NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 21-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2014 |
21-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
4.746 |
4.699 |
-0.047 |
-1.0% |
4.606 |
| High |
4.786 |
4.773 |
-0.013 |
-0.3% |
4.850 |
| Low |
4.657 |
4.630 |
-0.027 |
-0.6% |
4.606 |
| Close |
4.679 |
4.773 |
0.094 |
2.0% |
4.773 |
| Range |
0.129 |
0.143 |
0.014 |
10.9% |
0.244 |
| ATR |
0.131 |
0.132 |
0.001 |
0.6% |
0.000 |
| Volume |
20,312 |
11,982 |
-8,330 |
-41.0% |
63,236 |
|
| Daily Pivots for day following 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.154 |
5.107 |
4.852 |
|
| R3 |
5.011 |
4.964 |
4.812 |
|
| R2 |
4.868 |
4.868 |
4.799 |
|
| R1 |
4.821 |
4.821 |
4.786 |
4.845 |
| PP |
4.725 |
4.725 |
4.725 |
4.737 |
| S1 |
4.678 |
4.678 |
4.760 |
4.702 |
| S2 |
4.582 |
4.582 |
4.747 |
|
| S3 |
4.439 |
4.535 |
4.734 |
|
| S4 |
4.296 |
4.392 |
4.694 |
|
|
| Weekly Pivots for week ending 21-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.475 |
5.368 |
4.907 |
|
| R3 |
5.231 |
5.124 |
4.840 |
|
| R2 |
4.987 |
4.987 |
4.818 |
|
| R1 |
4.880 |
4.880 |
4.795 |
4.934 |
| PP |
4.743 |
4.743 |
4.743 |
4.770 |
| S1 |
4.636 |
4.636 |
4.751 |
4.690 |
| S2 |
4.499 |
4.499 |
4.728 |
|
| S3 |
4.255 |
4.392 |
4.706 |
|
| S4 |
4.011 |
4.148 |
4.639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.850 |
4.522 |
0.328 |
6.9% |
0.139 |
2.9% |
77% |
False |
False |
16,112 |
| 10 |
4.850 |
4.400 |
0.450 |
9.4% |
0.136 |
2.8% |
83% |
False |
False |
16,964 |
| 20 |
4.850 |
4.234 |
0.616 |
12.9% |
0.137 |
2.9% |
88% |
False |
False |
15,898 |
| 40 |
4.850 |
3.874 |
0.976 |
20.4% |
0.115 |
2.4% |
92% |
False |
False |
11,301 |
| 60 |
4.850 |
3.815 |
1.035 |
21.7% |
0.098 |
2.1% |
93% |
False |
False |
9,463 |
| 80 |
4.850 |
3.537 |
1.313 |
27.5% |
0.090 |
1.9% |
94% |
False |
False |
7,745 |
| 100 |
4.850 |
3.537 |
1.313 |
27.5% |
0.081 |
1.7% |
94% |
False |
False |
6,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.381 |
|
2.618 |
5.147 |
|
1.618 |
5.004 |
|
1.000 |
4.916 |
|
0.618 |
4.861 |
|
HIGH |
4.773 |
|
0.618 |
4.718 |
|
0.500 |
4.702 |
|
0.382 |
4.685 |
|
LOW |
4.630 |
|
0.618 |
4.542 |
|
1.000 |
4.487 |
|
1.618 |
4.399 |
|
2.618 |
4.256 |
|
4.250 |
4.022 |
|
|
| Fisher Pivots for day following 21-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.749 |
4.762 |
| PP |
4.725 |
4.751 |
| S1 |
4.702 |
4.740 |
|