NYMEX Natural Gas Future October 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 |
4.591 |
4.657 |
0.066 |
1.4% |
4.495 |
High |
4.663 |
4.690 |
0.027 |
0.6% |
4.690 |
Low |
4.544 |
4.633 |
0.089 |
2.0% |
4.482 |
Close |
4.645 |
4.666 |
0.021 |
0.5% |
4.666 |
Range |
0.119 |
0.057 |
-0.062 |
-52.1% |
0.208 |
ATR |
0.105 |
0.101 |
-0.003 |
-3.2% |
0.000 |
Volume |
20,903 |
30,057 |
9,154 |
43.8% |
117,821 |
|
Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.834 |
4.807 |
4.697 |
|
R3 |
4.777 |
4.750 |
4.682 |
|
R2 |
4.720 |
4.720 |
4.676 |
|
R1 |
4.693 |
4.693 |
4.671 |
4.707 |
PP |
4.663 |
4.663 |
4.663 |
4.670 |
S1 |
4.636 |
4.636 |
4.661 |
4.650 |
S2 |
4.606 |
4.606 |
4.656 |
|
S3 |
4.549 |
4.579 |
4.650 |
|
S4 |
4.492 |
4.522 |
4.635 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.237 |
5.159 |
4.780 |
|
R3 |
5.029 |
4.951 |
4.723 |
|
R2 |
4.821 |
4.821 |
4.704 |
|
R1 |
4.743 |
4.743 |
4.685 |
4.782 |
PP |
4.613 |
4.613 |
4.613 |
4.632 |
S1 |
4.535 |
4.535 |
4.647 |
4.574 |
S2 |
4.405 |
4.405 |
4.628 |
|
S3 |
4.197 |
4.327 |
4.609 |
|
S4 |
3.989 |
4.119 |
4.552 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.690 |
4.482 |
0.208 |
4.5% |
0.080 |
1.7% |
88% |
True |
False |
23,564 |
10 |
4.690 |
4.320 |
0.370 |
7.9% |
0.093 |
2.0% |
94% |
True |
False |
23,417 |
20 |
4.690 |
4.285 |
0.405 |
8.7% |
0.103 |
2.2% |
94% |
True |
False |
22,695 |
40 |
4.850 |
4.285 |
0.565 |
12.1% |
0.104 |
2.2% |
67% |
False |
False |
18,736 |
60 |
4.850 |
4.285 |
0.565 |
12.1% |
0.101 |
2.2% |
67% |
False |
False |
17,142 |
80 |
4.856 |
4.285 |
0.571 |
12.2% |
0.111 |
2.4% |
67% |
False |
False |
17,680 |
100 |
4.856 |
4.060 |
0.796 |
17.1% |
0.113 |
2.4% |
76% |
False |
False |
17,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.932 |
2.618 |
4.839 |
1.618 |
4.782 |
1.000 |
4.747 |
0.618 |
4.725 |
HIGH |
4.690 |
0.618 |
4.668 |
0.500 |
4.662 |
0.382 |
4.655 |
LOW |
4.633 |
0.618 |
4.598 |
1.000 |
4.576 |
1.618 |
4.541 |
2.618 |
4.484 |
4.250 |
4.391 |
|
|
Fisher Pivots for day following 06-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.665 |
4.649 |
PP |
4.663 |
4.632 |
S1 |
4.662 |
4.615 |
|