NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 02-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.582 |
4.551 |
-0.031 |
-0.7% |
4.404 |
High |
4.592 |
4.620 |
0.028 |
0.6% |
4.665 |
Low |
4.489 |
4.522 |
0.033 |
0.7% |
4.364 |
Close |
4.542 |
4.612 |
0.070 |
1.5% |
4.542 |
Range |
0.103 |
0.098 |
-0.005 |
-4.9% |
0.301 |
ATR |
0.121 |
0.119 |
-0.002 |
-1.4% |
0.000 |
Volume |
101,467 |
83,380 |
-18,087 |
-17.8% |
455,376 |
|
Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.879 |
4.843 |
4.666 |
|
R3 |
4.781 |
4.745 |
4.639 |
|
R2 |
4.683 |
4.683 |
4.630 |
|
R1 |
4.647 |
4.647 |
4.621 |
4.665 |
PP |
4.585 |
4.585 |
4.585 |
4.594 |
S1 |
4.549 |
4.549 |
4.603 |
4.567 |
S2 |
4.487 |
4.487 |
4.594 |
|
S3 |
4.389 |
4.451 |
4.585 |
|
S4 |
4.291 |
4.353 |
4.558 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.427 |
5.285 |
4.708 |
|
R3 |
5.126 |
4.984 |
4.625 |
|
R2 |
4.825 |
4.825 |
4.597 |
|
R1 |
4.683 |
4.683 |
4.570 |
4.754 |
PP |
4.524 |
4.524 |
4.524 |
4.559 |
S1 |
4.382 |
4.382 |
4.514 |
4.453 |
S2 |
4.223 |
4.223 |
4.487 |
|
S3 |
3.922 |
4.081 |
4.459 |
|
S4 |
3.621 |
3.780 |
4.376 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.665 |
4.364 |
0.301 |
6.5% |
0.126 |
2.7% |
82% |
False |
False |
107,751 |
10 |
4.665 |
4.350 |
0.315 |
6.8% |
0.121 |
2.6% |
83% |
False |
False |
88,867 |
20 |
4.844 |
4.297 |
0.547 |
11.9% |
0.122 |
2.7% |
58% |
False |
False |
69,401 |
40 |
4.877 |
4.297 |
0.580 |
12.6% |
0.114 |
2.5% |
54% |
False |
False |
50,995 |
60 |
4.877 |
4.293 |
0.584 |
12.7% |
0.113 |
2.5% |
55% |
False |
False |
38,453 |
80 |
4.915 |
4.293 |
0.622 |
13.5% |
0.122 |
2.6% |
51% |
False |
False |
32,150 |
100 |
4.915 |
3.910 |
1.005 |
21.8% |
0.120 |
2.6% |
70% |
False |
False |
27,184 |
120 |
4.915 |
3.910 |
1.005 |
21.8% |
0.111 |
2.4% |
70% |
False |
False |
23,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.037 |
2.618 |
4.877 |
1.618 |
4.779 |
1.000 |
4.718 |
0.618 |
4.681 |
HIGH |
4.620 |
0.618 |
4.583 |
0.500 |
4.571 |
0.382 |
4.559 |
LOW |
4.522 |
0.618 |
4.461 |
1.000 |
4.424 |
1.618 |
4.363 |
2.618 |
4.265 |
4.250 |
4.106 |
|
|
Fisher Pivots for day following 02-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.598 |
4.600 |
PP |
4.585 |
4.589 |
S1 |
4.571 |
4.577 |
|