NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.483 |
4.426 |
-0.057 |
-1.3% |
4.507 |
High |
4.485 |
4.426 |
-0.059 |
-1.3% |
4.576 |
Low |
4.401 |
4.345 |
-0.056 |
-1.3% |
4.345 |
Close |
4.417 |
4.366 |
-0.051 |
-1.2% |
4.366 |
Range |
0.084 |
0.081 |
-0.003 |
-3.6% |
0.231 |
ATR |
0.119 |
0.116 |
-0.003 |
-2.3% |
0.000 |
Volume |
4,422 |
5,659 |
1,237 |
28.0% |
25,784 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.622 |
4.575 |
4.411 |
|
R3 |
4.541 |
4.494 |
4.388 |
|
R2 |
4.460 |
4.460 |
4.381 |
|
R1 |
4.413 |
4.413 |
4.373 |
4.396 |
PP |
4.379 |
4.379 |
4.379 |
4.371 |
S1 |
4.332 |
4.332 |
4.359 |
4.315 |
S2 |
4.298 |
4.298 |
4.351 |
|
S3 |
4.217 |
4.251 |
4.344 |
|
S4 |
4.136 |
4.170 |
4.321 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.122 |
4.975 |
4.493 |
|
R3 |
4.891 |
4.744 |
4.430 |
|
R2 |
4.660 |
4.660 |
4.408 |
|
R1 |
4.513 |
4.513 |
4.387 |
4.471 |
PP |
4.429 |
4.429 |
4.429 |
4.408 |
S1 |
4.282 |
4.282 |
4.345 |
4.240 |
S2 |
4.198 |
4.198 |
4.324 |
|
S3 |
3.967 |
4.051 |
4.302 |
|
S4 |
3.736 |
3.820 |
4.239 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.576 |
4.345 |
0.231 |
5.3% |
0.072 |
1.6% |
9% |
False |
True |
5,156 |
10 |
4.700 |
4.345 |
0.355 |
8.1% |
0.092 |
2.1% |
6% |
False |
True |
6,128 |
20 |
4.891 |
4.345 |
0.546 |
12.5% |
0.122 |
2.8% |
4% |
False |
True |
6,461 |
40 |
4.891 |
4.266 |
0.625 |
14.3% |
0.121 |
2.8% |
16% |
False |
False |
6,086 |
60 |
4.891 |
3.921 |
0.970 |
22.2% |
0.108 |
2.5% |
46% |
False |
False |
4,674 |
80 |
4.891 |
3.855 |
1.036 |
23.7% |
0.095 |
2.2% |
49% |
False |
False |
4,133 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.770 |
2.618 |
4.638 |
1.618 |
4.557 |
1.000 |
4.507 |
0.618 |
4.476 |
HIGH |
4.426 |
0.618 |
4.395 |
0.500 |
4.386 |
0.382 |
4.376 |
LOW |
4.345 |
0.618 |
4.295 |
1.000 |
4.264 |
1.618 |
4.214 |
2.618 |
4.133 |
4.250 |
4.001 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.386 |
4.442 |
PP |
4.379 |
4.417 |
S1 |
4.373 |
4.391 |
|