NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
4.414 |
4.474 |
0.060 |
1.4% |
4.535 |
High |
4.523 |
4.570 |
0.047 |
1.0% |
4.549 |
Low |
4.390 |
4.430 |
0.040 |
0.9% |
4.289 |
Close |
4.470 |
4.552 |
0.082 |
1.8% |
4.413 |
Range |
0.133 |
0.140 |
0.007 |
5.3% |
0.260 |
ATR |
0.122 |
0.123 |
0.001 |
1.1% |
0.000 |
Volume |
78,205 |
103,254 |
25,049 |
32.0% |
489,114 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.937 |
4.885 |
4.629 |
|
R3 |
4.797 |
4.745 |
4.591 |
|
R2 |
4.657 |
4.657 |
4.578 |
|
R1 |
4.605 |
4.605 |
4.565 |
4.631 |
PP |
4.517 |
4.517 |
4.517 |
4.531 |
S1 |
4.465 |
4.465 |
4.539 |
4.491 |
S2 |
4.377 |
4.377 |
4.526 |
|
S3 |
4.237 |
4.325 |
4.514 |
|
S4 |
4.097 |
4.185 |
4.475 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.197 |
5.065 |
4.556 |
|
R3 |
4.937 |
4.805 |
4.485 |
|
R2 |
4.677 |
4.677 |
4.461 |
|
R1 |
4.545 |
4.545 |
4.437 |
4.481 |
PP |
4.417 |
4.417 |
4.417 |
4.385 |
S1 |
4.285 |
4.285 |
4.389 |
4.221 |
S2 |
4.157 |
4.157 |
4.365 |
|
S3 |
3.897 |
4.025 |
4.342 |
|
S4 |
3.637 |
3.765 |
4.270 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.570 |
4.289 |
0.281 |
6.2% |
0.122 |
2.7% |
94% |
True |
False |
87,391 |
10 |
4.827 |
4.289 |
0.538 |
11.8% |
0.130 |
2.9% |
49% |
False |
False |
102,631 |
20 |
4.852 |
4.289 |
0.563 |
12.4% |
0.120 |
2.6% |
47% |
False |
False |
90,201 |
40 |
4.852 |
4.255 |
0.597 |
13.1% |
0.121 |
2.7% |
50% |
False |
False |
64,876 |
60 |
4.852 |
4.255 |
0.597 |
13.1% |
0.121 |
2.7% |
50% |
False |
False |
48,298 |
80 |
4.893 |
4.234 |
0.659 |
14.5% |
0.129 |
2.8% |
48% |
False |
False |
40,154 |
100 |
4.893 |
3.874 |
1.019 |
22.4% |
0.122 |
2.7% |
67% |
False |
False |
33,600 |
120 |
4.893 |
3.815 |
1.078 |
23.7% |
0.112 |
2.5% |
68% |
False |
False |
28,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.165 |
2.618 |
4.937 |
1.618 |
4.797 |
1.000 |
4.710 |
0.618 |
4.657 |
HIGH |
4.570 |
0.618 |
4.517 |
0.500 |
4.500 |
0.382 |
4.483 |
LOW |
4.430 |
0.618 |
4.343 |
1.000 |
4.290 |
1.618 |
4.203 |
2.618 |
4.063 |
4.250 |
3.835 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
4.535 |
4.528 |
PP |
4.517 |
4.504 |
S1 |
4.500 |
4.480 |
|