NYMEX Natural Gas Future August 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 |
4.605 |
4.600 |
-0.005 |
-0.1% |
4.388 |
High |
4.648 |
4.640 |
-0.008 |
-0.2% |
4.642 |
Low |
4.579 |
4.566 |
-0.013 |
-0.3% |
4.353 |
Close |
4.616 |
4.627 |
0.011 |
0.2% |
4.524 |
Range |
0.069 |
0.074 |
0.005 |
7.2% |
0.289 |
ATR |
0.111 |
0.109 |
-0.003 |
-2.4% |
0.000 |
Volume |
21,039 |
21,896 |
857 |
4.1% |
98,268 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.833 |
4.804 |
4.668 |
|
R3 |
4.759 |
4.730 |
4.647 |
|
R2 |
4.685 |
4.685 |
4.641 |
|
R1 |
4.656 |
4.656 |
4.634 |
4.671 |
PP |
4.611 |
4.611 |
4.611 |
4.618 |
S1 |
4.582 |
4.582 |
4.620 |
4.597 |
S2 |
4.537 |
4.537 |
4.613 |
|
S3 |
4.463 |
4.508 |
4.607 |
|
S4 |
4.389 |
4.434 |
4.586 |
|
|
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% |
0.094 |
2.0% |
88% |
False |
False |
27,568 |
10 |
4.648 |
4.339 |
0.309 |
6.7% |
0.106 |
2.3% |
93% |
False |
False |
23,520 |
20 |
4.837 |
4.296 |
0.541 |
11.7% |
0.114 |
2.5% |
61% |
False |
False |
19,650 |
40 |
4.870 |
4.296 |
0.574 |
12.4% |
0.108 |
2.3% |
58% |
False |
False |
14,985 |
60 |
4.870 |
4.296 |
0.574 |
12.4% |
0.106 |
2.3% |
58% |
False |
False |
12,174 |
80 |
4.891 |
4.296 |
0.595 |
12.9% |
0.114 |
2.5% |
56% |
False |
False |
10,718 |
100 |
4.891 |
3.921 |
0.970 |
21.0% |
0.112 |
2.4% |
73% |
False |
False |
9,398 |
120 |
4.891 |
3.921 |
0.970 |
21.0% |
0.105 |
2.3% |
73% |
False |
False |
8,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.955 |
2.618 |
4.834 |
1.618 |
4.760 |
1.000 |
4.714 |
0.618 |
4.686 |
HIGH |
4.640 |
0.618 |
4.612 |
0.500 |
4.603 |
0.382 |
4.594 |
LOW |
4.566 |
0.618 |
4.520 |
1.000 |
4.492 |
1.618 |
4.446 |
2.618 |
4.372 |
4.250 |
4.252 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.619 |
4.611 |
PP |
4.611 |
4.595 |
S1 |
4.603 |
4.579 |
|