NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 06-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.597 |
4.670 |
0.073 |
1.6% |
4.501 |
High |
4.675 |
4.701 |
0.026 |
0.6% |
4.701 |
Low |
4.548 |
4.645 |
0.097 |
2.1% |
4.483 |
Close |
4.657 |
4.676 |
0.019 |
0.4% |
4.676 |
Range |
0.127 |
0.056 |
-0.071 |
-55.9% |
0.218 |
ATR |
0.106 |
0.102 |
-0.004 |
-3.4% |
0.000 |
Volume |
15,207 |
23,601 |
8,394 |
55.2% |
93,482 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.842 |
4.815 |
4.707 |
|
R3 |
4.786 |
4.759 |
4.691 |
|
R2 |
4.730 |
4.730 |
4.686 |
|
R1 |
4.703 |
4.703 |
4.681 |
4.717 |
PP |
4.674 |
4.674 |
4.674 |
4.681 |
S1 |
4.647 |
4.647 |
4.671 |
4.661 |
S2 |
4.618 |
4.618 |
4.666 |
|
S3 |
4.562 |
4.591 |
4.661 |
|
S4 |
4.506 |
4.535 |
4.645 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.274 |
5.193 |
4.796 |
|
R3 |
5.056 |
4.975 |
4.736 |
|
R2 |
4.838 |
4.838 |
4.716 |
|
R1 |
4.757 |
4.757 |
4.696 |
4.798 |
PP |
4.620 |
4.620 |
4.620 |
4.640 |
S1 |
4.539 |
4.539 |
4.656 |
4.580 |
S2 |
4.402 |
4.402 |
4.636 |
|
S3 |
4.184 |
4.321 |
4.616 |
|
S4 |
3.966 |
4.103 |
4.556 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.701 |
4.483 |
0.218 |
4.7% |
0.083 |
1.8% |
89% |
True |
False |
18,696 |
10 |
4.701 |
4.321 |
0.380 |
8.1% |
0.095 |
2.0% |
93% |
True |
False |
18,513 |
20 |
4.701 |
4.264 |
0.437 |
9.3% |
0.103 |
2.2% |
94% |
True |
False |
16,308 |
40 |
4.845 |
4.264 |
0.581 |
12.4% |
0.103 |
2.2% |
71% |
False |
False |
13,394 |
60 |
4.845 |
4.264 |
0.581 |
12.4% |
0.099 |
2.1% |
71% |
False |
False |
11,026 |
80 |
4.845 |
4.264 |
0.581 |
12.4% |
0.108 |
2.3% |
71% |
False |
False |
9,658 |
100 |
4.845 |
4.096 |
0.749 |
16.0% |
0.107 |
2.3% |
77% |
False |
False |
8,591 |
120 |
4.845 |
3.923 |
0.922 |
19.7% |
0.101 |
2.2% |
82% |
False |
False |
7,458 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.939 |
2.618 |
4.848 |
1.618 |
4.792 |
1.000 |
4.757 |
0.618 |
4.736 |
HIGH |
4.701 |
0.618 |
4.680 |
0.500 |
4.673 |
0.382 |
4.666 |
LOW |
4.645 |
0.618 |
4.610 |
1.000 |
4.589 |
1.618 |
4.554 |
2.618 |
4.498 |
4.250 |
4.407 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.675 |
4.658 |
PP |
4.674 |
4.640 |
S1 |
4.673 |
4.623 |
|