NYMEX Natural Gas Future November 2014
Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.550 |
4.557 |
0.007 |
0.2% |
4.571 |
High |
4.583 |
4.776 |
0.193 |
4.2% |
4.722 |
Low |
4.533 |
4.557 |
0.024 |
0.5% |
4.515 |
Close |
4.536 |
4.770 |
0.234 |
5.2% |
4.700 |
Range |
0.050 |
0.219 |
0.169 |
338.0% |
0.207 |
ATR |
0.091 |
0.101 |
0.011 |
11.8% |
0.000 |
Volume |
17,828 |
12,332 |
-5,496 |
-30.8% |
49,129 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.358 |
5.283 |
4.890 |
|
R3 |
5.139 |
5.064 |
4.830 |
|
R2 |
4.920 |
4.920 |
4.810 |
|
R1 |
4.845 |
4.845 |
4.790 |
4.883 |
PP |
4.701 |
4.701 |
4.701 |
4.720 |
S1 |
4.626 |
4.626 |
4.750 |
4.664 |
S2 |
4.482 |
4.482 |
4.730 |
|
S3 |
4.263 |
4.407 |
4.710 |
|
S4 |
4.044 |
4.188 |
4.650 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.267 |
5.190 |
4.814 |
|
R3 |
5.060 |
4.983 |
4.757 |
|
R2 |
4.853 |
4.853 |
4.738 |
|
R1 |
4.776 |
4.776 |
4.719 |
4.815 |
PP |
4.646 |
4.646 |
4.646 |
4.665 |
S1 |
4.569 |
4.569 |
4.681 |
4.608 |
S2 |
4.439 |
4.439 |
4.662 |
|
S3 |
4.232 |
4.362 |
4.643 |
|
S4 |
4.025 |
4.155 |
4.586 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.776 |
4.533 |
0.243 |
5.1% |
0.105 |
2.2% |
98% |
True |
False |
14,306 |
10 |
4.776 |
4.467 |
0.309 |
6.5% |
0.094 |
2.0% |
98% |
True |
False |
12,054 |
20 |
4.776 |
4.320 |
0.456 |
9.6% |
0.099 |
2.1% |
99% |
True |
False |
9,254 |
40 |
4.880 |
4.320 |
0.560 |
11.7% |
0.094 |
2.0% |
80% |
False |
False |
7,538 |
60 |
4.880 |
4.320 |
0.560 |
11.7% |
0.092 |
1.9% |
80% |
False |
False |
6,427 |
80 |
4.889 |
4.320 |
0.569 |
11.9% |
0.097 |
2.0% |
79% |
False |
False |
6,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.707 |
2.618 |
5.349 |
1.618 |
5.130 |
1.000 |
4.995 |
0.618 |
4.911 |
HIGH |
4.776 |
0.618 |
4.692 |
0.500 |
4.667 |
0.382 |
4.641 |
LOW |
4.557 |
0.618 |
4.422 |
1.000 |
4.338 |
1.618 |
4.203 |
2.618 |
3.984 |
4.250 |
3.626 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.736 |
4.732 |
PP |
4.701 |
4.693 |
S1 |
4.667 |
4.655 |
|