NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 03-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.501 |
4.571 |
0.070 |
1.6% |
4.348 |
High |
4.575 |
4.620 |
0.045 |
1.0% |
4.608 |
Low |
4.483 |
4.550 |
0.067 |
1.5% |
4.323 |
Close |
4.569 |
4.589 |
0.020 |
0.4% |
4.492 |
Range |
0.092 |
0.070 |
-0.022 |
-23.9% |
0.285 |
ATR |
0.110 |
0.107 |
-0.003 |
-2.6% |
0.000 |
Volume |
20,235 |
17,186 |
-3,049 |
-15.1% |
66,387 |
|
Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.796 |
4.763 |
4.628 |
|
R3 |
4.726 |
4.693 |
4.608 |
|
R2 |
4.656 |
4.656 |
4.602 |
|
R1 |
4.623 |
4.623 |
4.595 |
4.640 |
PP |
4.586 |
4.586 |
4.586 |
4.595 |
S1 |
4.553 |
4.553 |
4.583 |
4.570 |
S2 |
4.516 |
4.516 |
4.576 |
|
S3 |
4.446 |
4.483 |
4.570 |
|
S4 |
4.376 |
4.413 |
4.551 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.329 |
5.196 |
4.649 |
|
R3 |
5.044 |
4.911 |
4.570 |
|
R2 |
4.759 |
4.759 |
4.544 |
|
R1 |
4.626 |
4.626 |
4.518 |
4.693 |
PP |
4.474 |
4.474 |
4.474 |
4.508 |
S1 |
4.341 |
4.341 |
4.466 |
4.408 |
S2 |
4.189 |
4.189 |
4.440 |
|
S3 |
3.904 |
4.056 |
4.414 |
|
S4 |
3.619 |
3.771 |
4.335 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.620 |
4.438 |
0.182 |
4.0% |
0.103 |
2.2% |
83% |
True |
False |
18,497 |
10 |
4.620 |
4.308 |
0.312 |
6.8% |
0.106 |
2.3% |
90% |
True |
False |
17,332 |
20 |
4.811 |
4.264 |
0.547 |
11.9% |
0.109 |
2.4% |
59% |
False |
False |
15,178 |
40 |
4.845 |
4.264 |
0.581 |
12.7% |
0.102 |
2.2% |
56% |
False |
False |
12,796 |
60 |
4.845 |
4.264 |
0.581 |
12.7% |
0.101 |
2.2% |
56% |
False |
False |
10,438 |
80 |
4.845 |
4.264 |
0.581 |
12.7% |
0.109 |
2.4% |
56% |
False |
False |
9,156 |
100 |
4.845 |
3.923 |
0.922 |
20.1% |
0.108 |
2.3% |
72% |
False |
False |
8,117 |
120 |
4.845 |
3.923 |
0.922 |
20.1% |
0.100 |
2.2% |
72% |
False |
False |
7,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.918 |
2.618 |
4.803 |
1.618 |
4.733 |
1.000 |
4.690 |
0.618 |
4.663 |
HIGH |
4.620 |
0.618 |
4.593 |
0.500 |
4.585 |
0.382 |
4.577 |
LOW |
4.550 |
0.618 |
4.507 |
1.000 |
4.480 |
1.618 |
4.437 |
2.618 |
4.367 |
4.250 |
4.253 |
|
|
Fisher Pivots for day following 03-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.588 |
4.569 |
PP |
4.586 |
4.549 |
S1 |
4.585 |
4.529 |
|