NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.600 |
4.628 |
0.028 |
0.6% |
4.388 |
High |
4.640 |
4.708 |
0.068 |
1.5% |
4.642 |
Low |
4.566 |
4.575 |
0.009 |
0.2% |
4.353 |
Close |
4.627 |
4.686 |
0.059 |
1.3% |
4.524 |
Range |
0.074 |
0.133 |
0.059 |
79.7% |
0.289 |
ATR |
0.109 |
0.110 |
0.002 |
1.6% |
0.000 |
Volume |
21,896 |
20,512 |
-1,384 |
-6.3% |
98,268 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.055 |
5.004 |
4.759 |
|
R3 |
4.922 |
4.871 |
4.723 |
|
R2 |
4.789 |
4.789 |
4.710 |
|
R1 |
4.738 |
4.738 |
4.698 |
4.764 |
PP |
4.656 |
4.656 |
4.656 |
4.669 |
S1 |
4.605 |
4.605 |
4.674 |
4.631 |
S2 |
4.523 |
4.523 |
4.662 |
|
S3 |
4.390 |
4.472 |
4.649 |
|
S4 |
4.257 |
4.339 |
4.613 |
|
|
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 |
4.708 |
4.471 |
0.237 |
5.1% |
0.094 |
2.0% |
91% |
True |
False |
24,398 |
10 |
4.708 |
4.339 |
0.369 |
7.9% |
0.109 |
2.3% |
94% |
True |
False |
23,242 |
20 |
4.759 |
4.296 |
0.463 |
9.9% |
0.115 |
2.5% |
84% |
False |
False |
19,552 |
40 |
4.870 |
4.296 |
0.574 |
12.2% |
0.110 |
2.3% |
68% |
False |
False |
15,260 |
60 |
4.870 |
4.296 |
0.574 |
12.2% |
0.107 |
2.3% |
68% |
False |
False |
12,407 |
80 |
4.891 |
4.296 |
0.595 |
12.7% |
0.114 |
2.4% |
66% |
False |
False |
10,888 |
100 |
4.891 |
4.030 |
0.861 |
18.4% |
0.112 |
2.4% |
76% |
False |
False |
9,578 |
120 |
4.891 |
3.921 |
0.970 |
20.7% |
0.106 |
2.3% |
79% |
False |
False |
8,298 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.273 |
2.618 |
5.056 |
1.618 |
4.923 |
1.000 |
4.841 |
0.618 |
4.790 |
HIGH |
4.708 |
0.618 |
4.657 |
0.500 |
4.642 |
0.382 |
4.626 |
LOW |
4.575 |
0.618 |
4.493 |
1.000 |
4.442 |
1.618 |
4.360 |
2.618 |
4.227 |
4.250 |
4.010 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.671 |
4.670 |
PP |
4.656 |
4.653 |
S1 |
4.642 |
4.637 |
|