NYMEX Natural Gas Future March 2014
| Trading Metrics calculated at close of trading on 24-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2014 |
24-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
6.068 |
6.300 |
0.232 |
3.8% |
5.384 |
| High |
6.308 |
6.493 |
0.185 |
2.9% |
6.400 |
| Low |
5.880 |
5.380 |
-0.500 |
-8.5% |
5.371 |
| Close |
6.135 |
5.445 |
-0.690 |
-11.2% |
6.135 |
| Range |
0.428 |
1.113 |
0.685 |
160.0% |
1.029 |
| ATR |
0.372 |
0.425 |
0.053 |
14.2% |
0.000 |
| Volume |
127,847 |
116,688 |
-11,159 |
-8.7% |
742,899 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9.112 |
8.391 |
6.057 |
|
| R3 |
7.999 |
7.278 |
5.751 |
|
| R2 |
6.886 |
6.886 |
5.649 |
|
| R1 |
6.165 |
6.165 |
5.547 |
5.969 |
| PP |
5.773 |
5.773 |
5.773 |
5.675 |
| S1 |
5.052 |
5.052 |
5.343 |
4.856 |
| S2 |
4.660 |
4.660 |
5.241 |
|
| S3 |
3.547 |
3.939 |
5.139 |
|
| S4 |
2.434 |
2.826 |
4.833 |
|
|
| 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 |
6.493 |
5.371 |
1.122 |
20.6% |
0.603 |
11.1% |
7% |
True |
False |
171,917 |
| 10 |
6.493 |
4.563 |
1.930 |
35.4% |
0.456 |
8.4% |
46% |
True |
False |
186,766 |
| 20 |
6.493 |
4.563 |
1.930 |
35.4% |
0.458 |
8.4% |
46% |
True |
False |
202,655 |
| 40 |
6.493 |
3.936 |
2.557 |
47.0% |
0.313 |
5.8% |
59% |
True |
False |
146,234 |
| 60 |
6.493 |
3.788 |
2.705 |
49.7% |
0.243 |
4.5% |
61% |
True |
False |
119,419 |
| 80 |
6.493 |
3.469 |
3.024 |
55.5% |
0.203 |
3.7% |
65% |
True |
False |
95,398 |
| 100 |
6.493 |
3.469 |
3.024 |
55.5% |
0.178 |
3.3% |
65% |
True |
False |
79,731 |
| 120 |
6.493 |
3.469 |
3.024 |
55.5% |
0.161 |
3.0% |
65% |
True |
False |
68,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11.223 |
|
2.618 |
9.407 |
|
1.618 |
8.294 |
|
1.000 |
7.606 |
|
0.618 |
7.181 |
|
HIGH |
6.493 |
|
0.618 |
6.068 |
|
0.500 |
5.937 |
|
0.382 |
5.805 |
|
LOW |
5.380 |
|
0.618 |
4.692 |
|
1.000 |
4.267 |
|
1.618 |
3.579 |
|
2.618 |
2.466 |
|
4.250 |
0.650 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5.937 |
5.937 |
| PP |
5.773 |
5.773 |
| S1 |
5.609 |
5.609 |
|