NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 28-May-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
Open |
4.348 |
4.456 |
0.108 |
2.5% |
4.380 |
High |
4.466 |
4.561 |
0.095 |
2.1% |
4.524 |
Low |
4.323 |
4.439 |
0.116 |
2.7% |
4.308 |
Close |
4.459 |
4.554 |
0.095 |
2.1% |
4.363 |
Range |
0.143 |
0.122 |
-0.021 |
-14.7% |
0.216 |
ATR |
0.110 |
0.111 |
0.001 |
0.8% |
0.000 |
Volume |
11,321 |
14,791 |
3,470 |
30.7% |
75,824 |
|
Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.884 |
4.841 |
4.621 |
|
R3 |
4.762 |
4.719 |
4.588 |
|
R2 |
4.640 |
4.640 |
4.576 |
|
R1 |
4.597 |
4.597 |
4.565 |
4.619 |
PP |
4.518 |
4.518 |
4.518 |
4.529 |
S1 |
4.475 |
4.475 |
4.543 |
4.497 |
S2 |
4.396 |
4.396 |
4.532 |
|
S3 |
4.274 |
4.353 |
4.520 |
|
S4 |
4.152 |
4.231 |
4.487 |
|
|
Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.046 |
4.921 |
4.482 |
|
R3 |
4.830 |
4.705 |
4.422 |
|
R2 |
4.614 |
4.614 |
4.403 |
|
R1 |
4.489 |
4.489 |
4.383 |
4.444 |
PP |
4.398 |
4.398 |
4.398 |
4.376 |
S1 |
4.273 |
4.273 |
4.343 |
4.228 |
S2 |
4.182 |
4.182 |
4.323 |
|
S3 |
3.966 |
4.057 |
4.304 |
|
S4 |
3.750 |
3.841 |
4.244 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.561 |
4.308 |
0.253 |
5.6% |
0.110 |
2.4% |
97% |
True |
False |
16,723 |
10 |
4.561 |
4.264 |
0.297 |
6.5% |
0.110 |
2.4% |
98% |
True |
False |
14,315 |
20 |
4.845 |
4.264 |
0.581 |
12.8% |
0.108 |
2.4% |
50% |
False |
False |
13,135 |
40 |
4.845 |
4.264 |
0.581 |
12.8% |
0.104 |
2.3% |
50% |
False |
False |
11,513 |
60 |
4.845 |
4.264 |
0.581 |
12.8% |
0.101 |
2.2% |
50% |
False |
False |
9,390 |
80 |
4.845 |
4.264 |
0.581 |
12.8% |
0.110 |
2.4% |
50% |
False |
False |
8,422 |
100 |
4.845 |
3.923 |
0.922 |
20.2% |
0.107 |
2.4% |
68% |
False |
False |
7,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.080 |
2.618 |
4.880 |
1.618 |
4.758 |
1.000 |
4.683 |
0.618 |
4.636 |
HIGH |
4.561 |
0.618 |
4.514 |
0.500 |
4.500 |
0.382 |
4.486 |
LOW |
4.439 |
0.618 |
4.364 |
1.000 |
4.317 |
1.618 |
4.242 |
2.618 |
4.120 |
4.250 |
3.921 |
|
|
Fisher Pivots for day following 28-May-2014 |
Pivot |
1 day |
3 day |
R1 |
4.536 |
4.516 |
PP |
4.518 |
4.479 |
S1 |
4.500 |
4.441 |
|