NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 20-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2014 |
20-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
5.565 |
6.095 |
0.530 |
9.5% |
4.660 |
| High |
6.275 |
6.400 |
0.125 |
2.0% |
5.389 |
| Low |
5.560 |
5.882 |
0.322 |
5.8% |
4.563 |
| Close |
6.149 |
6.064 |
-0.085 |
-1.4% |
5.214 |
| Range |
0.715 |
0.518 |
-0.197 |
-27.6% |
0.826 |
| ATR |
0.356 |
0.368 |
0.012 |
3.2% |
0.000 |
| Volume |
242,488 |
180,025 |
-62,463 |
-25.8% |
1,008,078 |
|
| Daily Pivots for day following 20-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.669 |
7.385 |
6.349 |
|
| R3 |
7.151 |
6.867 |
6.206 |
|
| R2 |
6.633 |
6.633 |
6.159 |
|
| R1 |
6.349 |
6.349 |
6.111 |
6.232 |
| PP |
6.115 |
6.115 |
6.115 |
6.057 |
| S1 |
5.831 |
5.831 |
6.017 |
5.714 |
| S2 |
5.597 |
5.597 |
5.969 |
|
| S3 |
5.079 |
5.313 |
5.922 |
|
| S4 |
4.561 |
4.795 |
5.779 |
|
|
| 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 |
6.400 |
4.818 |
1.582 |
26.1% |
0.429 |
7.1% |
79% |
True |
False |
212,401 |
| 10 |
6.400 |
4.563 |
1.837 |
30.3% |
0.383 |
6.3% |
82% |
True |
False |
201,125 |
| 20 |
6.400 |
4.503 |
1.897 |
31.3% |
0.413 |
6.8% |
82% |
True |
False |
208,788 |
| 40 |
6.400 |
3.936 |
2.464 |
40.6% |
0.279 |
4.6% |
86% |
True |
False |
142,725 |
| 60 |
6.400 |
3.721 |
2.679 |
44.2% |
0.220 |
3.6% |
87% |
True |
False |
116,151 |
| 80 |
6.400 |
3.469 |
2.931 |
48.3% |
0.186 |
3.1% |
89% |
True |
False |
92,740 |
| 100 |
6.400 |
3.469 |
2.931 |
48.3% |
0.164 |
2.7% |
89% |
True |
False |
77,586 |
| 120 |
6.400 |
3.469 |
2.931 |
48.3% |
0.150 |
2.5% |
89% |
True |
False |
66,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.602 |
|
2.618 |
7.756 |
|
1.618 |
7.238 |
|
1.000 |
6.918 |
|
0.618 |
6.720 |
|
HIGH |
6.400 |
|
0.618 |
6.202 |
|
0.500 |
6.141 |
|
0.382 |
6.080 |
|
LOW |
5.882 |
|
0.618 |
5.562 |
|
1.000 |
5.364 |
|
1.618 |
5.044 |
|
2.618 |
4.526 |
|
4.250 |
3.681 |
|
|
| Fisher Pivots for day following 20-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6.141 |
6.005 |
| PP |
6.115 |
5.945 |
| S1 |
6.090 |
5.886 |
|