NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 24-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2014 |
24-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.333 |
4.364 |
0.031 |
0.7% |
4.482 |
High |
4.368 |
4.381 |
0.013 |
0.3% |
4.541 |
Low |
4.324 |
4.307 |
-0.017 |
-0.4% |
4.324 |
Close |
4.343 |
4.320 |
-0.023 |
-0.5% |
4.343 |
Range |
0.044 |
0.074 |
0.030 |
68.2% |
0.217 |
ATR |
0.113 |
0.110 |
-0.003 |
-2.4% |
0.000 |
Volume |
5,508 |
3,534 |
-1,974 |
-35.8% |
20,379 |
|
Daily Pivots for day following 24-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.558 |
4.513 |
4.361 |
|
R3 |
4.484 |
4.439 |
4.340 |
|
R2 |
4.410 |
4.410 |
4.334 |
|
R1 |
4.365 |
4.365 |
4.327 |
4.351 |
PP |
4.336 |
4.336 |
4.336 |
4.329 |
S1 |
4.291 |
4.291 |
4.313 |
4.277 |
S2 |
4.262 |
4.262 |
4.306 |
|
S3 |
4.188 |
4.217 |
4.300 |
|
S4 |
4.114 |
4.143 |
4.279 |
|
|
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 |
4.507 |
4.307 |
0.200 |
4.6% |
0.062 |
1.4% |
7% |
False |
True |
3,855 |
10 |
4.628 |
4.307 |
0.321 |
7.4% |
0.079 |
1.8% |
4% |
False |
True |
5,504 |
20 |
4.661 |
4.307 |
0.354 |
8.2% |
0.102 |
2.4% |
4% |
False |
True |
5,618 |
40 |
4.843 |
4.245 |
0.598 |
13.8% |
0.118 |
2.7% |
13% |
False |
False |
5,304 |
60 |
4.843 |
3.923 |
0.920 |
21.3% |
0.105 |
2.4% |
43% |
False |
False |
4,264 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.696 |
2.618 |
4.575 |
1.618 |
4.501 |
1.000 |
4.455 |
0.618 |
4.427 |
HIGH |
4.381 |
0.618 |
4.353 |
0.500 |
4.344 |
0.382 |
4.335 |
LOW |
4.307 |
0.618 |
4.261 |
1.000 |
4.233 |
1.618 |
4.187 |
2.618 |
4.113 |
4.250 |
3.993 |
|
|
Fisher Pivots for day following 24-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.344 |
4.378 |
PP |
4.336 |
4.358 |
S1 |
4.328 |
4.339 |
|