NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 04-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.617 |
4.615 |
-0.002 |
0.0% |
4.404 |
High |
4.662 |
4.653 |
-0.009 |
-0.2% |
4.665 |
Low |
4.593 |
4.576 |
-0.017 |
-0.4% |
4.364 |
Close |
4.629 |
4.640 |
0.011 |
0.2% |
4.542 |
Range |
0.069 |
0.077 |
0.008 |
11.6% |
0.301 |
ATR |
0.116 |
0.113 |
-0.003 |
-2.4% |
0.000 |
Volume |
81,594 |
74,951 |
-6,643 |
-8.1% |
455,376 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.854 |
4.824 |
4.682 |
|
R3 |
4.777 |
4.747 |
4.661 |
|
R2 |
4.700 |
4.700 |
4.654 |
|
R1 |
4.670 |
4.670 |
4.647 |
4.685 |
PP |
4.623 |
4.623 |
4.623 |
4.631 |
S1 |
4.593 |
4.593 |
4.633 |
4.608 |
S2 |
4.546 |
4.546 |
4.626 |
|
S3 |
4.469 |
4.516 |
4.619 |
|
S4 |
4.392 |
4.439 |
4.598 |
|
|
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 |
4.489 |
0.176 |
3.8% |
0.097 |
2.1% |
86% |
False |
False |
95,515 |
10 |
4.665 |
4.350 |
0.315 |
6.8% |
0.110 |
2.4% |
92% |
False |
False |
92,951 |
20 |
4.844 |
4.297 |
0.547 |
11.8% |
0.119 |
2.6% |
63% |
False |
False |
74,980 |
40 |
4.877 |
4.297 |
0.580 |
12.5% |
0.113 |
2.4% |
59% |
False |
False |
53,975 |
60 |
4.877 |
4.293 |
0.584 |
12.6% |
0.112 |
2.4% |
59% |
False |
False |
40,637 |
80 |
4.915 |
4.293 |
0.622 |
13.4% |
0.121 |
2.6% |
56% |
False |
False |
33,807 |
100 |
4.915 |
3.910 |
1.005 |
21.7% |
0.119 |
2.6% |
73% |
False |
False |
28,642 |
120 |
4.915 |
3.910 |
1.005 |
21.7% |
0.111 |
2.4% |
73% |
False |
False |
24,462 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.980 |
2.618 |
4.855 |
1.618 |
4.778 |
1.000 |
4.730 |
0.618 |
4.701 |
HIGH |
4.653 |
0.618 |
4.624 |
0.500 |
4.615 |
0.382 |
4.605 |
LOW |
4.576 |
0.618 |
4.528 |
1.000 |
4.499 |
1.618 |
4.451 |
2.618 |
4.374 |
4.250 |
4.249 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.632 |
4.624 |
PP |
4.623 |
4.608 |
S1 |
4.615 |
4.592 |
|