NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 28-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2014 |
28-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
4.708 |
4.655 |
-0.053 |
-1.1% |
4.767 |
High |
4.740 |
4.813 |
0.073 |
1.5% |
4.818 |
Low |
4.644 |
4.648 |
0.004 |
0.1% |
4.644 |
Close |
4.658 |
4.799 |
0.141 |
3.0% |
4.658 |
Range |
0.096 |
0.165 |
0.069 |
71.9% |
0.174 |
ATR |
0.116 |
0.120 |
0.003 |
3.0% |
0.000 |
Volume |
62,180 |
97,792 |
35,612 |
57.3% |
274,618 |
|
Daily Pivots for day following 28-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.248 |
5.189 |
4.890 |
|
R3 |
5.083 |
5.024 |
4.844 |
|
R2 |
4.918 |
4.918 |
4.829 |
|
R1 |
4.859 |
4.859 |
4.814 |
4.889 |
PP |
4.753 |
4.753 |
4.753 |
4.768 |
S1 |
4.694 |
4.694 |
4.784 |
4.724 |
S2 |
4.588 |
4.588 |
4.769 |
|
S3 |
4.423 |
4.529 |
4.754 |
|
S4 |
4.258 |
4.364 |
4.708 |
|
|
Weekly Pivots for week ending 25-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.229 |
5.117 |
4.754 |
|
R3 |
5.055 |
4.943 |
4.706 |
|
R2 |
4.881 |
4.881 |
4.690 |
|
R1 |
4.769 |
4.769 |
4.674 |
4.738 |
PP |
4.707 |
4.707 |
4.707 |
4.691 |
S1 |
4.595 |
4.595 |
4.642 |
4.564 |
S2 |
4.533 |
4.533 |
4.626 |
|
S3 |
4.359 |
4.421 |
4.610 |
|
S4 |
4.185 |
4.247 |
4.562 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.818 |
4.644 |
0.174 |
3.6% |
0.107 |
2.2% |
89% |
False |
False |
64,398 |
10 |
4.818 |
4.500 |
0.318 |
6.6% |
0.119 |
2.5% |
94% |
False |
False |
59,328 |
20 |
4.818 |
4.255 |
0.563 |
11.7% |
0.119 |
2.5% |
97% |
False |
False |
49,914 |
40 |
4.818 |
4.255 |
0.563 |
11.7% |
0.119 |
2.5% |
97% |
False |
False |
32,041 |
60 |
4.893 |
4.255 |
0.638 |
13.3% |
0.128 |
2.7% |
85% |
False |
False |
27,106 |
80 |
4.893 |
3.874 |
1.019 |
21.2% |
0.125 |
2.6% |
91% |
False |
False |
22,668 |
100 |
4.893 |
3.874 |
1.019 |
21.2% |
0.113 |
2.3% |
91% |
False |
False |
19,280 |
120 |
4.893 |
3.537 |
1.356 |
28.3% |
0.105 |
2.2% |
93% |
False |
False |
16,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.514 |
2.618 |
5.245 |
1.618 |
5.080 |
1.000 |
4.978 |
0.618 |
4.915 |
HIGH |
4.813 |
0.618 |
4.750 |
0.500 |
4.731 |
0.382 |
4.711 |
LOW |
4.648 |
0.618 |
4.546 |
1.000 |
4.483 |
1.618 |
4.381 |
2.618 |
4.216 |
4.250 |
3.947 |
|
|
Fisher Pivots for day following 28-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
4.776 |
4.776 |
PP |
4.753 |
4.754 |
S1 |
4.731 |
4.731 |
|