NYMEX Natural Gas Future July 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 |
4.422 |
4.477 |
0.055 |
1.2% |
4.541 |
High |
4.525 |
4.568 |
0.043 |
1.0% |
4.555 |
Low |
4.400 |
4.436 |
0.036 |
0.8% |
4.297 |
Close |
4.473 |
4.553 |
0.080 |
1.8% |
4.421 |
Range |
0.125 |
0.132 |
0.007 |
5.6% |
0.258 |
ATR |
0.119 |
0.119 |
0.001 |
0.8% |
0.000 |
Volume |
45,167 |
70,546 |
25,379 |
56.2% |
278,810 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.915 |
4.866 |
4.626 |
|
R3 |
4.783 |
4.734 |
4.589 |
|
R2 |
4.651 |
4.651 |
4.577 |
|
R1 |
4.602 |
4.602 |
4.565 |
4.627 |
PP |
4.519 |
4.519 |
4.519 |
4.531 |
S1 |
4.470 |
4.470 |
4.541 |
4.495 |
S2 |
4.387 |
4.387 |
4.529 |
|
S3 |
4.255 |
4.338 |
4.517 |
|
S4 |
4.123 |
4.206 |
4.480 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.198 |
5.068 |
4.563 |
|
R3 |
4.940 |
4.810 |
4.492 |
|
R2 |
4.682 |
4.682 |
4.468 |
|
R1 |
4.552 |
4.552 |
4.445 |
4.488 |
PP |
4.424 |
4.424 |
4.424 |
4.393 |
S1 |
4.294 |
4.294 |
4.397 |
4.230 |
S2 |
4.166 |
4.166 |
4.374 |
|
S3 |
3.908 |
4.036 |
4.350 |
|
S4 |
3.650 |
3.778 |
4.279 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.568 |
4.297 |
0.271 |
6.0% |
0.118 |
2.6% |
94% |
True |
False |
50,768 |
10 |
4.844 |
4.297 |
0.547 |
12.0% |
0.127 |
2.8% |
47% |
False |
False |
57,009 |
20 |
4.877 |
4.297 |
0.580 |
12.7% |
0.116 |
2.5% |
44% |
False |
False |
40,916 |
40 |
4.877 |
4.293 |
0.584 |
12.8% |
0.117 |
2.6% |
45% |
False |
False |
34,915 |
60 |
4.877 |
4.293 |
0.584 |
12.8% |
0.117 |
2.6% |
45% |
False |
False |
27,354 |
80 |
4.915 |
4.267 |
0.648 |
14.2% |
0.123 |
2.7% |
44% |
False |
False |
23,387 |
100 |
4.915 |
3.910 |
1.005 |
22.1% |
0.116 |
2.6% |
64% |
False |
False |
19,654 |
120 |
4.915 |
3.845 |
1.070 |
23.5% |
0.107 |
2.3% |
66% |
False |
False |
17,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.129 |
2.618 |
4.914 |
1.618 |
4.782 |
1.000 |
4.700 |
0.618 |
4.650 |
HIGH |
4.568 |
0.618 |
4.518 |
0.500 |
4.502 |
0.382 |
4.486 |
LOW |
4.436 |
0.618 |
4.354 |
1.000 |
4.304 |
1.618 |
4.222 |
2.618 |
4.090 |
4.250 |
3.875 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
4.536 |
4.530 |
PP |
4.519 |
4.507 |
S1 |
4.502 |
4.484 |
|