NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 13-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2014 |
13-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
4.942 |
4.828 |
-0.114 |
-2.3% |
4.850 |
| High |
5.028 |
5.239 |
0.211 |
4.2% |
5.737 |
| Low |
4.780 |
4.818 |
0.038 |
0.8% |
4.739 |
| Close |
4.822 |
5.223 |
0.401 |
8.3% |
4.775 |
| Range |
0.248 |
0.421 |
0.173 |
69.8% |
0.998 |
| ATR |
0.321 |
0.328 |
0.007 |
2.2% |
0.000 |
| Volume |
220,394 |
240,237 |
19,843 |
9.0% |
972,939 |
|
| Daily Pivots for day following 13-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.356 |
6.211 |
5.455 |
|
| R3 |
5.935 |
5.790 |
5.339 |
|
| R2 |
5.514 |
5.514 |
5.300 |
|
| R1 |
5.369 |
5.369 |
5.262 |
5.442 |
| PP |
5.093 |
5.093 |
5.093 |
5.130 |
| S1 |
4.948 |
4.948 |
5.184 |
5.021 |
| S2 |
4.672 |
4.672 |
5.146 |
|
| S3 |
4.251 |
4.527 |
5.107 |
|
| S4 |
3.830 |
4.106 |
4.991 |
|
|
| 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 |
5.239 |
4.563 |
0.676 |
12.9% |
0.321 |
6.1% |
98% |
True |
False |
197,882 |
| 10 |
5.737 |
4.563 |
1.174 |
22.5% |
0.381 |
7.3% |
56% |
False |
False |
196,136 |
| 20 |
5.737 |
4.143 |
1.594 |
30.5% |
0.365 |
7.0% |
68% |
False |
False |
191,341 |
| 40 |
5.737 |
3.936 |
1.801 |
34.5% |
0.249 |
4.8% |
71% |
False |
False |
128,586 |
| 60 |
5.737 |
3.601 |
2.136 |
40.9% |
0.197 |
3.8% |
76% |
False |
False |
103,890 |
| 80 |
5.737 |
3.469 |
2.268 |
43.4% |
0.169 |
3.2% |
77% |
False |
False |
83,390 |
| 100 |
5.737 |
3.469 |
2.268 |
43.4% |
0.151 |
2.9% |
77% |
False |
False |
69,804 |
| 120 |
5.737 |
3.469 |
2.268 |
43.4% |
0.138 |
2.6% |
77% |
False |
False |
60,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7.028 |
|
2.618 |
6.341 |
|
1.618 |
5.920 |
|
1.000 |
5.660 |
|
0.618 |
5.499 |
|
HIGH |
5.239 |
|
0.618 |
5.078 |
|
0.500 |
5.029 |
|
0.382 |
4.979 |
|
LOW |
4.818 |
|
0.618 |
4.558 |
|
1.000 |
4.397 |
|
1.618 |
4.137 |
|
2.618 |
3.716 |
|
4.250 |
3.029 |
|
|
| Fisher Pivots for day following 13-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5.158 |
5.117 |
| PP |
5.093 |
5.011 |
| S1 |
5.029 |
4.905 |
|