NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 20-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2014 |
20-May-2014 |
Change |
Change % |
Previous Week |
Open |
4.380 |
4.443 |
0.063 |
1.4% |
4.478 |
High |
4.484 |
4.523 |
0.039 |
0.9% |
4.480 |
Low |
4.369 |
4.402 |
0.033 |
0.8% |
4.264 |
Close |
4.433 |
4.507 |
0.074 |
1.7% |
4.388 |
Range |
0.115 |
0.121 |
0.006 |
5.2% |
0.216 |
ATR |
0.109 |
0.110 |
0.001 |
0.8% |
0.000 |
Volume |
6,305 |
12,014 |
5,709 |
90.5% |
75,217 |
|
Daily Pivots for day following 20-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.840 |
4.795 |
4.574 |
|
R3 |
4.719 |
4.674 |
4.540 |
|
R2 |
4.598 |
4.598 |
4.529 |
|
R1 |
4.553 |
4.553 |
4.518 |
4.576 |
PP |
4.477 |
4.477 |
4.477 |
4.489 |
S1 |
4.432 |
4.432 |
4.496 |
4.455 |
S2 |
4.356 |
4.356 |
4.485 |
|
S3 |
4.235 |
4.311 |
4.474 |
|
S4 |
4.114 |
4.190 |
4.440 |
|
|
Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.025 |
4.923 |
4.507 |
|
R3 |
4.809 |
4.707 |
4.447 |
|
R2 |
4.593 |
4.593 |
4.428 |
|
R1 |
4.491 |
4.491 |
4.408 |
4.434 |
PP |
4.377 |
4.377 |
4.377 |
4.349 |
S1 |
4.275 |
4.275 |
4.368 |
4.218 |
S2 |
4.161 |
4.161 |
4.348 |
|
S3 |
3.945 |
4.059 |
4.329 |
|
S4 |
3.729 |
3.843 |
4.269 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.523 |
4.264 |
0.259 |
5.7% |
0.110 |
2.4% |
94% |
True |
False |
11,907 |
10 |
4.811 |
4.264 |
0.547 |
12.1% |
0.116 |
2.6% |
44% |
False |
False |
13,617 |
20 |
4.845 |
4.264 |
0.581 |
12.9% |
0.104 |
2.3% |
42% |
False |
False |
10,681 |
40 |
4.845 |
4.264 |
0.581 |
12.9% |
0.104 |
2.3% |
42% |
False |
False |
10,086 |
60 |
4.845 |
4.264 |
0.581 |
12.9% |
0.103 |
2.3% |
42% |
False |
False |
8,597 |
80 |
4.845 |
4.245 |
0.600 |
13.3% |
0.111 |
2.5% |
44% |
False |
False |
7,695 |
100 |
4.845 |
3.923 |
0.922 |
20.5% |
0.105 |
2.3% |
63% |
False |
False |
6,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.037 |
2.618 |
4.840 |
1.618 |
4.719 |
1.000 |
4.644 |
0.618 |
4.598 |
HIGH |
4.523 |
0.618 |
4.477 |
0.500 |
4.463 |
0.382 |
4.448 |
LOW |
4.402 |
0.618 |
4.327 |
1.000 |
4.281 |
1.618 |
4.206 |
2.618 |
4.085 |
4.250 |
3.888 |
|
|
Fisher Pivots for day following 20-May-2014 |
Pivot |
1 day |
3 day |
R1 |
4.492 |
4.487 |
PP |
4.477 |
4.466 |
S1 |
4.463 |
4.446 |
|