NYMEX Natural Gas Future March 2014
Trading Metrics calculated at close of trading on 05-Feb-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2014 |
05-Feb-2014 |
Change |
Change % |
Previous Week |
Open |
4.953 |
5.284 |
0.331 |
6.7% |
4.958 |
High |
5.397 |
5.737 |
0.340 |
6.3% |
5.486 |
Low |
4.942 |
4.990 |
0.048 |
1.0% |
4.650 |
Close |
5.375 |
5.030 |
-0.345 |
-6.4% |
4.943 |
Range |
0.455 |
0.747 |
0.292 |
64.2% |
0.836 |
ATR |
0.284 |
0.317 |
0.033 |
11.7% |
0.000 |
Volume |
205,520 |
256,128 |
50,608 |
24.6% |
1,212,496 |
|
Daily Pivots for day following 05-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.493 |
7.009 |
5.441 |
|
R3 |
6.746 |
6.262 |
5.235 |
|
R2 |
5.999 |
5.999 |
5.167 |
|
R1 |
5.515 |
5.515 |
5.098 |
5.384 |
PP |
5.252 |
5.252 |
5.252 |
5.187 |
S1 |
4.768 |
4.768 |
4.962 |
4.637 |
S2 |
4.505 |
4.505 |
4.893 |
|
S3 |
3.758 |
4.021 |
4.825 |
|
S4 |
3.011 |
3.274 |
4.619 |
|
|
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 |
5.737 |
4.721 |
1.016 |
20.2% |
0.458 |
9.1% |
30% |
True |
False |
211,913 |
10 |
5.737 |
4.503 |
1.234 |
24.5% |
0.444 |
8.8% |
43% |
True |
False |
216,452 |
20 |
5.737 |
3.936 |
1.801 |
35.8% |
0.304 |
6.0% |
61% |
True |
False |
162,225 |
40 |
5.737 |
3.936 |
1.801 |
35.8% |
0.213 |
4.2% |
61% |
True |
False |
114,775 |
60 |
5.737 |
3.540 |
2.197 |
43.7% |
0.171 |
3.4% |
68% |
True |
False |
86,570 |
80 |
5.737 |
3.469 |
2.268 |
45.1% |
0.149 |
3.0% |
69% |
True |
False |
69,997 |
100 |
5.737 |
3.469 |
2.268 |
45.1% |
0.134 |
2.7% |
69% |
True |
False |
58,935 |
120 |
5.737 |
3.469 |
2.268 |
45.1% |
0.124 |
2.5% |
69% |
True |
False |
50,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.912 |
2.618 |
7.693 |
1.618 |
6.946 |
1.000 |
6.484 |
0.618 |
6.199 |
HIGH |
5.737 |
0.618 |
5.452 |
0.500 |
5.364 |
0.382 |
5.275 |
LOW |
4.990 |
0.618 |
4.528 |
1.000 |
4.243 |
1.618 |
3.781 |
2.618 |
3.034 |
4.250 |
1.815 |
|
|
Fisher Pivots for day following 05-Feb-2014 |
Pivot |
1 day |
3 day |
R1 |
5.364 |
5.244 |
PP |
5.252 |
5.173 |
S1 |
5.141 |
5.101 |
|