NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 11-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2014 |
11-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
4.660 |
4.607 |
-0.053 |
-1.1% |
4.850 |
| High |
4.787 |
4.970 |
0.183 |
3.8% |
5.737 |
| Low |
4.563 |
4.570 |
0.007 |
0.2% |
4.739 |
| Close |
4.579 |
4.824 |
0.245 |
5.4% |
4.775 |
| Range |
0.224 |
0.400 |
0.176 |
78.6% |
0.998 |
| ATR |
0.321 |
0.327 |
0.006 |
1.8% |
0.000 |
| Volume |
169,482 |
171,248 |
1,766 |
1.0% |
972,939 |
|
| Daily Pivots for day following 11-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.988 |
5.806 |
5.044 |
|
| R3 |
5.588 |
5.406 |
4.934 |
|
| R2 |
5.188 |
5.188 |
4.897 |
|
| R1 |
5.006 |
5.006 |
4.861 |
5.097 |
| PP |
4.788 |
4.788 |
4.788 |
4.834 |
| S1 |
4.606 |
4.606 |
4.787 |
4.697 |
| S2 |
4.388 |
4.388 |
4.751 |
|
| S3 |
3.988 |
4.206 |
4.714 |
|
| S4 |
3.588 |
3.806 |
4.604 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8.078 |
7.424 |
5.324 |
|
| R3 |
7.080 |
6.426 |
5.049 |
|
| R2 |
6.082 |
6.082 |
4.958 |
|
| R1 |
5.428 |
5.428 |
4.866 |
5.256 |
| PP |
5.084 |
5.084 |
5.084 |
4.998 |
| S1 |
4.430 |
4.430 |
4.684 |
4.258 |
| S2 |
4.086 |
4.086 |
4.592 |
|
| S3 |
3.088 |
3.432 |
4.501 |
|
| S4 |
2.090 |
2.434 |
4.226 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.737 |
4.563 |
1.174 |
24.3% |
0.436 |
9.0% |
22% |
False |
False |
196,997 |
| 10 |
5.737 |
4.563 |
1.174 |
24.3% |
0.440 |
9.1% |
22% |
False |
False |
206,689 |
| 20 |
5.737 |
4.143 |
1.594 |
33.0% |
0.342 |
7.1% |
43% |
False |
False |
178,507 |
| 40 |
5.737 |
3.936 |
1.801 |
37.3% |
0.237 |
4.9% |
49% |
False |
False |
122,303 |
| 60 |
5.737 |
3.540 |
2.197 |
45.5% |
0.189 |
3.9% |
58% |
False |
False |
97,033 |
| 80 |
5.737 |
3.469 |
2.268 |
47.0% |
0.163 |
3.4% |
60% |
False |
False |
78,163 |
| 100 |
5.737 |
3.469 |
2.268 |
47.0% |
0.145 |
3.0% |
60% |
False |
False |
65,558 |
| 120 |
5.737 |
3.469 |
2.268 |
47.0% |
0.134 |
2.8% |
60% |
False |
False |
56,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.670 |
|
2.618 |
6.017 |
|
1.618 |
5.617 |
|
1.000 |
5.370 |
|
0.618 |
5.217 |
|
HIGH |
4.970 |
|
0.618 |
4.817 |
|
0.500 |
4.770 |
|
0.382 |
4.723 |
|
LOW |
4.570 |
|
0.618 |
4.323 |
|
1.000 |
4.170 |
|
1.618 |
3.923 |
|
2.618 |
3.523 |
|
4.250 |
2.870 |
|
|
| Fisher Pivots for day following 11-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.806 |
4.818 |
| PP |
4.788 |
4.812 |
| S1 |
4.770 |
4.806 |
|