NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 18-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2014 |
18-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.482 |
4.501 |
0.019 |
0.4% |
4.554 |
High |
4.541 |
4.507 |
-0.034 |
-0.7% |
4.661 |
Low |
4.482 |
4.453 |
-0.029 |
-0.6% |
4.357 |
Close |
4.514 |
4.458 |
-0.056 |
-1.2% |
4.439 |
Range |
0.059 |
0.054 |
-0.005 |
-8.5% |
0.304 |
ATR |
0.124 |
0.120 |
-0.005 |
-3.6% |
0.000 |
Volume |
4,635 |
4,716 |
81 |
1.7% |
37,658 |
|
Daily Pivots for day following 18-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.635 |
4.600 |
4.488 |
|
R3 |
4.581 |
4.546 |
4.473 |
|
R2 |
4.527 |
4.527 |
4.468 |
|
R1 |
4.492 |
4.492 |
4.463 |
4.483 |
PP |
4.473 |
4.473 |
4.473 |
4.468 |
S1 |
4.438 |
4.438 |
4.453 |
4.429 |
S2 |
4.419 |
4.419 |
4.448 |
|
S3 |
4.365 |
4.384 |
4.443 |
|
S4 |
4.311 |
4.330 |
4.428 |
|
|
Weekly Pivots for week ending 14-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.398 |
5.222 |
4.606 |
|
R3 |
5.094 |
4.918 |
4.523 |
|
R2 |
4.790 |
4.790 |
4.495 |
|
R1 |
4.614 |
4.614 |
4.467 |
4.550 |
PP |
4.486 |
4.486 |
4.486 |
4.454 |
S1 |
4.310 |
4.310 |
4.411 |
4.246 |
S2 |
4.182 |
4.182 |
4.383 |
|
S3 |
3.878 |
4.006 |
4.355 |
|
S4 |
3.574 |
3.702 |
4.272 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.582 |
4.357 |
0.225 |
5.0% |
0.089 |
2.0% |
45% |
False |
False |
6,832 |
10 |
4.661 |
4.357 |
0.304 |
6.8% |
0.098 |
2.2% |
33% |
False |
False |
5,742 |
20 |
4.843 |
4.357 |
0.486 |
10.9% |
0.129 |
2.9% |
21% |
False |
False |
5,822 |
40 |
4.843 |
4.117 |
0.726 |
16.3% |
0.122 |
2.7% |
47% |
False |
False |
5,152 |
60 |
4.843 |
3.923 |
0.920 |
20.6% |
0.104 |
2.3% |
58% |
False |
False |
4,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.737 |
2.618 |
4.648 |
1.618 |
4.594 |
1.000 |
4.561 |
0.618 |
4.540 |
HIGH |
4.507 |
0.618 |
4.486 |
0.500 |
4.480 |
0.382 |
4.474 |
LOW |
4.453 |
0.618 |
4.420 |
1.000 |
4.399 |
1.618 |
4.366 |
2.618 |
4.312 |
4.250 |
4.224 |
|
|
Fisher Pivots for day following 18-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.480 |
4.455 |
PP |
4.473 |
4.452 |
S1 |
4.465 |
4.449 |
|