NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 05-Mar-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2014 |
05-Mar-2014 |
Change |
Change % |
Previous Week |
| Open |
4.516 |
4.589 |
0.073 |
1.6% |
4.747 |
| High |
4.589 |
4.597 |
0.008 |
0.2% |
4.843 |
| Low |
4.488 |
4.477 |
-0.011 |
-0.2% |
4.423 |
| Close |
4.586 |
4.496 |
-0.090 |
-2.0% |
4.557 |
| Range |
0.101 |
0.120 |
0.019 |
18.8% |
0.420 |
| ATR |
0.140 |
0.139 |
-0.001 |
-1.0% |
0.000 |
| Volume |
4,384 |
3,814 |
-570 |
-13.0% |
36,718 |
|
| Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.883 |
4.810 |
4.562 |
|
| R3 |
4.763 |
4.690 |
4.529 |
|
| R2 |
4.643 |
4.643 |
4.518 |
|
| R1 |
4.570 |
4.570 |
4.507 |
4.547 |
| PP |
4.523 |
4.523 |
4.523 |
4.512 |
| S1 |
4.450 |
4.450 |
4.485 |
4.427 |
| S2 |
4.403 |
4.403 |
4.474 |
|
| S3 |
4.283 |
4.330 |
4.463 |
|
| S4 |
4.163 |
4.210 |
4.430 |
|
|
| Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.868 |
5.632 |
4.788 |
|
| R3 |
5.448 |
5.212 |
4.673 |
|
| R2 |
5.028 |
5.028 |
4.634 |
|
| R1 |
4.792 |
4.792 |
4.596 |
4.700 |
| PP |
4.608 |
4.608 |
4.608 |
4.562 |
| S1 |
4.372 |
4.372 |
4.519 |
4.280 |
| S2 |
4.188 |
4.188 |
4.480 |
|
| S3 |
3.768 |
3.952 |
4.442 |
|
| S4 |
3.348 |
3.532 |
4.326 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.640 |
4.423 |
0.217 |
4.8% |
0.135 |
3.0% |
34% |
False |
False |
5,717 |
| 10 |
4.843 |
4.423 |
0.420 |
9.3% |
0.155 |
3.4% |
17% |
False |
False |
5,847 |
| 20 |
4.843 |
4.410 |
0.433 |
9.6% |
0.138 |
3.1% |
20% |
False |
False |
5,438 |
| 40 |
4.843 |
3.923 |
0.920 |
20.5% |
0.119 |
2.6% |
62% |
False |
False |
4,545 |
| 60 |
4.843 |
3.923 |
0.920 |
20.5% |
0.098 |
2.2% |
62% |
False |
False |
3,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.107 |
|
2.618 |
4.911 |
|
1.618 |
4.791 |
|
1.000 |
4.717 |
|
0.618 |
4.671 |
|
HIGH |
4.597 |
|
0.618 |
4.551 |
|
0.500 |
4.537 |
|
0.382 |
4.523 |
|
LOW |
4.477 |
|
0.618 |
4.403 |
|
1.000 |
4.357 |
|
1.618 |
4.283 |
|
2.618 |
4.163 |
|
4.250 |
3.967 |
|
|
| Fisher Pivots for day following 05-Mar-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.537 |
4.542 |
| PP |
4.523 |
4.526 |
| S1 |
4.510 |
4.511 |
|