NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 20-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2014 |
20-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.460 |
4.423 |
-0.037 |
-0.8% |
4.554 |
High |
4.504 |
4.448 |
-0.056 |
-1.2% |
4.661 |
Low |
4.437 |
4.375 |
-0.062 |
-1.4% |
4.357 |
Close |
4.494 |
4.391 |
-0.103 |
-2.3% |
4.439 |
Range |
0.067 |
0.073 |
0.006 |
9.0% |
0.304 |
ATR |
0.116 |
0.116 |
0.000 |
0.2% |
0.000 |
Volume |
2,857 |
2,663 |
-194 |
-6.8% |
37,658 |
|
Daily Pivots for day following 20-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.624 |
4.580 |
4.431 |
|
R3 |
4.551 |
4.507 |
4.411 |
|
R2 |
4.478 |
4.478 |
4.404 |
|
R1 |
4.434 |
4.434 |
4.398 |
4.420 |
PP |
4.405 |
4.405 |
4.405 |
4.397 |
S1 |
4.361 |
4.361 |
4.384 |
4.347 |
S2 |
4.332 |
4.332 |
4.378 |
|
S3 |
4.259 |
4.288 |
4.371 |
|
S4 |
4.186 |
4.215 |
4.351 |
|
|
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 |
4.541 |
4.357 |
0.184 |
4.2% |
0.068 |
1.5% |
18% |
False |
False |
4,700 |
10 |
4.661 |
4.357 |
0.304 |
6.9% |
0.087 |
2.0% |
11% |
False |
False |
5,577 |
20 |
4.843 |
4.357 |
0.486 |
11.1% |
0.120 |
2.7% |
7% |
False |
False |
5,641 |
40 |
4.843 |
4.239 |
0.604 |
13.8% |
0.121 |
2.8% |
25% |
False |
False |
5,240 |
60 |
4.843 |
3.923 |
0.920 |
21.0% |
0.104 |
2.4% |
51% |
False |
False |
4,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.758 |
2.618 |
4.639 |
1.618 |
4.566 |
1.000 |
4.521 |
0.618 |
4.493 |
HIGH |
4.448 |
0.618 |
4.420 |
0.500 |
4.412 |
0.382 |
4.403 |
LOW |
4.375 |
0.618 |
4.330 |
1.000 |
4.302 |
1.618 |
4.257 |
2.618 |
4.184 |
4.250 |
4.065 |
|
|
Fisher Pivots for day following 20-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.412 |
4.441 |
PP |
4.405 |
4.424 |
S1 |
4.398 |
4.408 |
|