NYMEX Natural Gas Future August 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 |
4.530 |
4.605 |
0.075 |
1.7% |
4.388 |
High |
4.605 |
4.648 |
0.043 |
0.9% |
4.642 |
Low |
4.510 |
4.579 |
0.069 |
1.5% |
4.353 |
Close |
4.598 |
4.616 |
0.018 |
0.4% |
4.524 |
Range |
0.095 |
0.069 |
-0.026 |
-27.4% |
0.289 |
ATR |
0.115 |
0.111 |
-0.003 |
-2.8% |
0.000 |
Volume |
26,179 |
21,039 |
-5,140 |
-19.6% |
98,268 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.821 |
4.788 |
4.654 |
|
R3 |
4.752 |
4.719 |
4.635 |
|
R2 |
4.683 |
4.683 |
4.629 |
|
R1 |
4.650 |
4.650 |
4.622 |
4.667 |
PP |
4.614 |
4.614 |
4.614 |
4.623 |
S1 |
4.581 |
4.581 |
4.610 |
4.598 |
S2 |
4.545 |
4.545 |
4.603 |
|
S3 |
4.476 |
4.512 |
4.597 |
|
S4 |
4.407 |
4.443 |
4.578 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.373 |
5.238 |
4.683 |
|
R3 |
5.084 |
4.949 |
4.603 |
|
R2 |
4.795 |
4.795 |
4.577 |
|
R1 |
4.660 |
4.660 |
4.550 |
4.728 |
PP |
4.506 |
4.506 |
4.506 |
4.540 |
S1 |
4.371 |
4.371 |
4.498 |
4.439 |
S2 |
4.217 |
4.217 |
4.471 |
|
S3 |
3.928 |
4.082 |
4.445 |
|
S4 |
3.639 |
3.793 |
4.365 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.648 |
4.471 |
0.177 |
3.8% |
0.105 |
2.3% |
82% |
True |
False |
27,072 |
10 |
4.648 |
4.339 |
0.309 |
6.7% |
0.112 |
2.4% |
90% |
True |
False |
22,933 |
20 |
4.837 |
4.296 |
0.541 |
11.7% |
0.115 |
2.5% |
59% |
False |
False |
18,931 |
40 |
4.870 |
4.296 |
0.574 |
12.4% |
0.108 |
2.3% |
56% |
False |
False |
14,627 |
60 |
4.870 |
4.296 |
0.574 |
12.4% |
0.107 |
2.3% |
56% |
False |
False |
11,904 |
80 |
4.891 |
4.296 |
0.595 |
12.9% |
0.114 |
2.5% |
54% |
False |
False |
10,510 |
100 |
4.891 |
3.921 |
0.970 |
21.0% |
0.113 |
2.4% |
72% |
False |
False |
9,192 |
120 |
4.891 |
3.921 |
0.970 |
21.0% |
0.105 |
2.3% |
72% |
False |
False |
7,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.941 |
2.618 |
4.829 |
1.618 |
4.760 |
1.000 |
4.717 |
0.618 |
4.691 |
HIGH |
4.648 |
0.618 |
4.622 |
0.500 |
4.614 |
0.382 |
4.605 |
LOW |
4.579 |
0.618 |
4.536 |
1.000 |
4.510 |
1.618 |
4.467 |
2.618 |
4.398 |
4.250 |
4.286 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.615 |
4.597 |
PP |
4.614 |
4.578 |
S1 |
4.614 |
4.560 |
|