NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 27-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
Open |
4.373 |
4.404 |
0.031 |
0.7% |
4.422 |
High |
4.412 |
4.518 |
0.106 |
2.4% |
4.578 |
Low |
4.360 |
4.364 |
0.004 |
0.1% |
4.350 |
Close |
4.405 |
4.511 |
0.106 |
2.4% |
4.405 |
Range |
0.052 |
0.154 |
0.102 |
196.2% |
0.228 |
ATR |
0.117 |
0.120 |
0.003 |
2.2% |
0.000 |
Volume |
48,354 |
94,271 |
45,917 |
95.0% |
349,923 |
|
Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.926 |
4.873 |
4.596 |
|
R3 |
4.772 |
4.719 |
4.553 |
|
R2 |
4.618 |
4.618 |
4.539 |
|
R1 |
4.565 |
4.565 |
4.525 |
4.592 |
PP |
4.464 |
4.464 |
4.464 |
4.478 |
S1 |
4.411 |
4.411 |
4.497 |
4.438 |
S2 |
4.310 |
4.310 |
4.483 |
|
S3 |
4.156 |
4.257 |
4.469 |
|
S4 |
4.002 |
4.103 |
4.426 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.128 |
4.995 |
4.530 |
|
R3 |
4.900 |
4.767 |
4.468 |
|
R2 |
4.672 |
4.672 |
4.447 |
|
R1 |
4.539 |
4.539 |
4.426 |
4.492 |
PP |
4.444 |
4.444 |
4.444 |
4.421 |
S1 |
4.311 |
4.311 |
4.384 |
4.264 |
S2 |
4.216 |
4.216 |
4.363 |
|
S3 |
3.988 |
4.083 |
4.342 |
|
S4 |
3.760 |
3.855 |
4.280 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.578 |
4.350 |
0.228 |
5.1% |
0.123 |
2.7% |
71% |
False |
False |
79,805 |
10 |
4.578 |
4.297 |
0.281 |
6.2% |
0.119 |
2.6% |
76% |
False |
False |
65,652 |
20 |
4.877 |
4.297 |
0.580 |
12.9% |
0.118 |
2.6% |
37% |
False |
False |
53,471 |
40 |
4.877 |
4.293 |
0.584 |
12.9% |
0.117 |
2.6% |
37% |
False |
False |
41,637 |
60 |
4.877 |
4.293 |
0.584 |
12.9% |
0.115 |
2.6% |
37% |
False |
False |
31,804 |
80 |
4.915 |
4.293 |
0.622 |
13.8% |
0.122 |
2.7% |
35% |
False |
False |
26,992 |
100 |
4.915 |
3.910 |
1.005 |
22.3% |
0.119 |
2.6% |
60% |
False |
False |
22,865 |
120 |
4.915 |
3.910 |
1.005 |
22.3% |
0.109 |
2.4% |
60% |
False |
False |
19,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.173 |
2.618 |
4.921 |
1.618 |
4.767 |
1.000 |
4.672 |
0.618 |
4.613 |
HIGH |
4.518 |
0.618 |
4.459 |
0.500 |
4.441 |
0.382 |
4.423 |
LOW |
4.364 |
0.618 |
4.269 |
1.000 |
4.210 |
1.618 |
4.115 |
2.618 |
3.961 |
4.250 |
3.710 |
|
|
Fisher Pivots for day following 27-May-2014 |
Pivot |
1 day |
3 day |
R1 |
4.488 |
4.485 |
PP |
4.464 |
4.460 |
S1 |
4.441 |
4.434 |
|