NYMEX Natural Gas Future June 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 |
4.451 |
4.604 |
0.153 |
3.4% |
4.820 |
| High |
4.611 |
4.665 |
0.054 |
1.2% |
4.893 |
| Low |
4.450 |
4.452 |
0.002 |
0.0% |
4.416 |
| Close |
4.568 |
4.478 |
-0.090 |
-2.0% |
4.568 |
| Range |
0.161 |
0.213 |
0.052 |
32.3% |
0.477 |
| ATR |
0.149 |
0.153 |
0.005 |
3.1% |
0.000 |
| Volume |
18,812 |
15,797 |
-3,015 |
-16.0% |
98,741 |
|
| Daily Pivots for day following 03-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.171 |
5.037 |
4.595 |
|
| R3 |
4.958 |
4.824 |
4.537 |
|
| R2 |
4.745 |
4.745 |
4.517 |
|
| R1 |
4.611 |
4.611 |
4.498 |
4.572 |
| PP |
4.532 |
4.532 |
4.532 |
4.512 |
| S1 |
4.398 |
4.398 |
4.458 |
4.359 |
| S2 |
4.319 |
4.319 |
4.439 |
|
| S3 |
4.106 |
4.185 |
4.419 |
|
| S4 |
3.893 |
3.972 |
4.361 |
|
|
| 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 |
4.665 |
4.416 |
0.249 |
5.6% |
0.160 |
3.6% |
25% |
True |
False |
20,171 |
| 10 |
4.893 |
4.416 |
0.477 |
10.7% |
0.173 |
3.9% |
13% |
False |
False |
17,777 |
| 20 |
4.893 |
4.367 |
0.526 |
11.7% |
0.152 |
3.4% |
21% |
False |
False |
17,368 |
| 40 |
4.893 |
3.874 |
1.019 |
22.8% |
0.135 |
3.0% |
59% |
False |
False |
13,579 |
| 60 |
4.893 |
3.874 |
1.019 |
22.8% |
0.111 |
2.5% |
59% |
False |
False |
10,943 |
| 80 |
4.893 |
3.537 |
1.356 |
30.3% |
0.100 |
2.2% |
69% |
False |
False |
9,011 |
| 100 |
4.893 |
3.537 |
1.356 |
30.3% |
0.091 |
2.0% |
69% |
False |
False |
7,569 |
| 120 |
4.893 |
3.537 |
1.356 |
30.3% |
0.084 |
1.9% |
69% |
False |
False |
6,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.570 |
|
2.618 |
5.223 |
|
1.618 |
5.010 |
|
1.000 |
4.878 |
|
0.618 |
4.797 |
|
HIGH |
4.665 |
|
0.618 |
4.584 |
|
0.500 |
4.559 |
|
0.382 |
4.533 |
|
LOW |
4.452 |
|
0.618 |
4.320 |
|
1.000 |
4.239 |
|
1.618 |
4.107 |
|
2.618 |
3.894 |
|
4.250 |
3.547 |
|
|
| Fisher Pivots for day following 03-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.559 |
4.541 |
| PP |
4.532 |
4.520 |
| S1 |
4.505 |
4.499 |
|