NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
6.095 |
6.068 |
-0.027 |
-0.4% |
5.384 |
| High |
6.400 |
6.308 |
-0.092 |
-1.4% |
6.400 |
| Low |
5.882 |
5.880 |
-0.002 |
0.0% |
5.371 |
| Close |
6.064 |
6.135 |
0.071 |
1.2% |
6.135 |
| Range |
0.518 |
0.428 |
-0.090 |
-17.4% |
1.029 |
| ATR |
0.368 |
0.372 |
0.004 |
1.2% |
0.000 |
| Volume |
180,025 |
127,847 |
-52,178 |
-29.0% |
742,899 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.392 |
7.191 |
6.370 |
|
| R3 |
6.964 |
6.763 |
6.253 |
|
| R2 |
6.536 |
6.536 |
6.213 |
|
| R1 |
6.335 |
6.335 |
6.174 |
6.436 |
| PP |
6.108 |
6.108 |
6.108 |
6.158 |
| S1 |
5.907 |
5.907 |
6.096 |
6.008 |
| S2 |
5.680 |
5.680 |
6.057 |
|
| S3 |
5.252 |
5.479 |
6.017 |
|
| S4 |
4.824 |
5.051 |
5.900 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.056 |
8.624 |
6.701 |
|
| R3 |
8.027 |
7.595 |
6.418 |
|
| R2 |
6.998 |
6.998 |
6.324 |
|
| R1 |
6.566 |
6.566 |
6.229 |
6.782 |
| PP |
5.969 |
5.969 |
5.969 |
6.077 |
| S1 |
5.537 |
5.537 |
6.041 |
5.753 |
| S2 |
4.940 |
4.940 |
5.946 |
|
| S3 |
3.911 |
4.508 |
5.852 |
|
| S4 |
2.882 |
3.479 |
5.569 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6.400 |
5.140 |
1.260 |
20.5% |
0.430 |
7.0% |
79% |
False |
False |
189,923 |
| 10 |
6.400 |
4.563 |
1.837 |
29.9% |
0.375 |
6.1% |
86% |
False |
False |
193,902 |
| 20 |
6.400 |
4.563 |
1.837 |
29.9% |
0.423 |
6.9% |
86% |
False |
False |
207,335 |
| 40 |
6.400 |
3.936 |
2.464 |
40.2% |
0.288 |
4.7% |
89% |
False |
False |
144,339 |
| 60 |
6.400 |
3.788 |
2.612 |
42.6% |
0.226 |
3.7% |
90% |
False |
False |
117,885 |
| 80 |
6.400 |
3.469 |
2.931 |
47.8% |
0.190 |
3.1% |
91% |
False |
False |
94,113 |
| 100 |
6.400 |
3.469 |
2.931 |
47.8% |
0.168 |
2.7% |
91% |
False |
False |
78,659 |
| 120 |
6.400 |
3.469 |
2.931 |
47.8% |
0.153 |
2.5% |
91% |
False |
False |
67,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8.127 |
|
2.618 |
7.429 |
|
1.618 |
7.001 |
|
1.000 |
6.736 |
|
0.618 |
6.573 |
|
HIGH |
6.308 |
|
0.618 |
6.145 |
|
0.500 |
6.094 |
|
0.382 |
6.043 |
|
LOW |
5.880 |
|
0.618 |
5.615 |
|
1.000 |
5.452 |
|
1.618 |
5.187 |
|
2.618 |
4.759 |
|
4.250 |
4.061 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6.121 |
6.083 |
| PP |
6.108 |
6.032 |
| S1 |
6.094 |
5.980 |
|