NYMEX Natural Gas Future May 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 |
4.667 |
4.779 |
0.112 |
2.4% |
4.620 |
| High |
4.769 |
4.893 |
0.124 |
2.6% |
4.846 |
| Low |
4.621 |
4.491 |
-0.130 |
-2.8% |
4.606 |
| Close |
4.766 |
4.518 |
-0.248 |
-5.2% |
4.766 |
| Range |
0.148 |
0.402 |
0.254 |
171.6% |
0.240 |
| ATR |
0.142 |
0.160 |
0.019 |
13.1% |
0.000 |
| Volume |
78,170 |
58,918 |
-19,252 |
-24.6% |
272,626 |
|
| Daily Pivots for day following 24-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.840 |
5.581 |
4.739 |
|
| R3 |
5.438 |
5.179 |
4.629 |
|
| R2 |
5.036 |
5.036 |
4.592 |
|
| R1 |
4.777 |
4.777 |
4.555 |
4.706 |
| PP |
4.634 |
4.634 |
4.634 |
4.598 |
| S1 |
4.375 |
4.375 |
4.481 |
4.304 |
| S2 |
4.232 |
4.232 |
4.444 |
|
| S3 |
3.830 |
3.973 |
4.407 |
|
| S4 |
3.428 |
3.571 |
4.297 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.459 |
5.353 |
4.898 |
|
| R3 |
5.219 |
5.113 |
4.832 |
|
| R2 |
4.979 |
4.979 |
4.810 |
|
| R1 |
4.873 |
4.873 |
4.788 |
4.926 |
| PP |
4.739 |
4.739 |
4.739 |
4.766 |
| S1 |
4.633 |
4.633 |
4.744 |
4.686 |
| S2 |
4.499 |
4.499 |
4.722 |
|
| S3 |
4.259 |
4.393 |
4.700 |
|
| S4 |
4.019 |
4.153 |
4.634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.893 |
4.491 |
0.402 |
8.9% |
0.199 |
4.4% |
7% |
True |
True |
66,308 |
| 10 |
4.893 |
4.378 |
0.515 |
11.4% |
0.169 |
3.7% |
27% |
True |
False |
68,334 |
| 20 |
4.893 |
4.217 |
0.676 |
15.0% |
0.161 |
3.6% |
45% |
True |
False |
54,389 |
| 40 |
4.893 |
3.850 |
1.043 |
23.1% |
0.132 |
2.9% |
64% |
True |
False |
36,313 |
| 60 |
4.893 |
3.785 |
1.108 |
24.5% |
0.110 |
2.4% |
66% |
True |
False |
29,127 |
| 80 |
4.893 |
3.495 |
1.398 |
30.9% |
0.099 |
2.2% |
73% |
True |
False |
23,297 |
| 100 |
4.893 |
3.495 |
1.398 |
30.9% |
0.091 |
2.0% |
73% |
True |
False |
19,143 |
| 120 |
4.893 |
3.495 |
1.398 |
30.9% |
0.086 |
1.9% |
73% |
True |
False |
16,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6.602 |
|
2.618 |
5.945 |
|
1.618 |
5.543 |
|
1.000 |
5.295 |
|
0.618 |
5.141 |
|
HIGH |
4.893 |
|
0.618 |
4.739 |
|
0.500 |
4.692 |
|
0.382 |
4.645 |
|
LOW |
4.491 |
|
0.618 |
4.243 |
|
1.000 |
4.089 |
|
1.618 |
3.841 |
|
2.618 |
3.439 |
|
4.250 |
2.783 |
|
|
| Fisher Pivots for day following 24-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.692 |
4.692 |
| PP |
4.634 |
4.634 |
| S1 |
4.576 |
4.576 |
|