NYMEX Natural Gas Future April 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
4.499 |
4.657 |
0.158 |
3.5% |
5.089 |
| High |
4.676 |
4.722 |
0.046 |
1.0% |
5.209 |
| Low |
4.490 |
4.507 |
0.017 |
0.4% |
4.441 |
| Close |
4.667 |
4.523 |
-0.144 |
-3.1% |
4.609 |
| Range |
0.186 |
0.215 |
0.029 |
15.6% |
0.768 |
| ATR |
0.201 |
0.202 |
0.001 |
0.5% |
0.000 |
| Volume |
137,049 |
122,289 |
-14,760 |
-10.8% |
799,539 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.229 |
5.091 |
4.641 |
|
| R3 |
5.014 |
4.876 |
4.582 |
|
| R2 |
4.799 |
4.799 |
4.562 |
|
| R1 |
4.661 |
4.661 |
4.543 |
4.623 |
| PP |
4.584 |
4.584 |
4.584 |
4.565 |
| S1 |
4.446 |
4.446 |
4.503 |
4.408 |
| S2 |
4.369 |
4.369 |
4.484 |
|
| S3 |
4.154 |
4.231 |
4.464 |
|
| S4 |
3.939 |
4.016 |
4.405 |
|
|
| 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 |
4.736 |
4.441 |
0.295 |
6.5% |
0.201 |
4.5% |
28% |
False |
False |
126,547 |
| 10 |
5.209 |
4.441 |
0.768 |
17.0% |
0.246 |
5.4% |
11% |
False |
False |
145,542 |
| 20 |
5.209 |
4.382 |
0.827 |
18.3% |
0.207 |
4.6% |
17% |
False |
False |
131,795 |
| 40 |
5.209 |
3.858 |
1.351 |
29.9% |
0.175 |
3.9% |
49% |
False |
False |
96,144 |
| 60 |
5.209 |
3.858 |
1.351 |
29.9% |
0.144 |
3.2% |
49% |
False |
False |
80,587 |
| 80 |
5.209 |
3.535 |
1.674 |
37.0% |
0.128 |
2.8% |
59% |
False |
False |
66,468 |
| 100 |
5.209 |
3.462 |
1.747 |
38.6% |
0.117 |
2.6% |
61% |
False |
False |
56,820 |
| 120 |
5.209 |
3.462 |
1.747 |
38.6% |
0.109 |
2.4% |
61% |
False |
False |
49,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.636 |
|
2.618 |
5.285 |
|
1.618 |
5.070 |
|
1.000 |
4.937 |
|
0.618 |
4.855 |
|
HIGH |
4.722 |
|
0.618 |
4.640 |
|
0.500 |
4.615 |
|
0.382 |
4.589 |
|
LOW |
4.507 |
|
0.618 |
4.374 |
|
1.000 |
4.292 |
|
1.618 |
4.159 |
|
2.618 |
3.944 |
|
4.250 |
3.593 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.615 |
4.600 |
| PP |
4.584 |
4.574 |
| S1 |
4.554 |
4.549 |
|