NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
4.474 |
4.536 |
0.062 |
1.4% |
4.535 |
High |
4.570 |
4.575 |
0.005 |
0.1% |
4.549 |
Low |
4.430 |
4.466 |
0.036 |
0.8% |
4.289 |
Close |
4.552 |
4.473 |
-0.079 |
-1.7% |
4.413 |
Range |
0.140 |
0.109 |
-0.031 |
-22.1% |
0.260 |
ATR |
0.123 |
0.122 |
-0.001 |
-0.8% |
0.000 |
Volume |
103,254 |
88,109 |
-15,145 |
-14.7% |
489,114 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.832 |
4.761 |
4.533 |
|
R3 |
4.723 |
4.652 |
4.503 |
|
R2 |
4.614 |
4.614 |
4.493 |
|
R1 |
4.543 |
4.543 |
4.483 |
4.524 |
PP |
4.505 |
4.505 |
4.505 |
4.495 |
S1 |
4.434 |
4.434 |
4.463 |
4.415 |
S2 |
4.396 |
4.396 |
4.453 |
|
S3 |
4.287 |
4.325 |
4.443 |
|
S4 |
4.178 |
4.216 |
4.413 |
|
|
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 |
4.575 |
4.289 |
0.286 |
6.4% |
0.131 |
2.9% |
64% |
True |
False |
90,300 |
10 |
4.754 |
4.289 |
0.465 |
10.4% |
0.129 |
2.9% |
40% |
False |
False |
101,405 |
20 |
4.852 |
4.289 |
0.563 |
12.6% |
0.122 |
2.7% |
33% |
False |
False |
92,167 |
40 |
4.852 |
4.255 |
0.597 |
13.3% |
0.120 |
2.7% |
37% |
False |
False |
66,818 |
60 |
4.852 |
4.255 |
0.597 |
13.3% |
0.120 |
2.7% |
37% |
False |
False |
49,430 |
80 |
4.893 |
4.234 |
0.659 |
14.7% |
0.128 |
2.9% |
36% |
False |
False |
41,018 |
100 |
4.893 |
3.874 |
1.019 |
22.8% |
0.123 |
2.7% |
59% |
False |
False |
34,457 |
120 |
4.893 |
3.856 |
1.037 |
23.2% |
0.113 |
2.5% |
59% |
False |
False |
29,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.038 |
2.618 |
4.860 |
1.618 |
4.751 |
1.000 |
4.684 |
0.618 |
4.642 |
HIGH |
4.575 |
0.618 |
4.533 |
0.500 |
4.521 |
0.382 |
4.508 |
LOW |
4.466 |
0.618 |
4.399 |
1.000 |
4.357 |
1.618 |
4.290 |
2.618 |
4.181 |
4.250 |
4.003 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
4.521 |
4.483 |
PP |
4.505 |
4.479 |
S1 |
4.489 |
4.476 |
|