NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 21-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2014 |
21-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.423 |
4.333 |
-0.090 |
-2.0% |
4.482 |
High |
4.448 |
4.368 |
-0.080 |
-1.8% |
4.541 |
Low |
4.375 |
4.324 |
-0.051 |
-1.2% |
4.324 |
Close |
4.391 |
4.343 |
-0.048 |
-1.1% |
4.343 |
Range |
0.073 |
0.044 |
-0.029 |
-39.7% |
0.217 |
ATR |
0.116 |
0.113 |
-0.004 |
-3.0% |
0.000 |
Volume |
2,663 |
5,508 |
2,845 |
106.8% |
20,379 |
|
Daily Pivots for day following 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.477 |
4.454 |
4.367 |
|
R3 |
4.433 |
4.410 |
4.355 |
|
R2 |
4.389 |
4.389 |
4.351 |
|
R1 |
4.366 |
4.366 |
4.347 |
4.378 |
PP |
4.345 |
4.345 |
4.345 |
4.351 |
S1 |
4.322 |
4.322 |
4.339 |
4.334 |
S2 |
4.301 |
4.301 |
4.335 |
|
S3 |
4.257 |
4.278 |
4.331 |
|
S4 |
4.213 |
4.234 |
4.319 |
|
|
Weekly Pivots for week ending 21-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.054 |
4.915 |
4.462 |
|
R3 |
4.837 |
4.698 |
4.403 |
|
R2 |
4.620 |
4.620 |
4.383 |
|
R1 |
4.481 |
4.481 |
4.363 |
4.442 |
PP |
4.403 |
4.403 |
4.403 |
4.383 |
S1 |
4.264 |
4.264 |
4.323 |
4.225 |
S2 |
4.186 |
4.186 |
4.303 |
|
S3 |
3.969 |
4.047 |
4.283 |
|
S4 |
3.752 |
3.830 |
4.224 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.541 |
4.324 |
0.217 |
5.0% |
0.059 |
1.4% |
9% |
False |
True |
4,075 |
10 |
4.661 |
4.324 |
0.337 |
7.8% |
0.084 |
1.9% |
6% |
False |
True |
5,803 |
20 |
4.843 |
4.324 |
0.519 |
12.0% |
0.115 |
2.6% |
4% |
False |
True |
5,735 |
40 |
4.843 |
4.245 |
0.598 |
13.8% |
0.118 |
2.7% |
16% |
False |
False |
5,298 |
60 |
4.843 |
3.923 |
0.920 |
21.2% |
0.104 |
2.4% |
46% |
False |
False |
4,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.555 |
2.618 |
4.483 |
1.618 |
4.439 |
1.000 |
4.412 |
0.618 |
4.395 |
HIGH |
4.368 |
0.618 |
4.351 |
0.500 |
4.346 |
0.382 |
4.341 |
LOW |
4.324 |
0.618 |
4.297 |
1.000 |
4.280 |
1.618 |
4.253 |
2.618 |
4.209 |
4.250 |
4.137 |
|
|
Fisher Pivots for day following 21-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.346 |
4.414 |
PP |
4.345 |
4.390 |
S1 |
4.344 |
4.367 |
|