NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 14-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2014 |
14-May-2014 |
Change |
Change % |
Previous Week |
| Open |
4.407 |
4.372 |
-0.035 |
-0.8% |
4.775 |
| High |
4.469 |
4.403 |
-0.066 |
-1.5% |
4.827 |
| Low |
4.347 |
4.339 |
-0.008 |
-0.2% |
4.498 |
| Close |
4.358 |
4.367 |
0.009 |
0.2% |
4.531 |
| Range |
0.122 |
0.064 |
-0.058 |
-47.5% |
0.329 |
| ATR |
0.122 |
0.118 |
-0.004 |
-3.4% |
0.000 |
| Volume |
124,367 |
73,564 |
-50,803 |
-40.8% |
515,720 |
|
| Daily Pivots for day following 14-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.562 |
4.528 |
4.402 |
|
| R3 |
4.498 |
4.464 |
4.385 |
|
| R2 |
4.434 |
4.434 |
4.379 |
|
| R1 |
4.400 |
4.400 |
4.373 |
4.385 |
| PP |
4.370 |
4.370 |
4.370 |
4.362 |
| S1 |
4.336 |
4.336 |
4.361 |
4.321 |
| S2 |
4.306 |
4.306 |
4.355 |
|
| S3 |
4.242 |
4.272 |
4.349 |
|
| S4 |
4.178 |
4.208 |
4.332 |
|
|
| 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 |
4.754 |
4.339 |
0.415 |
9.5% |
0.127 |
2.9% |
7% |
False |
True |
112,511 |
| 10 |
4.827 |
4.339 |
0.488 |
11.2% |
0.120 |
2.8% |
6% |
False |
True |
98,663 |
| 20 |
4.852 |
4.339 |
0.513 |
11.7% |
0.118 |
2.7% |
5% |
False |
True |
83,511 |
| 40 |
4.852 |
4.255 |
0.597 |
13.7% |
0.116 |
2.7% |
19% |
False |
False |
56,923 |
| 60 |
4.893 |
4.255 |
0.638 |
14.6% |
0.126 |
2.9% |
18% |
False |
False |
43,269 |
| 80 |
4.893 |
4.041 |
0.852 |
19.5% |
0.128 |
2.9% |
38% |
False |
False |
36,143 |
| 100 |
4.893 |
3.874 |
1.019 |
23.3% |
0.119 |
2.7% |
48% |
False |
False |
30,171 |
| 120 |
4.893 |
3.699 |
1.194 |
27.3% |
0.110 |
2.5% |
56% |
False |
False |
26,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.675 |
|
2.618 |
4.571 |
|
1.618 |
4.507 |
|
1.000 |
4.467 |
|
0.618 |
4.443 |
|
HIGH |
4.403 |
|
0.618 |
4.379 |
|
0.500 |
4.371 |
|
0.382 |
4.363 |
|
LOW |
4.339 |
|
0.618 |
4.299 |
|
1.000 |
4.275 |
|
1.618 |
4.235 |
|
2.618 |
4.171 |
|
4.250 |
4.067 |
|
|
| Fisher Pivots for day following 14-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.371 |
4.444 |
| PP |
4.370 |
4.418 |
| S1 |
4.368 |
4.393 |
|