NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 03-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2014 |
03-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
4.480 |
4.690 |
0.210 |
4.7% |
5.089 |
| High |
4.658 |
4.736 |
0.078 |
1.7% |
5.209 |
| Low |
4.451 |
4.463 |
0.012 |
0.3% |
4.441 |
| Close |
4.609 |
4.492 |
-0.117 |
-2.5% |
4.609 |
| Range |
0.207 |
0.273 |
0.066 |
31.9% |
0.768 |
| ATR |
0.196 |
0.202 |
0.005 |
2.8% |
0.000 |
| Volume |
111,330 |
128,974 |
17,644 |
15.8% |
799,539 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.383 |
5.210 |
4.642 |
|
| R3 |
5.110 |
4.937 |
4.567 |
|
| R2 |
4.837 |
4.837 |
4.542 |
|
| R1 |
4.664 |
4.664 |
4.517 |
4.614 |
| PP |
4.564 |
4.564 |
4.564 |
4.539 |
| S1 |
4.391 |
4.391 |
4.467 |
4.341 |
| S2 |
4.291 |
4.291 |
4.442 |
|
| S3 |
4.018 |
4.118 |
4.417 |
|
| S4 |
3.745 |
3.845 |
4.342 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7.057 |
6.601 |
5.031 |
|
| R3 |
6.289 |
5.833 |
4.820 |
|
| R2 |
5.521 |
5.521 |
4.750 |
|
| R1 |
5.065 |
5.065 |
4.679 |
4.909 |
| PP |
4.753 |
4.753 |
4.753 |
4.675 |
| S1 |
4.297 |
4.297 |
4.539 |
4.141 |
| S2 |
3.985 |
3.985 |
4.468 |
|
| S3 |
3.217 |
3.529 |
4.398 |
|
| S4 |
2.449 |
2.761 |
4.187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.774 |
4.441 |
0.333 |
7.4% |
0.209 |
4.7% |
15% |
False |
False |
147,052 |
| 10 |
5.209 |
4.441 |
0.768 |
17.1% |
0.240 |
5.3% |
7% |
False |
False |
150,221 |
| 20 |
5.209 |
4.382 |
0.827 |
18.4% |
0.203 |
4.5% |
13% |
False |
False |
125,133 |
| 40 |
5.209 |
3.858 |
1.351 |
30.1% |
0.170 |
3.8% |
47% |
False |
False |
91,484 |
| 60 |
5.209 |
3.858 |
1.351 |
30.1% |
0.140 |
3.1% |
47% |
False |
False |
77,242 |
| 80 |
5.209 |
3.462 |
1.747 |
38.9% |
0.125 |
2.8% |
59% |
False |
False |
63,824 |
| 100 |
5.209 |
3.462 |
1.747 |
38.9% |
0.114 |
2.5% |
59% |
False |
False |
54,615 |
| 120 |
5.209 |
3.462 |
1.747 |
38.9% |
0.107 |
2.4% |
59% |
False |
False |
47,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.896 |
|
2.618 |
5.451 |
|
1.618 |
5.178 |
|
1.000 |
5.009 |
|
0.618 |
4.905 |
|
HIGH |
4.736 |
|
0.618 |
4.632 |
|
0.500 |
4.600 |
|
0.382 |
4.567 |
|
LOW |
4.463 |
|
0.618 |
4.294 |
|
1.000 |
4.190 |
|
1.618 |
4.021 |
|
2.618 |
3.748 |
|
4.250 |
3.303 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.600 |
4.589 |
| PP |
4.564 |
4.556 |
| S1 |
4.528 |
4.524 |
|