NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.426 |
4.370 |
-0.056 |
-1.3% |
4.507 |
High |
4.426 |
4.399 |
-0.027 |
-0.6% |
4.576 |
Low |
4.345 |
4.324 |
-0.021 |
-0.5% |
4.345 |
Close |
4.366 |
4.341 |
-0.025 |
-0.6% |
4.366 |
Range |
0.081 |
0.075 |
-0.006 |
-7.4% |
0.231 |
ATR |
0.116 |
0.113 |
-0.003 |
-2.5% |
0.000 |
Volume |
5,659 |
5,723 |
64 |
1.1% |
25,784 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.580 |
4.535 |
4.382 |
|
R3 |
4.505 |
4.460 |
4.362 |
|
R2 |
4.430 |
4.430 |
4.355 |
|
R1 |
4.385 |
4.385 |
4.348 |
4.370 |
PP |
4.355 |
4.355 |
4.355 |
4.347 |
S1 |
4.310 |
4.310 |
4.334 |
4.295 |
S2 |
4.280 |
4.280 |
4.327 |
|
S3 |
4.205 |
4.235 |
4.320 |
|
S4 |
4.130 |
4.160 |
4.300 |
|
|
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 |
4.539 |
4.324 |
0.215 |
5.0% |
0.073 |
1.7% |
8% |
False |
True |
5,559 |
10 |
4.660 |
4.324 |
0.336 |
7.7% |
0.086 |
2.0% |
5% |
False |
True |
6,128 |
20 |
4.700 |
4.324 |
0.376 |
8.7% |
0.109 |
2.5% |
5% |
False |
True |
6,365 |
40 |
4.891 |
4.266 |
0.625 |
14.4% |
0.120 |
2.8% |
12% |
False |
False |
6,102 |
60 |
4.891 |
3.921 |
0.970 |
22.3% |
0.109 |
2.5% |
43% |
False |
False |
4,753 |
80 |
4.891 |
3.855 |
1.036 |
23.9% |
0.096 |
2.2% |
47% |
False |
False |
4,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.718 |
2.618 |
4.595 |
1.618 |
4.520 |
1.000 |
4.474 |
0.618 |
4.445 |
HIGH |
4.399 |
0.618 |
4.370 |
0.500 |
4.362 |
0.382 |
4.353 |
LOW |
4.324 |
0.618 |
4.278 |
1.000 |
4.249 |
1.618 |
4.203 |
2.618 |
4.128 |
4.250 |
4.005 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.362 |
4.405 |
PP |
4.355 |
4.383 |
S1 |
4.348 |
4.362 |
|