NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 04-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2014 |
04-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
4.850 |
4.953 |
0.103 |
2.1% |
4.958 |
High |
4.986 |
5.397 |
0.411 |
8.2% |
5.486 |
Low |
4.751 |
4.942 |
0.191 |
4.0% |
4.650 |
Close |
4.905 |
5.375 |
0.470 |
9.6% |
4.943 |
Range |
0.235 |
0.455 |
0.220 |
93.6% |
0.836 |
ATR |
0.268 |
0.284 |
0.016 |
6.0% |
0.000 |
Volume |
123,163 |
205,520 |
82,357 |
66.9% |
1,212,496 |
|
Daily Pivots for day following 04-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.603 |
6.444 |
5.625 |
|
R3 |
6.148 |
5.989 |
5.500 |
|
R2 |
5.693 |
5.693 |
5.458 |
|
R1 |
5.534 |
5.534 |
5.417 |
5.614 |
PP |
5.238 |
5.238 |
5.238 |
5.278 |
S1 |
5.079 |
5.079 |
5.333 |
5.159 |
S2 |
4.783 |
4.783 |
5.292 |
|
S3 |
4.328 |
4.624 |
5.250 |
|
S4 |
3.873 |
4.169 |
5.125 |
|
|
Weekly Pivots for week ending 31-Jan-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.534 |
7.075 |
5.403 |
|
R3 |
6.698 |
6.239 |
5.173 |
|
R2 |
5.862 |
5.862 |
5.096 |
|
R1 |
5.403 |
5.403 |
5.020 |
5.215 |
PP |
5.026 |
5.026 |
5.026 |
4.932 |
S1 |
4.567 |
4.567 |
4.866 |
4.379 |
S2 |
4.190 |
4.190 |
4.790 |
|
S3 |
3.354 |
3.731 |
4.713 |
|
S4 |
2.518 |
2.895 |
4.483 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5.486 |
4.721 |
0.765 |
14.2% |
0.445 |
8.3% |
85% |
False |
False |
216,381 |
10 |
5.486 |
4.355 |
1.131 |
21.0% |
0.392 |
7.3% |
90% |
False |
False |
204,727 |
20 |
5.486 |
3.936 |
1.550 |
28.8% |
0.275 |
5.1% |
93% |
False |
False |
151,526 |
40 |
5.486 |
3.936 |
1.550 |
28.8% |
0.196 |
3.6% |
93% |
False |
False |
110,420 |
60 |
5.486 |
3.540 |
1.946 |
36.2% |
0.160 |
3.0% |
94% |
False |
False |
82,664 |
80 |
5.486 |
3.469 |
2.017 |
37.5% |
0.140 |
2.6% |
94% |
False |
False |
66,997 |
100 |
5.486 |
3.469 |
2.017 |
37.5% |
0.127 |
2.4% |
94% |
False |
False |
56,497 |
120 |
5.486 |
3.469 |
2.017 |
37.5% |
0.118 |
2.2% |
94% |
False |
False |
48,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7.331 |
2.618 |
6.588 |
1.618 |
6.133 |
1.000 |
5.852 |
0.618 |
5.678 |
HIGH |
5.397 |
0.618 |
5.223 |
0.500 |
5.170 |
0.382 |
5.116 |
LOW |
4.942 |
0.618 |
4.661 |
1.000 |
4.487 |
1.618 |
4.206 |
2.618 |
3.751 |
4.250 |
3.008 |
|
|
Fisher Pivots for day following 04-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5.307 |
5.270 |
PP |
5.238 |
5.164 |
S1 |
5.170 |
5.059 |
|