NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 21-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2014 |
21-May-2014 |
Change |
Change % |
Previous Week |
Open |
4.465 |
4.520 |
0.055 |
1.2% |
4.550 |
High |
4.552 |
4.561 |
0.009 |
0.2% |
4.550 |
Low |
4.424 |
4.458 |
0.034 |
0.8% |
4.296 |
Close |
4.538 |
4.464 |
-0.074 |
-1.6% |
4.414 |
Range |
0.128 |
0.103 |
-0.025 |
-19.5% |
0.254 |
ATR |
0.115 |
0.114 |
-0.001 |
-0.7% |
0.000 |
Volume |
16,027 |
23,299 |
7,272 |
45.4% |
80,223 |
|
Daily Pivots for day following 21-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.803 |
4.737 |
4.521 |
|
R3 |
4.700 |
4.634 |
4.492 |
|
R2 |
4.597 |
4.597 |
4.483 |
|
R1 |
4.531 |
4.531 |
4.473 |
4.513 |
PP |
4.494 |
4.494 |
4.494 |
4.485 |
S1 |
4.428 |
4.428 |
4.455 |
4.410 |
S2 |
4.391 |
4.391 |
4.445 |
|
S3 |
4.288 |
4.325 |
4.436 |
|
S4 |
4.185 |
4.222 |
4.407 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.182 |
5.052 |
4.554 |
|
R3 |
4.928 |
4.798 |
4.484 |
|
R2 |
4.674 |
4.674 |
4.461 |
|
R1 |
4.544 |
4.544 |
4.437 |
4.482 |
PP |
4.420 |
4.420 |
4.420 |
4.389 |
S1 |
4.290 |
4.290 |
4.391 |
4.228 |
S2 |
4.166 |
4.166 |
4.367 |
|
S3 |
3.912 |
4.036 |
4.344 |
|
S4 |
3.658 |
3.782 |
4.274 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.561 |
4.296 |
0.265 |
5.9% |
0.122 |
2.7% |
63% |
True |
False |
15,200 |
10 |
4.759 |
4.296 |
0.463 |
10.4% |
0.122 |
2.7% |
36% |
False |
False |
15,862 |
20 |
4.870 |
4.296 |
0.574 |
12.9% |
0.114 |
2.6% |
29% |
False |
False |
13,288 |
40 |
4.870 |
4.296 |
0.574 |
12.9% |
0.110 |
2.5% |
29% |
False |
False |
11,308 |
60 |
4.870 |
4.296 |
0.574 |
12.9% |
0.110 |
2.5% |
29% |
False |
False |
9,583 |
80 |
4.891 |
4.289 |
0.602 |
13.5% |
0.115 |
2.6% |
29% |
False |
False |
8,631 |
100 |
4.891 |
3.921 |
0.970 |
21.7% |
0.110 |
2.5% |
56% |
False |
False |
7,416 |
120 |
4.891 |
3.900 |
0.991 |
22.2% |
0.101 |
2.3% |
57% |
False |
False |
6,595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.999 |
2.618 |
4.831 |
1.618 |
4.728 |
1.000 |
4.664 |
0.618 |
4.625 |
HIGH |
4.561 |
0.618 |
4.522 |
0.500 |
4.510 |
0.382 |
4.497 |
LOW |
4.458 |
0.618 |
4.394 |
1.000 |
4.355 |
1.618 |
4.291 |
2.618 |
4.188 |
4.250 |
4.020 |
|
|
Fisher Pivots for day following 21-May-2014 |
Pivot |
1 day |
3 day |
R1 |
4.510 |
4.480 |
PP |
4.494 |
4.475 |
S1 |
4.479 |
4.469 |
|