NYMEX Natural Gas Future August 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 |
4.503 |
4.499 |
-0.004 |
-0.1% |
4.849 |
| High |
4.555 |
4.625 |
0.070 |
1.5% |
4.891 |
| Low |
4.448 |
4.466 |
0.018 |
0.4% |
4.448 |
| Close |
4.518 |
4.586 |
0.068 |
1.5% |
4.586 |
| Range |
0.107 |
0.159 |
0.052 |
48.6% |
0.443 |
| ATR |
0.138 |
0.139 |
0.002 |
1.1% |
0.000 |
| Volume |
5,456 |
7,688 |
2,232 |
40.9% |
38,742 |
|
| Daily Pivots for day following 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.036 |
4.970 |
4.673 |
|
| R3 |
4.877 |
4.811 |
4.630 |
|
| R2 |
4.718 |
4.718 |
4.615 |
|
| R1 |
4.652 |
4.652 |
4.601 |
4.685 |
| PP |
4.559 |
4.559 |
4.559 |
4.576 |
| S1 |
4.493 |
4.493 |
4.571 |
4.526 |
| S2 |
4.400 |
4.400 |
4.557 |
|
| S3 |
4.241 |
4.334 |
4.542 |
|
| S4 |
4.082 |
4.175 |
4.499 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.971 |
5.721 |
4.830 |
|
| R3 |
5.528 |
5.278 |
4.708 |
|
| R2 |
5.085 |
5.085 |
4.667 |
|
| R1 |
4.835 |
4.835 |
4.627 |
4.739 |
| PP |
4.642 |
4.642 |
4.642 |
4.593 |
| S1 |
4.392 |
4.392 |
4.545 |
4.296 |
| S2 |
4.199 |
4.199 |
4.505 |
|
| S3 |
3.756 |
3.949 |
4.464 |
|
| S4 |
3.313 |
3.506 |
4.342 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.891 |
4.448 |
0.443 |
9.7% |
0.178 |
3.9% |
31% |
False |
False |
7,748 |
| 10 |
4.891 |
4.448 |
0.443 |
9.7% |
0.155 |
3.4% |
31% |
False |
False |
7,232 |
| 20 |
4.891 |
4.321 |
0.570 |
12.4% |
0.133 |
2.9% |
46% |
False |
False |
6,173 |
| 40 |
4.891 |
3.921 |
0.970 |
21.2% |
0.116 |
2.5% |
69% |
False |
False |
4,632 |
| 60 |
4.891 |
3.921 |
0.970 |
21.2% |
0.096 |
2.1% |
69% |
False |
False |
3,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.301 |
|
2.618 |
5.041 |
|
1.618 |
4.882 |
|
1.000 |
4.784 |
|
0.618 |
4.723 |
|
HIGH |
4.625 |
|
0.618 |
4.564 |
|
0.500 |
4.546 |
|
0.382 |
4.527 |
|
LOW |
4.466 |
|
0.618 |
4.368 |
|
1.000 |
4.307 |
|
1.618 |
4.209 |
|
2.618 |
4.050 |
|
4.250 |
3.790 |
|
|
| Fisher Pivots for day following 28-Feb-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.573 |
4.570 |
| PP |
4.559 |
4.553 |
| S1 |
4.546 |
4.537 |
|