NYMEX Natural Gas Future May 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 |
4.464 |
4.572 |
0.108 |
2.4% |
4.779 |
High |
4.590 |
4.626 |
0.036 |
0.8% |
4.893 |
Low |
4.457 |
4.465 |
0.008 |
0.2% |
4.393 |
Close |
4.583 |
4.484 |
-0.099 |
-2.2% |
4.550 |
Range |
0.133 |
0.161 |
0.028 |
21.1% |
0.500 |
ATR |
0.162 |
0.162 |
0.000 |
0.0% |
0.000 |
Volume |
47,892 |
54,824 |
6,932 |
14.5% |
363,958 |
|
Daily Pivots for day following 05-Mar-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.008 |
4.907 |
4.573 |
|
R3 |
4.847 |
4.746 |
4.528 |
|
R2 |
4.686 |
4.686 |
4.514 |
|
R1 |
4.585 |
4.585 |
4.499 |
4.555 |
PP |
4.525 |
4.525 |
4.525 |
4.510 |
S1 |
4.424 |
4.424 |
4.469 |
4.394 |
S2 |
4.364 |
4.364 |
4.454 |
|
S3 |
4.203 |
4.263 |
4.440 |
|
S4 |
4.042 |
4.102 |
4.395 |
|
|
Weekly Pivots for week ending 28-Feb-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.112 |
5.831 |
4.825 |
|
R3 |
5.612 |
5.331 |
4.688 |
|
R2 |
5.112 |
5.112 |
4.642 |
|
R1 |
4.831 |
4.831 |
4.596 |
4.722 |
PP |
4.612 |
4.612 |
4.612 |
4.557 |
S1 |
4.331 |
4.331 |
4.504 |
4.222 |
S2 |
4.112 |
4.112 |
4.458 |
|
S3 |
3.612 |
3.831 |
4.413 |
|
S4 |
3.112 |
3.331 |
4.275 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.650 |
4.393 |
0.257 |
5.7% |
0.163 |
3.6% |
35% |
False |
False |
58,230 |
10 |
4.893 |
4.393 |
0.500 |
11.2% |
0.185 |
4.1% |
18% |
False |
False |
67,756 |
20 |
4.893 |
4.378 |
0.515 |
11.5% |
0.164 |
3.7% |
21% |
False |
False |
63,732 |
40 |
4.893 |
3.850 |
1.043 |
23.3% |
0.147 |
3.3% |
61% |
False |
False |
45,971 |
60 |
4.893 |
3.850 |
1.043 |
23.3% |
0.122 |
2.7% |
61% |
False |
False |
35,802 |
80 |
4.893 |
3.569 |
1.324 |
29.5% |
0.108 |
2.4% |
69% |
False |
False |
28,575 |
100 |
4.893 |
3.495 |
1.398 |
31.2% |
0.099 |
2.2% |
71% |
False |
False |
23,570 |
120 |
4.893 |
3.495 |
1.398 |
31.2% |
0.092 |
2.1% |
71% |
False |
False |
20,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.310 |
2.618 |
5.047 |
1.618 |
4.886 |
1.000 |
4.787 |
0.618 |
4.725 |
HIGH |
4.626 |
0.618 |
4.564 |
0.500 |
4.546 |
0.382 |
4.527 |
LOW |
4.465 |
0.618 |
4.366 |
1.000 |
4.304 |
1.618 |
4.205 |
2.618 |
4.044 |
4.250 |
3.781 |
|
|
Fisher Pivots for day following 05-Mar-2014 |
Pivot |
1 day |
3 day |
R1 |
4.546 |
4.539 |
PP |
4.525 |
4.521 |
S1 |
4.505 |
4.502 |
|