NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 07-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2014 |
07-May-2014 |
Change |
Change % |
Previous Week |
| Open |
4.702 |
4.786 |
0.084 |
1.8% |
4.655 |
| High |
4.806 |
4.827 |
0.021 |
0.4% |
4.852 |
| Low |
4.692 |
4.706 |
0.014 |
0.3% |
4.648 |
| Close |
4.799 |
4.740 |
-0.059 |
-1.2% |
4.674 |
| Range |
0.114 |
0.121 |
0.007 |
6.1% |
0.204 |
| ATR |
0.116 |
0.116 |
0.000 |
0.3% |
0.000 |
| Volume |
98,740 |
100,366 |
1,626 |
1.6% |
442,697 |
|
| Daily Pivots for day following 07-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.121 |
5.051 |
4.807 |
|
| R3 |
5.000 |
4.930 |
4.773 |
|
| R2 |
4.879 |
4.879 |
4.762 |
|
| R1 |
4.809 |
4.809 |
4.751 |
4.784 |
| PP |
4.758 |
4.758 |
4.758 |
4.745 |
| S1 |
4.688 |
4.688 |
4.729 |
4.663 |
| S2 |
4.637 |
4.637 |
4.718 |
|
| S3 |
4.516 |
4.567 |
4.707 |
|
| S4 |
4.395 |
4.446 |
4.673 |
|
|
| Weekly Pivots for week ending 02-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.337 |
5.209 |
4.786 |
|
| R3 |
5.133 |
5.005 |
4.730 |
|
| R2 |
4.929 |
4.929 |
4.711 |
|
| R1 |
4.801 |
4.801 |
4.693 |
4.865 |
| PP |
4.725 |
4.725 |
4.725 |
4.757 |
| S1 |
4.597 |
4.597 |
4.655 |
4.661 |
| S2 |
4.521 |
4.521 |
4.637 |
|
| S3 |
4.317 |
4.393 |
4.618 |
|
| S4 |
4.113 |
4.189 |
4.562 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.827 |
4.651 |
0.176 |
3.7% |
0.114 |
2.4% |
51% |
True |
False |
84,815 |
| 10 |
4.852 |
4.644 |
0.208 |
4.4% |
0.115 |
2.4% |
46% |
False |
False |
82,929 |
| 20 |
4.852 |
4.500 |
0.352 |
7.4% |
0.114 |
2.4% |
68% |
False |
False |
71,291 |
| 40 |
4.852 |
4.255 |
0.597 |
12.6% |
0.114 |
2.4% |
81% |
False |
False |
44,488 |
| 60 |
4.893 |
4.255 |
0.638 |
13.5% |
0.126 |
2.7% |
76% |
False |
False |
35,309 |
| 80 |
4.893 |
3.963 |
0.930 |
19.6% |
0.125 |
2.6% |
84% |
False |
False |
29,689 |
| 100 |
4.893 |
3.874 |
1.019 |
21.5% |
0.116 |
2.4% |
85% |
False |
False |
24,852 |
| 120 |
4.893 |
3.608 |
1.285 |
27.1% |
0.108 |
2.3% |
88% |
False |
False |
21,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.341 |
|
2.618 |
5.144 |
|
1.618 |
5.023 |
|
1.000 |
4.948 |
|
0.618 |
4.902 |
|
HIGH |
4.827 |
|
0.618 |
4.781 |
|
0.500 |
4.767 |
|
0.382 |
4.752 |
|
LOW |
4.706 |
|
0.618 |
4.631 |
|
1.000 |
4.585 |
|
1.618 |
4.510 |
|
2.618 |
4.389 |
|
4.250 |
4.192 |
|
|
| Fisher Pivots for day following 07-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.767 |
4.740 |
| PP |
4.758 |
4.739 |
| S1 |
4.749 |
4.739 |
|