NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 27-Mar-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2014 |
27-Mar-2014 |
Change |
Change % |
Previous Week |
Open |
4.429 |
4.439 |
0.010 |
0.2% |
4.482 |
High |
4.458 |
4.589 |
0.131 |
2.9% |
4.541 |
Low |
4.395 |
4.410 |
0.015 |
0.3% |
4.324 |
Close |
4.434 |
4.568 |
0.134 |
3.0% |
4.343 |
Range |
0.063 |
0.179 |
0.116 |
184.1% |
0.217 |
ATR |
0.108 |
0.113 |
0.005 |
4.7% |
0.000 |
Volume |
5,744 |
4,956 |
-788 |
-13.7% |
20,379 |
|
Daily Pivots for day following 27-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.059 |
4.993 |
4.666 |
|
R3 |
4.880 |
4.814 |
4.617 |
|
R2 |
4.701 |
4.701 |
4.601 |
|
R1 |
4.635 |
4.635 |
4.584 |
4.668 |
PP |
4.522 |
4.522 |
4.522 |
4.539 |
S1 |
4.456 |
4.456 |
4.552 |
4.489 |
S2 |
4.343 |
4.343 |
4.535 |
|
S3 |
4.164 |
4.277 |
4.519 |
|
S4 |
3.985 |
4.098 |
4.470 |
|
|
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 |
4.589 |
4.307 |
0.282 |
6.2% |
0.096 |
2.1% |
93% |
True |
False |
4,789 |
10 |
4.589 |
4.307 |
0.282 |
6.2% |
0.082 |
1.8% |
93% |
True |
False |
4,744 |
20 |
4.661 |
4.307 |
0.354 |
7.7% |
0.103 |
2.2% |
74% |
False |
False |
5,142 |
40 |
4.843 |
4.281 |
0.562 |
12.3% |
0.117 |
2.6% |
51% |
False |
False |
5,278 |
60 |
4.843 |
3.923 |
0.920 |
20.1% |
0.108 |
2.4% |
70% |
False |
False |
4,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.350 |
2.618 |
5.058 |
1.618 |
4.879 |
1.000 |
4.768 |
0.618 |
4.700 |
HIGH |
4.589 |
0.618 |
4.521 |
0.500 |
4.500 |
0.382 |
4.478 |
LOW |
4.410 |
0.618 |
4.299 |
1.000 |
4.231 |
1.618 |
4.120 |
2.618 |
3.941 |
4.250 |
3.649 |
|
|
Fisher Pivots for day following 27-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.545 |
4.533 |
PP |
4.522 |
4.499 |
S1 |
4.500 |
4.464 |
|