NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 15-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
Open |
4.347 |
4.362 |
0.015 |
0.3% |
4.767 |
High |
4.375 |
4.480 |
0.105 |
2.4% |
4.811 |
Low |
4.316 |
4.264 |
-0.052 |
-1.2% |
4.480 |
Close |
4.342 |
4.443 |
0.101 |
2.3% |
4.508 |
Range |
0.059 |
0.216 |
0.157 |
266.1% |
0.331 |
ATR |
0.105 |
0.113 |
0.008 |
7.6% |
0.000 |
Volume |
18,348 |
8,118 |
-10,230 |
-55.8% |
56,105 |
|
Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.044 |
4.959 |
4.562 |
|
R3 |
4.828 |
4.743 |
4.502 |
|
R2 |
4.612 |
4.612 |
4.483 |
|
R1 |
4.527 |
4.527 |
4.463 |
4.570 |
PP |
4.396 |
4.396 |
4.396 |
4.417 |
S1 |
4.311 |
4.311 |
4.423 |
4.354 |
S2 |
4.180 |
4.180 |
4.403 |
|
S3 |
3.964 |
4.095 |
4.384 |
|
S4 |
3.748 |
3.879 |
4.324 |
|
|
Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.593 |
5.381 |
4.690 |
|
R3 |
5.262 |
5.050 |
4.599 |
|
R2 |
4.931 |
4.931 |
4.569 |
|
R1 |
4.719 |
4.719 |
4.538 |
4.660 |
PP |
4.600 |
4.600 |
4.600 |
4.570 |
S1 |
4.388 |
4.388 |
4.478 |
4.329 |
S2 |
4.269 |
4.269 |
4.447 |
|
S3 |
3.938 |
4.057 |
4.417 |
|
S4 |
3.607 |
3.726 |
4.326 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.574 |
4.264 |
0.310 |
7.0% |
0.116 |
2.6% |
58% |
False |
True |
15,143 |
10 |
4.811 |
4.264 |
0.547 |
12.3% |
0.113 |
2.6% |
33% |
False |
True |
12,618 |
20 |
4.845 |
4.264 |
0.581 |
13.1% |
0.109 |
2.5% |
31% |
False |
True |
10,403 |
40 |
4.845 |
4.264 |
0.581 |
13.1% |
0.102 |
2.3% |
31% |
False |
True |
9,551 |
60 |
4.845 |
4.264 |
0.581 |
13.1% |
0.109 |
2.5% |
31% |
False |
True |
8,283 |
80 |
4.845 |
4.228 |
0.617 |
13.9% |
0.111 |
2.5% |
35% |
False |
False |
7,370 |
100 |
4.845 |
3.923 |
0.922 |
20.8% |
0.103 |
2.3% |
56% |
False |
False |
6,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.398 |
2.618 |
5.045 |
1.618 |
4.829 |
1.000 |
4.696 |
0.618 |
4.613 |
HIGH |
4.480 |
0.618 |
4.397 |
0.500 |
4.372 |
0.382 |
4.347 |
LOW |
4.264 |
0.618 |
4.131 |
1.000 |
4.048 |
1.618 |
3.915 |
2.618 |
3.699 |
4.250 |
3.346 |
|
|
Fisher Pivots for day following 15-May-2014 |
Pivot |
1 day |
3 day |
R1 |
4.419 |
4.419 |
PP |
4.396 |
4.396 |
S1 |
4.372 |
4.372 |
|