NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 06-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.628 |
4.688 |
0.060 |
1.3% |
4.530 |
High |
4.708 |
4.727 |
0.019 |
0.4% |
4.727 |
Low |
4.575 |
4.669 |
0.094 |
2.1% |
4.510 |
Close |
4.686 |
4.700 |
0.014 |
0.3% |
4.700 |
Range |
0.133 |
0.058 |
-0.075 |
-56.4% |
0.217 |
ATR |
0.110 |
0.107 |
-0.004 |
-3.4% |
0.000 |
Volume |
20,512 |
38,484 |
17,972 |
87.6% |
128,110 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.873 |
4.844 |
4.732 |
|
R3 |
4.815 |
4.786 |
4.716 |
|
R2 |
4.757 |
4.757 |
4.711 |
|
R1 |
4.728 |
4.728 |
4.705 |
4.743 |
PP |
4.699 |
4.699 |
4.699 |
4.706 |
S1 |
4.670 |
4.670 |
4.695 |
4.685 |
S2 |
4.641 |
4.641 |
4.689 |
|
S3 |
4.583 |
4.612 |
4.684 |
|
S4 |
4.525 |
4.554 |
4.668 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.297 |
5.215 |
4.819 |
|
R3 |
5.080 |
4.998 |
4.760 |
|
R2 |
4.863 |
4.863 |
4.740 |
|
R1 |
4.781 |
4.781 |
4.720 |
4.822 |
PP |
4.646 |
4.646 |
4.646 |
4.666 |
S1 |
4.564 |
4.564 |
4.680 |
4.605 |
S2 |
4.429 |
4.429 |
4.660 |
|
S3 |
4.212 |
4.347 |
4.640 |
|
S4 |
3.995 |
4.130 |
4.581 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.727 |
4.510 |
0.217 |
4.6% |
0.086 |
1.8% |
88% |
True |
False |
25,622 |
10 |
4.727 |
4.348 |
0.379 |
8.1% |
0.099 |
2.1% |
93% |
True |
False |
25,293 |
20 |
4.727 |
4.296 |
0.431 |
9.2% |
0.109 |
2.3% |
94% |
True |
False |
20,819 |
40 |
4.870 |
4.296 |
0.574 |
12.2% |
0.109 |
2.3% |
70% |
False |
False |
15,957 |
60 |
4.870 |
4.296 |
0.574 |
12.2% |
0.105 |
2.2% |
70% |
False |
False |
12,969 |
80 |
4.891 |
4.296 |
0.595 |
12.7% |
0.113 |
2.4% |
68% |
False |
False |
11,327 |
100 |
4.891 |
4.061 |
0.830 |
17.7% |
0.112 |
2.4% |
77% |
False |
False |
9,938 |
120 |
4.891 |
3.921 |
0.970 |
20.6% |
0.105 |
2.2% |
80% |
False |
False |
8,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.974 |
2.618 |
4.879 |
1.618 |
4.821 |
1.000 |
4.785 |
0.618 |
4.763 |
HIGH |
4.727 |
0.618 |
4.705 |
0.500 |
4.698 |
0.382 |
4.691 |
LOW |
4.669 |
0.618 |
4.633 |
1.000 |
4.611 |
1.618 |
4.575 |
2.618 |
4.517 |
4.250 |
4.423 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.699 |
4.682 |
PP |
4.699 |
4.664 |
S1 |
4.698 |
4.647 |
|