NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.551 |
4.617 |
0.066 |
1.5% |
4.404 |
High |
4.620 |
4.662 |
0.042 |
0.9% |
4.665 |
Low |
4.522 |
4.593 |
0.071 |
1.6% |
4.364 |
Close |
4.612 |
4.629 |
0.017 |
0.4% |
4.542 |
Range |
0.098 |
0.069 |
-0.029 |
-29.6% |
0.301 |
ATR |
0.119 |
0.116 |
-0.004 |
-3.0% |
0.000 |
Volume |
83,380 |
81,594 |
-1,786 |
-2.1% |
455,376 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.835 |
4.801 |
4.667 |
|
R3 |
4.766 |
4.732 |
4.648 |
|
R2 |
4.697 |
4.697 |
4.642 |
|
R1 |
4.663 |
4.663 |
4.635 |
4.680 |
PP |
4.628 |
4.628 |
4.628 |
4.637 |
S1 |
4.594 |
4.594 |
4.623 |
4.611 |
S2 |
4.559 |
4.559 |
4.616 |
|
S3 |
4.490 |
4.525 |
4.610 |
|
S4 |
4.421 |
4.456 |
4.591 |
|
|
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 |
4.488 |
0.177 |
3.8% |
0.109 |
2.4% |
80% |
False |
False |
105,215 |
10 |
4.665 |
4.350 |
0.315 |
6.8% |
0.116 |
2.5% |
89% |
False |
False |
92,510 |
20 |
4.844 |
4.297 |
0.547 |
11.8% |
0.120 |
2.6% |
61% |
False |
False |
72,230 |
40 |
4.877 |
4.297 |
0.580 |
12.5% |
0.114 |
2.5% |
57% |
False |
False |
52,640 |
60 |
4.877 |
4.293 |
0.584 |
12.6% |
0.113 |
2.4% |
58% |
False |
False |
39,596 |
80 |
4.915 |
4.293 |
0.622 |
13.4% |
0.121 |
2.6% |
54% |
False |
False |
33,024 |
100 |
4.915 |
3.910 |
1.005 |
21.7% |
0.119 |
2.6% |
72% |
False |
False |
27,947 |
120 |
4.915 |
3.910 |
1.005 |
21.7% |
0.111 |
2.4% |
72% |
False |
False |
23,895 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.955 |
2.618 |
4.843 |
1.618 |
4.774 |
1.000 |
4.731 |
0.618 |
4.705 |
HIGH |
4.662 |
0.618 |
4.636 |
0.500 |
4.628 |
0.382 |
4.619 |
LOW |
4.593 |
0.618 |
4.550 |
1.000 |
4.524 |
1.618 |
4.481 |
2.618 |
4.412 |
4.250 |
4.300 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.629 |
4.611 |
PP |
4.628 |
4.593 |
S1 |
4.628 |
4.576 |
|