NYMEX Natural Gas Future July 2014
| Trading Metrics calculated at close of trading on 12-Feb-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2014 |
12-Feb-2014 |
Change |
Change % |
Previous Week |
| Open |
4.457 |
4.640 |
0.183 |
4.1% |
4.411 |
| High |
4.638 |
4.683 |
0.045 |
1.0% |
4.682 |
| Low |
4.457 |
4.554 |
0.097 |
2.2% |
4.370 |
| Close |
4.596 |
4.592 |
-0.004 |
-0.1% |
4.541 |
| Range |
0.181 |
0.129 |
-0.052 |
-28.7% |
0.312 |
| ATR |
0.120 |
0.121 |
0.001 |
0.5% |
0.000 |
| Volume |
10,687 |
15,478 |
4,791 |
44.8% |
46,518 |
|
| Daily Pivots for day following 12-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.997 |
4.923 |
4.663 |
|
| R3 |
4.868 |
4.794 |
4.627 |
|
| R2 |
4.739 |
4.739 |
4.616 |
|
| R1 |
4.665 |
4.665 |
4.604 |
4.638 |
| PP |
4.610 |
4.610 |
4.610 |
4.596 |
| S1 |
4.536 |
4.536 |
4.580 |
4.509 |
| S2 |
4.481 |
4.481 |
4.568 |
|
| S3 |
4.352 |
4.407 |
4.557 |
|
| S4 |
4.223 |
4.278 |
4.521 |
|
|
| Weekly Pivots for week ending 07-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.467 |
5.316 |
4.713 |
|
| R3 |
5.155 |
5.004 |
4.627 |
|
| R2 |
4.843 |
4.843 |
4.598 |
|
| R1 |
4.692 |
4.692 |
4.570 |
4.768 |
| PP |
4.531 |
4.531 |
4.531 |
4.569 |
| S1 |
4.380 |
4.380 |
4.512 |
4.456 |
| S2 |
4.219 |
4.219 |
4.484 |
|
| S3 |
3.907 |
4.068 |
4.455 |
|
| S4 |
3.595 |
3.756 |
4.369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.683 |
4.440 |
0.243 |
5.3% |
0.127 |
2.8% |
63% |
True |
False |
12,725 |
| 10 |
4.683 |
4.315 |
0.368 |
8.0% |
0.137 |
3.0% |
75% |
True |
False |
10,441 |
| 20 |
4.683 |
4.090 |
0.593 |
12.9% |
0.119 |
2.6% |
85% |
True |
False |
8,947 |
| 40 |
4.683 |
3.910 |
0.773 |
16.8% |
0.098 |
2.1% |
88% |
True |
False |
6,373 |
| 60 |
4.683 |
3.694 |
0.989 |
21.5% |
0.085 |
1.8% |
91% |
True |
False |
5,478 |
| 80 |
4.683 |
3.581 |
1.102 |
24.0% |
0.078 |
1.7% |
92% |
True |
False |
4,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.231 |
|
2.618 |
5.021 |
|
1.618 |
4.892 |
|
1.000 |
4.812 |
|
0.618 |
4.763 |
|
HIGH |
4.683 |
|
0.618 |
4.634 |
|
0.500 |
4.619 |
|
0.382 |
4.603 |
|
LOW |
4.554 |
|
0.618 |
4.474 |
|
1.000 |
4.425 |
|
1.618 |
4.345 |
|
2.618 |
4.216 |
|
4.250 |
4.006 |
|
|
| Fisher Pivots for day following 12-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.619 |
4.582 |
| PP |
4.610 |
4.572 |
| S1 |
4.601 |
4.562 |
|