NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.487 |
4.483 |
-0.004 |
-0.1% |
4.608 |
High |
4.539 |
4.485 |
-0.054 |
-1.2% |
4.700 |
Low |
4.463 |
4.401 |
-0.062 |
-1.4% |
4.390 |
Close |
4.524 |
4.417 |
-0.107 |
-2.4% |
4.469 |
Range |
0.076 |
0.084 |
0.008 |
10.5% |
0.310 |
ATR |
0.118 |
0.119 |
0.000 |
0.3% |
0.000 |
Volume |
4,487 |
4,422 |
-65 |
-1.4% |
35,501 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.686 |
4.636 |
4.463 |
|
R3 |
4.602 |
4.552 |
4.440 |
|
R2 |
4.518 |
4.518 |
4.432 |
|
R1 |
4.468 |
4.468 |
4.425 |
4.451 |
PP |
4.434 |
4.434 |
4.434 |
4.426 |
S1 |
4.384 |
4.384 |
4.409 |
4.367 |
S2 |
4.350 |
4.350 |
4.402 |
|
S3 |
4.266 |
4.300 |
4.394 |
|
S4 |
4.182 |
4.216 |
4.371 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.450 |
5.269 |
4.640 |
|
R3 |
5.140 |
4.959 |
4.554 |
|
R2 |
4.830 |
4.830 |
4.526 |
|
R1 |
4.649 |
4.649 |
4.497 |
4.585 |
PP |
4.520 |
4.520 |
4.520 |
4.487 |
S1 |
4.339 |
4.339 |
4.441 |
4.275 |
S2 |
4.210 |
4.210 |
4.412 |
|
S3 |
3.900 |
4.029 |
4.384 |
|
S4 |
3.590 |
3.719 |
4.299 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.576 |
4.390 |
0.186 |
4.2% |
0.072 |
1.6% |
15% |
False |
False |
6,069 |
10 |
4.700 |
4.390 |
0.310 |
7.0% |
0.091 |
2.1% |
9% |
False |
False |
6,039 |
20 |
4.891 |
4.390 |
0.501 |
11.3% |
0.126 |
2.8% |
5% |
False |
False |
6,377 |
40 |
4.891 |
4.253 |
0.638 |
14.4% |
0.121 |
2.8% |
26% |
False |
False |
6,006 |
60 |
4.891 |
3.921 |
0.970 |
22.0% |
0.107 |
2.4% |
51% |
False |
False |
4,596 |
80 |
4.891 |
3.855 |
1.036 |
23.5% |
0.095 |
2.1% |
54% |
False |
False |
4,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.842 |
2.618 |
4.705 |
1.618 |
4.621 |
1.000 |
4.569 |
0.618 |
4.537 |
HIGH |
4.485 |
0.618 |
4.453 |
0.500 |
4.443 |
0.382 |
4.433 |
LOW |
4.401 |
0.618 |
4.349 |
1.000 |
4.317 |
1.618 |
4.265 |
2.618 |
4.181 |
4.250 |
4.044 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.443 |
4.470 |
PP |
4.434 |
4.452 |
S1 |
4.426 |
4.435 |
|