NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 03-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2014 |
03-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
4.900 |
4.850 |
-0.050 |
-1.0% |
4.958 |
| High |
4.995 |
4.986 |
-0.009 |
-0.2% |
5.486 |
| Low |
4.721 |
4.751 |
0.030 |
0.6% |
4.650 |
| Close |
4.943 |
4.905 |
-0.038 |
-0.8% |
4.943 |
| Range |
0.274 |
0.235 |
-0.039 |
-14.2% |
0.836 |
| ATR |
0.270 |
0.268 |
-0.003 |
-0.9% |
0.000 |
| Volume |
187,066 |
123,163 |
-63,903 |
-34.2% |
1,212,496 |
|
| Daily Pivots for day following 03-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.586 |
5.480 |
5.034 |
|
| R3 |
5.351 |
5.245 |
4.970 |
|
| R2 |
5.116 |
5.116 |
4.948 |
|
| R1 |
5.010 |
5.010 |
4.927 |
5.063 |
| PP |
4.881 |
4.881 |
4.881 |
4.907 |
| S1 |
4.775 |
4.775 |
4.883 |
4.828 |
| S2 |
4.646 |
4.646 |
4.862 |
|
| S3 |
4.411 |
4.540 |
4.840 |
|
| S4 |
4.176 |
4.305 |
4.776 |
|
|
| Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.534 |
7.075 |
5.403 |
|
| R3 |
6.698 |
6.239 |
5.173 |
|
| R2 |
5.862 |
5.862 |
5.096 |
|
| R1 |
5.403 |
5.403 |
5.020 |
5.215 |
| PP |
5.026 |
5.026 |
5.026 |
4.932 |
| S1 |
4.567 |
4.567 |
4.866 |
4.379 |
| S2 |
4.190 |
4.190 |
4.790 |
|
| S3 |
3.354 |
3.731 |
4.713 |
|
| S4 |
2.518 |
2.895 |
4.483 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.486 |
4.690 |
0.796 |
16.2% |
0.408 |
8.3% |
27% |
False |
False |
221,204 |
| 10 |
5.486 |
4.143 |
1.343 |
27.4% |
0.372 |
7.6% |
57% |
False |
False |
193,822 |
| 20 |
5.486 |
3.936 |
1.550 |
31.6% |
0.258 |
5.3% |
63% |
False |
False |
144,926 |
| 40 |
5.486 |
3.935 |
1.551 |
31.6% |
0.189 |
3.8% |
63% |
False |
False |
106,352 |
| 60 |
5.486 |
3.540 |
1.946 |
39.7% |
0.154 |
3.1% |
70% |
False |
False |
79,756 |
| 80 |
5.486 |
3.469 |
2.017 |
41.1% |
0.135 |
2.8% |
71% |
False |
False |
64,700 |
| 100 |
5.486 |
3.469 |
2.017 |
41.1% |
0.123 |
2.5% |
71% |
False |
False |
54,530 |
| 120 |
5.486 |
3.469 |
2.017 |
41.1% |
0.115 |
2.3% |
71% |
False |
False |
46,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.985 |
|
2.618 |
5.601 |
|
1.618 |
5.366 |
|
1.000 |
5.221 |
|
0.618 |
5.131 |
|
HIGH |
4.986 |
|
0.618 |
4.896 |
|
0.500 |
4.869 |
|
0.382 |
4.841 |
|
LOW |
4.751 |
|
0.618 |
4.606 |
|
1.000 |
4.516 |
|
1.618 |
4.371 |
|
2.618 |
4.136 |
|
4.250 |
3.752 |
|
|
| Fisher Pivots for day following 03-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.893 |
5.099 |
| PP |
4.881 |
5.034 |
| S1 |
4.869 |
4.970 |
|