NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.461 |
4.459 |
-0.002 |
0.0% |
4.507 |
High |
4.485 |
4.626 |
0.141 |
3.1% |
4.576 |
Low |
4.420 |
4.433 |
0.013 |
0.3% |
4.345 |
Close |
4.457 |
4.595 |
0.138 |
3.1% |
4.366 |
Range |
0.065 |
0.193 |
0.128 |
196.9% |
0.231 |
ATR |
0.112 |
0.118 |
0.006 |
5.2% |
0.000 |
Volume |
5,357 |
5,301 |
-56 |
-1.0% |
25,784 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.130 |
5.056 |
4.701 |
|
R3 |
4.937 |
4.863 |
4.648 |
|
R2 |
4.744 |
4.744 |
4.630 |
|
R1 |
4.670 |
4.670 |
4.613 |
4.707 |
PP |
4.551 |
4.551 |
4.551 |
4.570 |
S1 |
4.477 |
4.477 |
4.577 |
4.514 |
S2 |
4.358 |
4.358 |
4.560 |
|
S3 |
4.165 |
4.284 |
4.542 |
|
S4 |
3.972 |
4.091 |
4.489 |
|
|
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 |
4.626 |
4.324 |
0.302 |
6.6% |
0.111 |
2.4% |
90% |
True |
False |
5,389 |
10 |
4.626 |
4.324 |
0.302 |
6.6% |
0.092 |
2.0% |
90% |
True |
False |
5,729 |
20 |
4.700 |
4.324 |
0.376 |
8.2% |
0.110 |
2.4% |
72% |
False |
False |
5,973 |
40 |
4.891 |
4.313 |
0.578 |
12.6% |
0.122 |
2.6% |
49% |
False |
False |
6,022 |
60 |
4.891 |
3.921 |
0.970 |
21.1% |
0.113 |
2.5% |
69% |
False |
False |
4,972 |
80 |
4.891 |
3.921 |
0.970 |
21.1% |
0.098 |
2.1% |
69% |
False |
False |
4,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.446 |
2.618 |
5.131 |
1.618 |
4.938 |
1.000 |
4.819 |
0.618 |
4.745 |
HIGH |
4.626 |
0.618 |
4.552 |
0.500 |
4.530 |
0.382 |
4.507 |
LOW |
4.433 |
0.618 |
4.314 |
1.000 |
4.240 |
1.618 |
4.121 |
2.618 |
3.928 |
4.250 |
3.613 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.573 |
4.557 |
PP |
4.551 |
4.519 |
S1 |
4.530 |
4.482 |
|