NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 28-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2014 |
28-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
4.477 |
4.451 |
-0.026 |
-0.6% |
4.820 |
| High |
4.540 |
4.611 |
0.071 |
1.6% |
4.893 |
| Low |
4.416 |
4.450 |
0.034 |
0.8% |
4.416 |
| Close |
4.495 |
4.568 |
0.073 |
1.6% |
4.568 |
| Range |
0.124 |
0.161 |
0.037 |
29.8% |
0.477 |
| ATR |
0.148 |
0.149 |
0.001 |
0.6% |
0.000 |
| Volume |
24,545 |
18,812 |
-5,733 |
-23.4% |
98,741 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.026 |
4.958 |
4.657 |
|
| R3 |
4.865 |
4.797 |
4.612 |
|
| R2 |
4.704 |
4.704 |
4.598 |
|
| R1 |
4.636 |
4.636 |
4.583 |
4.670 |
| PP |
4.543 |
4.543 |
4.543 |
4.560 |
| S1 |
4.475 |
4.475 |
4.553 |
4.509 |
| S2 |
4.382 |
4.382 |
4.538 |
|
| S3 |
4.221 |
4.314 |
4.524 |
|
| S4 |
4.060 |
4.153 |
4.479 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.057 |
5.789 |
4.830 |
|
| R3 |
5.580 |
5.312 |
4.699 |
|
| R2 |
5.103 |
5.103 |
4.655 |
|
| R1 |
4.835 |
4.835 |
4.612 |
4.731 |
| PP |
4.626 |
4.626 |
4.626 |
4.573 |
| S1 |
4.358 |
4.358 |
4.524 |
4.254 |
| S2 |
4.149 |
4.149 |
4.481 |
|
| S3 |
3.672 |
3.881 |
4.437 |
|
| S4 |
3.195 |
3.404 |
4.306 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.893 |
4.416 |
0.477 |
10.4% |
0.193 |
4.2% |
32% |
False |
False |
19,748 |
| 10 |
4.893 |
4.416 |
0.477 |
10.4% |
0.166 |
3.6% |
32% |
False |
False |
17,930 |
| 20 |
4.893 |
4.302 |
0.591 |
12.9% |
0.146 |
3.2% |
45% |
False |
False |
17,235 |
| 40 |
4.893 |
3.874 |
1.019 |
22.3% |
0.131 |
2.9% |
68% |
False |
False |
13,295 |
| 60 |
4.893 |
3.874 |
1.019 |
22.3% |
0.109 |
2.4% |
68% |
False |
False |
10,772 |
| 80 |
4.893 |
3.537 |
1.356 |
29.7% |
0.099 |
2.2% |
76% |
False |
False |
8,863 |
| 100 |
4.893 |
3.537 |
1.356 |
29.7% |
0.089 |
2.0% |
76% |
False |
False |
7,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.295 |
|
2.618 |
5.032 |
|
1.618 |
4.871 |
|
1.000 |
4.772 |
|
0.618 |
4.710 |
|
HIGH |
4.611 |
|
0.618 |
4.549 |
|
0.500 |
4.531 |
|
0.382 |
4.512 |
|
LOW |
4.450 |
|
0.618 |
4.351 |
|
1.000 |
4.289 |
|
1.618 |
4.190 |
|
2.618 |
4.029 |
|
4.250 |
3.766 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.556 |
4.550 |
| PP |
4.543 |
4.532 |
| S1 |
4.531 |
4.514 |
|