NYMEX Natural Gas Future May 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 |
4.440 |
4.590 |
0.150 |
3.4% |
4.779 |
| High |
4.593 |
4.650 |
0.057 |
1.2% |
4.893 |
| Low |
4.419 |
4.428 |
0.009 |
0.2% |
4.393 |
| Close |
4.550 |
4.455 |
-0.095 |
-2.1% |
4.550 |
| Range |
0.174 |
0.222 |
0.048 |
27.6% |
0.500 |
| ATR |
0.160 |
0.164 |
0.004 |
2.8% |
0.000 |
| Volume |
60,825 |
47,709 |
-13,116 |
-21.6% |
363,958 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.177 |
5.038 |
4.577 |
|
| R3 |
4.955 |
4.816 |
4.516 |
|
| R2 |
4.733 |
4.733 |
4.496 |
|
| R1 |
4.594 |
4.594 |
4.475 |
4.553 |
| PP |
4.511 |
4.511 |
4.511 |
4.490 |
| S1 |
4.372 |
4.372 |
4.435 |
4.331 |
| S2 |
4.289 |
4.289 |
4.414 |
|
| S3 |
4.067 |
4.150 |
4.394 |
|
| S4 |
3.845 |
3.928 |
4.333 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.112 |
5.831 |
4.825 |
|
| R3 |
5.612 |
5.331 |
4.688 |
|
| R2 |
5.112 |
5.112 |
4.642 |
|
| R1 |
4.831 |
4.831 |
4.596 |
4.722 |
| PP |
4.612 |
4.612 |
4.612 |
4.557 |
| S1 |
4.331 |
4.331 |
4.504 |
4.222 |
| S2 |
4.112 |
4.112 |
4.458 |
|
| S3 |
3.612 |
3.831 |
4.413 |
|
| S4 |
3.112 |
3.331 |
4.275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.650 |
4.393 |
0.257 |
5.8% |
0.171 |
3.8% |
24% |
True |
False |
70,549 |
| 10 |
4.893 |
4.393 |
0.500 |
11.2% |
0.185 |
4.2% |
12% |
False |
False |
68,429 |
| 20 |
4.893 |
4.333 |
0.560 |
12.6% |
0.163 |
3.7% |
22% |
False |
False |
62,204 |
| 40 |
4.893 |
3.850 |
1.043 |
23.4% |
0.144 |
3.2% |
58% |
False |
False |
44,102 |
| 60 |
4.893 |
3.850 |
1.043 |
23.4% |
0.119 |
2.7% |
58% |
False |
False |
34,347 |
| 80 |
4.893 |
3.495 |
1.398 |
31.4% |
0.106 |
2.4% |
69% |
False |
False |
27,454 |
| 100 |
4.893 |
3.495 |
1.398 |
31.4% |
0.097 |
2.2% |
69% |
False |
False |
22,606 |
| 120 |
4.893 |
3.495 |
1.398 |
31.4% |
0.090 |
2.0% |
69% |
False |
False |
19,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.594 |
|
2.618 |
5.231 |
|
1.618 |
5.009 |
|
1.000 |
4.872 |
|
0.618 |
4.787 |
|
HIGH |
4.650 |
|
0.618 |
4.565 |
|
0.500 |
4.539 |
|
0.382 |
4.513 |
|
LOW |
4.428 |
|
0.618 |
4.291 |
|
1.000 |
4.206 |
|
1.618 |
4.069 |
|
2.618 |
3.847 |
|
4.250 |
3.485 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.539 |
4.522 |
| PP |
4.511 |
4.499 |
| S1 |
4.483 |
4.477 |
|