NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 18-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2014 |
18-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
5.279 |
5.384 |
0.105 |
2.0% |
4.660 |
| High |
5.389 |
5.612 |
0.223 |
4.1% |
5.389 |
| Low |
5.140 |
5.371 |
0.231 |
4.5% |
4.563 |
| Close |
5.214 |
5.551 |
0.337 |
6.5% |
5.214 |
| Range |
0.249 |
0.241 |
-0.008 |
-3.2% |
0.826 |
| ATR |
0.322 |
0.328 |
0.005 |
1.7% |
0.000 |
| Volume |
206,717 |
192,539 |
-14,178 |
-6.9% |
1,008,078 |
|
| Daily Pivots for day following 18-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.234 |
6.134 |
5.684 |
|
| R3 |
5.993 |
5.893 |
5.617 |
|
| R2 |
5.752 |
5.752 |
5.595 |
|
| R1 |
5.652 |
5.652 |
5.573 |
5.702 |
| PP |
5.511 |
5.511 |
5.511 |
5.537 |
| S1 |
5.411 |
5.411 |
5.529 |
5.461 |
| S2 |
5.270 |
5.270 |
5.507 |
|
| S3 |
5.029 |
5.170 |
5.485 |
|
| S4 |
4.788 |
4.929 |
5.418 |
|
|
| Weekly Pivots for week ending 14-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.533 |
7.200 |
5.668 |
|
| R3 |
6.707 |
6.374 |
5.441 |
|
| R2 |
5.881 |
5.881 |
5.365 |
|
| R1 |
5.548 |
5.548 |
5.290 |
5.715 |
| PP |
5.055 |
5.055 |
5.055 |
5.139 |
| S1 |
4.722 |
4.722 |
5.138 |
4.889 |
| S2 |
4.229 |
4.229 |
5.063 |
|
| S3 |
3.403 |
3.896 |
4.987 |
|
| S4 |
2.577 |
3.070 |
4.760 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5.612 |
4.570 |
1.042 |
18.8% |
0.312 |
5.6% |
94% |
True |
False |
206,227 |
| 10 |
5.737 |
4.563 |
1.174 |
21.1% |
0.380 |
6.8% |
84% |
False |
False |
205,039 |
| 20 |
5.737 |
4.143 |
1.594 |
28.7% |
0.376 |
6.8% |
88% |
False |
False |
199,430 |
| 40 |
5.737 |
3.936 |
1.801 |
32.4% |
0.256 |
4.6% |
90% |
False |
False |
135,407 |
| 60 |
5.737 |
3.604 |
2.133 |
38.4% |
0.202 |
3.6% |
91% |
False |
False |
110,007 |
| 80 |
5.737 |
3.469 |
2.268 |
40.9% |
0.172 |
3.1% |
92% |
False |
False |
88,004 |
| 100 |
5.737 |
3.469 |
2.268 |
40.9% |
0.154 |
2.8% |
92% |
False |
False |
73,593 |
| 120 |
5.737 |
3.469 |
2.268 |
40.9% |
0.141 |
2.5% |
92% |
False |
False |
63,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.636 |
|
2.618 |
6.243 |
|
1.618 |
6.002 |
|
1.000 |
5.853 |
|
0.618 |
5.761 |
|
HIGH |
5.612 |
|
0.618 |
5.520 |
|
0.500 |
5.492 |
|
0.382 |
5.463 |
|
LOW |
5.371 |
|
0.618 |
5.222 |
|
1.000 |
5.130 |
|
1.618 |
4.981 |
|
2.618 |
4.740 |
|
4.250 |
4.347 |
|
|
| Fisher Pivots for day following 18-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5.531 |
5.439 |
| PP |
5.511 |
5.327 |
| S1 |
5.492 |
5.215 |
|