NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
4.535 |
4.407 |
-0.128 |
-2.8% |
4.775 |
| High |
4.549 |
4.469 |
-0.080 |
-1.8% |
4.827 |
| Low |
4.396 |
4.347 |
-0.049 |
-1.1% |
4.498 |
| Close |
4.434 |
4.358 |
-0.076 |
-1.7% |
4.531 |
| Range |
0.153 |
0.122 |
-0.031 |
-20.3% |
0.329 |
| ATR |
0.122 |
0.122 |
0.000 |
0.0% |
0.000 |
| Volume |
109,249 |
124,367 |
15,118 |
13.8% |
515,720 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.757 |
4.680 |
4.425 |
|
| R3 |
4.635 |
4.558 |
4.392 |
|
| R2 |
4.513 |
4.513 |
4.380 |
|
| R1 |
4.436 |
4.436 |
4.369 |
4.414 |
| PP |
4.391 |
4.391 |
4.391 |
4.380 |
| S1 |
4.314 |
4.314 |
4.347 |
4.292 |
| S2 |
4.269 |
4.269 |
4.336 |
|
| S3 |
4.147 |
4.192 |
4.324 |
|
| S4 |
4.025 |
4.070 |
4.291 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.606 |
5.397 |
4.712 |
|
| R3 |
5.277 |
5.068 |
4.621 |
|
| R2 |
4.948 |
4.948 |
4.591 |
|
| R1 |
4.739 |
4.739 |
4.561 |
4.679 |
| PP |
4.619 |
4.619 |
4.619 |
4.589 |
| S1 |
4.410 |
4.410 |
4.501 |
4.350 |
| S2 |
4.290 |
4.290 |
4.471 |
|
| S3 |
3.961 |
4.081 |
4.441 |
|
| S4 |
3.632 |
3.752 |
4.350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.827 |
4.347 |
0.480 |
11.0% |
0.138 |
3.2% |
2% |
False |
True |
117,871 |
| 10 |
4.852 |
4.347 |
0.505 |
11.6% |
0.124 |
2.8% |
2% |
False |
True |
99,561 |
| 20 |
4.852 |
4.347 |
0.505 |
11.6% |
0.121 |
2.8% |
2% |
False |
True |
82,338 |
| 40 |
4.852 |
4.255 |
0.597 |
13.7% |
0.117 |
2.7% |
17% |
False |
False |
55,393 |
| 60 |
4.893 |
4.255 |
0.638 |
14.6% |
0.127 |
2.9% |
16% |
False |
False |
42,298 |
| 80 |
4.893 |
4.041 |
0.852 |
19.6% |
0.128 |
2.9% |
37% |
False |
False |
35,365 |
| 100 |
4.893 |
3.874 |
1.019 |
23.4% |
0.119 |
2.7% |
47% |
False |
False |
29,475 |
| 120 |
4.893 |
3.656 |
1.237 |
28.4% |
0.110 |
2.5% |
57% |
False |
False |
25,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.988 |
|
2.618 |
4.788 |
|
1.618 |
4.666 |
|
1.000 |
4.591 |
|
0.618 |
4.544 |
|
HIGH |
4.469 |
|
0.618 |
4.422 |
|
0.500 |
4.408 |
|
0.382 |
4.394 |
|
LOW |
4.347 |
|
0.618 |
4.272 |
|
1.000 |
4.225 |
|
1.618 |
4.150 |
|
2.618 |
4.028 |
|
4.250 |
3.829 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.408 |
4.473 |
| PP |
4.391 |
4.434 |
| S1 |
4.375 |
4.396 |
|