NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 06-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2014 |
06-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
5.284 |
5.165 |
-0.119 |
-2.3% |
4.958 |
| High |
5.737 |
5.396 |
-0.341 |
-5.9% |
5.486 |
| Low |
4.990 |
4.896 |
-0.094 |
-1.9% |
4.650 |
| Close |
5.030 |
4.931 |
-0.099 |
-2.0% |
4.943 |
| Range |
0.747 |
0.500 |
-0.247 |
-33.1% |
0.836 |
| ATR |
0.317 |
0.330 |
0.013 |
4.1% |
0.000 |
| Volume |
256,128 |
200,079 |
-56,049 |
-21.9% |
1,212,496 |
|
| Daily Pivots for day following 06-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.574 |
6.253 |
5.206 |
|
| R3 |
6.074 |
5.753 |
5.069 |
|
| R2 |
5.574 |
5.574 |
5.023 |
|
| R1 |
5.253 |
5.253 |
4.977 |
5.164 |
| PP |
5.074 |
5.074 |
5.074 |
5.030 |
| S1 |
4.753 |
4.753 |
4.885 |
4.664 |
| S2 |
4.574 |
4.574 |
4.839 |
|
| S3 |
4.074 |
4.253 |
4.794 |
|
| S4 |
3.574 |
3.753 |
4.656 |
|
|
| 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 |
5.737 |
4.721 |
1.016 |
20.6% |
0.442 |
9.0% |
21% |
False |
False |
194,391 |
| 10 |
5.737 |
4.642 |
1.095 |
22.2% |
0.470 |
9.5% |
26% |
False |
False |
220,767 |
| 20 |
5.737 |
3.936 |
1.801 |
36.5% |
0.320 |
6.5% |
55% |
False |
False |
168,409 |
| 40 |
5.737 |
3.936 |
1.801 |
36.5% |
0.223 |
4.5% |
55% |
False |
False |
117,179 |
| 60 |
5.737 |
3.540 |
2.197 |
44.6% |
0.178 |
3.6% |
63% |
False |
False |
89,360 |
| 80 |
5.737 |
3.469 |
2.268 |
46.0% |
0.154 |
3.1% |
64% |
False |
False |
72,213 |
| 100 |
5.737 |
3.469 |
2.268 |
46.0% |
0.138 |
2.8% |
64% |
False |
False |
60,807 |
| 120 |
5.737 |
3.469 |
2.268 |
46.0% |
0.127 |
2.6% |
64% |
False |
False |
52,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.521 |
|
2.618 |
6.705 |
|
1.618 |
6.205 |
|
1.000 |
5.896 |
|
0.618 |
5.705 |
|
HIGH |
5.396 |
|
0.618 |
5.205 |
|
0.500 |
5.146 |
|
0.382 |
5.087 |
|
LOW |
4.896 |
|
0.618 |
4.587 |
|
1.000 |
4.396 |
|
1.618 |
4.087 |
|
2.618 |
3.587 |
|
4.250 |
2.771 |
|
|
| Fisher Pivots for day following 06-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5.146 |
5.317 |
| PP |
5.074 |
5.188 |
| S1 |
5.003 |
5.060 |
|