NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 06-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2014 |
06-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
4.577 |
4.542 |
-0.035 |
-0.8% |
4.820 |
| High |
4.639 |
4.651 |
0.012 |
0.3% |
4.893 |
| Low |
4.487 |
4.486 |
-0.001 |
0.0% |
4.416 |
| Close |
4.505 |
4.622 |
0.117 |
2.6% |
4.568 |
| Range |
0.152 |
0.165 |
0.013 |
8.6% |
0.477 |
| ATR |
0.152 |
0.153 |
0.001 |
0.6% |
0.000 |
| Volume |
14,042 |
16,931 |
2,889 |
20.6% |
98,741 |
|
| Daily Pivots for day following 06-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.081 |
5.017 |
4.713 |
|
| R3 |
4.916 |
4.852 |
4.667 |
|
| R2 |
4.751 |
4.751 |
4.652 |
|
| R1 |
4.687 |
4.687 |
4.637 |
4.719 |
| PP |
4.586 |
4.586 |
4.586 |
4.603 |
| S1 |
4.522 |
4.522 |
4.607 |
4.554 |
| S2 |
4.421 |
4.421 |
4.592 |
|
| S3 |
4.256 |
4.357 |
4.577 |
|
| S4 |
4.091 |
4.192 |
4.531 |
|
|
| 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 |
4.450 |
0.215 |
4.7% |
0.162 |
3.5% |
80% |
False |
False |
16,361 |
| 10 |
4.893 |
4.416 |
0.477 |
10.3% |
0.176 |
3.8% |
43% |
False |
False |
17,371 |
| 20 |
4.893 |
4.400 |
0.493 |
10.7% |
0.154 |
3.3% |
45% |
False |
False |
17,644 |
| 40 |
4.893 |
3.874 |
1.019 |
22.0% |
0.139 |
3.0% |
73% |
False |
False |
14,433 |
| 60 |
4.893 |
3.874 |
1.019 |
22.0% |
0.116 |
2.5% |
73% |
False |
False |
11,357 |
| 80 |
4.893 |
3.608 |
1.285 |
27.8% |
0.103 |
2.2% |
79% |
False |
False |
9,458 |
| 100 |
4.893 |
3.537 |
1.356 |
29.3% |
0.094 |
2.0% |
80% |
False |
False |
7,992 |
| 120 |
4.893 |
3.537 |
1.356 |
29.3% |
0.086 |
1.9% |
80% |
False |
False |
6,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.352 |
|
2.618 |
5.083 |
|
1.618 |
4.918 |
|
1.000 |
4.816 |
|
0.618 |
4.753 |
|
HIGH |
4.651 |
|
0.618 |
4.588 |
|
0.500 |
4.569 |
|
0.382 |
4.549 |
|
LOW |
4.486 |
|
0.618 |
4.384 |
|
1.000 |
4.321 |
|
1.618 |
4.219 |
|
2.618 |
4.054 |
|
4.250 |
3.785 |
|
|
| Fisher Pivots for day following 06-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.604 |
4.604 |
| PP |
4.586 |
4.586 |
| S1 |
4.569 |
4.569 |
|