NYMEX Natural Gas Future October 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 |
4.579 |
4.591 |
0.012 |
0.3% |
4.352 |
High |
4.607 |
4.663 |
0.056 |
1.2% |
4.597 |
Low |
4.539 |
4.544 |
0.005 |
0.1% |
4.328 |
Close |
4.596 |
4.645 |
0.049 |
1.1% |
4.487 |
Range |
0.068 |
0.119 |
0.051 |
75.0% |
0.269 |
ATR |
0.103 |
0.105 |
0.001 |
1.1% |
0.000 |
Volume |
18,428 |
20,903 |
2,475 |
13.4% |
85,569 |
|
Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.974 |
4.929 |
4.710 |
|
R3 |
4.855 |
4.810 |
4.678 |
|
R2 |
4.736 |
4.736 |
4.667 |
|
R1 |
4.691 |
4.691 |
4.656 |
4.714 |
PP |
4.617 |
4.617 |
4.617 |
4.629 |
S1 |
4.572 |
4.572 |
4.634 |
4.595 |
S2 |
4.498 |
4.498 |
4.623 |
|
S3 |
4.379 |
4.453 |
4.612 |
|
S4 |
4.260 |
4.334 |
4.580 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.278 |
5.151 |
4.635 |
|
R3 |
5.009 |
4.882 |
4.561 |
|
R2 |
4.740 |
4.740 |
4.536 |
|
R1 |
4.613 |
4.613 |
4.512 |
4.677 |
PP |
4.471 |
4.471 |
4.471 |
4.502 |
S1 |
4.344 |
4.344 |
4.462 |
4.408 |
S2 |
4.202 |
4.202 |
4.438 |
|
S3 |
3.933 |
4.075 |
4.413 |
|
S4 |
3.664 |
3.806 |
4.339 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.663 |
4.431 |
0.232 |
5.0% |
0.088 |
1.9% |
92% |
True |
False |
23,757 |
10 |
4.663 |
4.312 |
0.351 |
7.6% |
0.102 |
2.2% |
95% |
True |
False |
22,338 |
20 |
4.740 |
4.285 |
0.455 |
9.8% |
0.109 |
2.4% |
79% |
False |
False |
22,164 |
40 |
4.850 |
4.285 |
0.565 |
12.2% |
0.105 |
2.3% |
64% |
False |
False |
18,421 |
60 |
4.850 |
4.285 |
0.565 |
12.2% |
0.102 |
2.2% |
64% |
False |
False |
16,873 |
80 |
4.856 |
4.285 |
0.571 |
12.3% |
0.112 |
2.4% |
63% |
False |
False |
17,472 |
100 |
4.856 |
4.000 |
0.856 |
18.4% |
0.113 |
2.4% |
75% |
False |
False |
17,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.169 |
2.618 |
4.975 |
1.618 |
4.856 |
1.000 |
4.782 |
0.618 |
4.737 |
HIGH |
4.663 |
0.618 |
4.618 |
0.500 |
4.604 |
0.382 |
4.589 |
LOW |
4.544 |
0.618 |
4.470 |
1.000 |
4.425 |
1.618 |
4.351 |
2.618 |
4.232 |
4.250 |
4.038 |
|
|
Fisher Pivots for day following 05-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.631 |
4.630 |
PP |
4.617 |
4.616 |
S1 |
4.604 |
4.601 |
|