You most likely need to enable or view your New Relic API key and add it to W3 Total Cache plugin.
Log in to New Relic, go to:
Account Settings -> Integrations -> Data Sharing
Click 'Enable API Access'
Then copy and add the API key to your W3 Total Cache settings in WordPress:
In your WP Dashboard click plugins under W3Totalcache click Settings Scroll down to monitoring and paste your API key in, do not forget to enable New Relic and set your application name.