |
-1,764 |
-27.0% |
29,210 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.978 |
4.890 |
4.587 |
|
R3 |
4.829 |
4.741 |
4.546 |
|
R2 |
4.680 |
4.680 |
4.532 |
|
R1 |
4.592 |
4.592 |
4.519 |
4.562 |
PP |
4.531 |
4.531 |
4.531 |
4.515 |
S1 |
4.443 |
4.443 |
4.491 |
4.413 |
S2 |
4.382 |
4.382 |
4.478 |
|
S3 |
4.233 |
4.294 |
4.464 |
|
S4 |
4.084 |
4.145 |
4.423 |
|
|
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 |
4.469 |
0.231 |
5.1% |
0.117 |
2.6% |
16% |
False |
True |
5,191 |
10 |
4.700 |
4.448 |
0.252 |
5.6% |
0.128 |
2.8% |
23% |
False |
False |
5,935 |
20 |
4.891 |
4.448 |
0.443 |
9.8% |
0.137 |
3.0% |
13% |
False |
False |
6,403 |
40 |
4.891 |
4.061 |
0.830 |
18.4% |
0.122 |
2.7% |
53% |
False |
False |
5,392 |
60 |
4.891 |
3.921 |
0.970 |
21.5% |
0.105 |
2.3% |
60% |
False |
False |
4,214 |
80 |
4.891 |
3.665 |
1.226 |
27.2% |
0.094 |
2.1% |
69% |
False |
False |
3,652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.251 |
2.618 |
5.008 |
1.618 |
4.859 |
1.000 |
4.767 |
0.618 |
4.710 |
HIGH |
4.618 |
0.618 |
4.561 |
0.500 |
4.544 |
0.382 |
4.526 |
LOW |
4.469 |
0.618 |
4.377 |
1.000 |
4.320 |
1.618 |
4.228 |
2.618 |
4.079 |
4.250 |
3.836 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.544 |
4.585 |
PP |
4.531 |
4.558 |
S1 |
4.518 |
4.532 |
|