NYMEX Natural Gas Future September 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 |
4.605 |
4.582 |
-0.023 |
-0.5% |
4.626 |
High |
4.628 |
4.582 |
-0.046 |
-1.0% |
4.640 |
Low |
4.536 |
4.434 |
-0.102 |
-2.2% |
4.443 |
Close |
4.559 |
4.472 |
-0.087 |
-1.9% |
4.580 |
Range |
0.092 |
0.148 |
0.056 |
60.9% |
0.197 |
ATR |
0.130 |
0.131 |
0.001 |
1.0% |
0.000 |
Volume |
6,321 |
7,932 |
1,611 |
25.5% |
19,957 |
|
Daily Pivots for day following 12-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.940 |
4.854 |
4.553 |
|
R3 |
4.792 |
4.706 |
4.513 |
|
R2 |
4.644 |
4.644 |
4.499 |
|
R1 |
4.558 |
4.558 |
4.486 |
4.527 |
PP |
4.496 |
4.496 |
4.496 |
4.481 |
S1 |
4.410 |
4.410 |
4.458 |
4.379 |
S2 |
4.348 |
4.348 |
4.445 |
|
S3 |
4.200 |
4.262 |
4.431 |
|
S4 |
4.052 |
4.114 |
4.391 |
|
|
Weekly Pivots for week ending 07-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.145 |
5.060 |
4.688 |
|
R3 |
4.948 |
4.863 |
4.634 |
|
R2 |
4.751 |
4.751 |
4.616 |
|
R1 |
4.666 |
4.666 |
4.598 |
4.610 |
PP |
4.554 |
4.554 |
4.554 |
4.527 |
S1 |
4.469 |
4.469 |
4.562 |
4.413 |
S2 |
4.357 |
4.357 |
4.544 |
|
S3 |
4.160 |
4.272 |
4.526 |
|
S4 |
3.963 |
4.075 |
4.472 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.661 |
4.434 |
0.227 |
5.1% |
0.113 |
2.5% |
17% |
False |
True |
5,475 |
10 |
4.661 |
4.423 |
0.238 |
5.3% |
0.124 |
2.8% |
21% |
False |
False |
5,596 |
20 |
4.843 |
4.423 |
0.420 |
9.4% |
0.136 |
3.0% |
12% |
False |
False |
5,551 |
40 |
4.843 |
4.096 |
0.747 |
16.7% |
0.119 |
2.7% |
50% |
False |
False |
4,938 |
60 |
4.843 |
3.923 |
0.920 |
20.6% |
0.103 |
2.3% |
60% |
False |
False |
3,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.211 |
2.618 |
4.969 |
1.618 |
4.821 |
1.000 |
4.730 |
0.618 |
4.673 |
HIGH |
4.582 |
0.618 |
4.525 |
0.500 |
4.508 |
0.382 |
4.491 |
LOW |
4.434 |
0.618 |
4.343 |
1.000 |
4.286 |
1.618 |
4.195 |
2.618 |
4.047 |
4.250 |
3.805 |
|
|
Fisher Pivots for day following 12-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.508 |
4.548 |
PP |
4.496 |
4.522 |
S1 |
4.484 |
4.497 |
|