NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 05-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.576 |
4.597 |
0.021 |
0.5% |
4.348 |
High |
4.613 |
4.675 |
0.062 |
1.3% |
4.608 |
Low |
4.544 |
4.548 |
0.004 |
0.1% |
4.323 |
Close |
4.602 |
4.657 |
0.055 |
1.2% |
4.492 |
Range |
0.069 |
0.127 |
0.058 |
84.1% |
0.285 |
ATR |
0.104 |
0.106 |
0.002 |
1.6% |
0.000 |
Volume |
17,253 |
15,207 |
-2,046 |
-11.9% |
66,387 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.008 |
4.959 |
4.727 |
|
R3 |
4.881 |
4.832 |
4.692 |
|
R2 |
4.754 |
4.754 |
4.680 |
|
R1 |
4.705 |
4.705 |
4.669 |
4.730 |
PP |
4.627 |
4.627 |
4.627 |
4.639 |
S1 |
4.578 |
4.578 |
4.645 |
4.603 |
S2 |
4.500 |
4.500 |
4.634 |
|
S3 |
4.373 |
4.451 |
4.622 |
|
S4 |
4.246 |
4.324 |
4.587 |
|
|
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 |
4.675 |
4.438 |
0.237 |
5.1% |
0.091 |
2.0% |
92% |
True |
False |
18,721 |
10 |
4.675 |
4.308 |
0.367 |
7.9% |
0.104 |
2.2% |
95% |
True |
False |
17,733 |
20 |
4.733 |
4.264 |
0.469 |
10.1% |
0.109 |
2.3% |
84% |
False |
False |
15,681 |
40 |
4.845 |
4.264 |
0.581 |
12.5% |
0.104 |
2.2% |
68% |
False |
False |
13,162 |
60 |
4.845 |
4.264 |
0.581 |
12.5% |
0.100 |
2.2% |
68% |
False |
False |
10,765 |
80 |
4.845 |
4.264 |
0.581 |
12.5% |
0.109 |
2.3% |
68% |
False |
False |
9,412 |
100 |
4.845 |
3.998 |
0.847 |
18.2% |
0.107 |
2.3% |
78% |
False |
False |
8,394 |
120 |
4.845 |
3.923 |
0.922 |
19.8% |
0.101 |
2.2% |
80% |
False |
False |
7,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.215 |
2.618 |
5.007 |
1.618 |
4.880 |
1.000 |
4.802 |
0.618 |
4.753 |
HIGH |
4.675 |
0.618 |
4.626 |
0.500 |
4.612 |
0.382 |
4.597 |
LOW |
4.548 |
0.618 |
4.470 |
1.000 |
4.421 |
1.618 |
4.343 |
2.618 |
4.216 |
4.250 |
4.008 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.642 |
4.641 |
PP |
4.627 |
4.625 |
S1 |
4.612 |
4.610 |
|