NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 11-Apr-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2014 |
11-Apr-2014 |
Change |
Change % |
Previous Week |
| Open |
4.569 |
4.651 |
0.082 |
1.8% |
4.471 |
| High |
4.713 |
4.688 |
-0.025 |
-0.5% |
4.713 |
| Low |
4.533 |
4.620 |
0.087 |
1.9% |
4.458 |
| Close |
4.671 |
4.635 |
-0.036 |
-0.8% |
4.635 |
| Range |
0.180 |
0.068 |
-0.112 |
-62.2% |
0.255 |
| ATR |
0.124 |
0.120 |
-0.004 |
-3.2% |
0.000 |
| Volume |
94,055 |
64,549 |
-29,506 |
-31.4% |
294,551 |
|
| Daily Pivots for day following 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.852 |
4.811 |
4.672 |
|
| R3 |
4.784 |
4.743 |
4.654 |
|
| R2 |
4.716 |
4.716 |
4.647 |
|
| R1 |
4.675 |
4.675 |
4.641 |
4.662 |
| PP |
4.648 |
4.648 |
4.648 |
4.641 |
| S1 |
4.607 |
4.607 |
4.629 |
4.594 |
| S2 |
4.580 |
4.580 |
4.623 |
|
| S3 |
4.512 |
4.539 |
4.616 |
|
| S4 |
4.444 |
4.471 |
4.598 |
|
|
| Weekly Pivots for week ending 11-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.367 |
5.256 |
4.775 |
|
| R3 |
5.112 |
5.001 |
4.705 |
|
| R2 |
4.857 |
4.857 |
4.682 |
|
| R1 |
4.746 |
4.746 |
4.658 |
4.802 |
| PP |
4.602 |
4.602 |
4.602 |
4.630 |
| S1 |
4.491 |
4.491 |
4.612 |
4.547 |
| S2 |
4.347 |
4.347 |
4.588 |
|
| S3 |
4.092 |
4.236 |
4.565 |
|
| S4 |
3.837 |
3.981 |
4.495 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.713 |
4.458 |
0.255 |
5.5% |
0.104 |
2.2% |
69% |
False |
False |
58,910 |
| 10 |
4.713 |
4.255 |
0.458 |
9.9% |
0.120 |
2.6% |
83% |
False |
False |
40,501 |
| 20 |
4.713 |
4.255 |
0.458 |
9.9% |
0.112 |
2.4% |
83% |
False |
False |
26,814 |
| 40 |
4.893 |
4.255 |
0.638 |
13.8% |
0.131 |
2.8% |
60% |
False |
False |
21,691 |
| 60 |
4.893 |
4.041 |
0.852 |
18.4% |
0.130 |
2.8% |
70% |
False |
False |
19,132 |
| 80 |
4.893 |
3.874 |
1.019 |
22.0% |
0.118 |
2.5% |
75% |
False |
False |
15,826 |
| 100 |
4.893 |
3.656 |
1.237 |
26.7% |
0.107 |
2.3% |
79% |
False |
False |
13,654 |
| 120 |
4.893 |
3.537 |
1.356 |
29.3% |
0.100 |
2.2% |
81% |
False |
False |
11,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.977 |
|
2.618 |
4.866 |
|
1.618 |
4.798 |
|
1.000 |
4.756 |
|
0.618 |
4.730 |
|
HIGH |
4.688 |
|
0.618 |
4.662 |
|
0.500 |
4.654 |
|
0.382 |
4.646 |
|
LOW |
4.620 |
|
0.618 |
4.578 |
|
1.000 |
4.552 |
|
1.618 |
4.510 |
|
2.618 |
4.442 |
|
4.250 |
4.331 |
|
|
| Fisher Pivots for day following 11-Apr-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.654 |
4.628 |
| PP |
4.648 |
4.620 |
| S1 |
4.641 |
4.613 |
|