NYMEX Natural Gas Future June 2014
| Trading Metrics calculated at close of trading on 28-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2014 |
28-May-2014 |
Change |
Change % |
Previous Week |
| Open |
4.406 |
4.496 |
0.090 |
2.0% |
4.414 |
| High |
4.512 |
4.635 |
0.123 |
2.7% |
4.575 |
| Low |
4.360 |
4.482 |
0.122 |
2.8% |
4.349 |
| Close |
4.505 |
4.619 |
0.114 |
2.5% |
4.405 |
| Range |
0.152 |
0.153 |
0.001 |
0.7% |
0.226 |
| ATR |
0.122 |
0.125 |
0.002 |
1.8% |
0.000 |
| Volume |
50,751 |
10,403 |
-40,348 |
-79.5% |
422,620 |
|
| Daily Pivots for day following 28-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.038 |
4.981 |
4.703 |
|
| R3 |
4.885 |
4.828 |
4.661 |
|
| R2 |
4.732 |
4.732 |
4.647 |
|
| R1 |
4.675 |
4.675 |
4.633 |
4.704 |
| PP |
4.579 |
4.579 |
4.579 |
4.593 |
| S1 |
4.522 |
4.522 |
4.605 |
4.551 |
| S2 |
4.426 |
4.426 |
4.591 |
|
| S3 |
4.273 |
4.369 |
4.577 |
|
| S4 |
4.120 |
4.216 |
4.535 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.121 |
4.989 |
4.529 |
|
| R3 |
4.895 |
4.763 |
4.467 |
|
| R2 |
4.669 |
4.669 |
4.446 |
|
| R1 |
4.537 |
4.537 |
4.426 |
4.490 |
| PP |
4.443 |
4.443 |
4.443 |
4.420 |
| S1 |
4.311 |
4.311 |
4.384 |
4.264 |
| S2 |
4.217 |
4.217 |
4.364 |
|
| S3 |
3.991 |
4.085 |
4.343 |
|
| S4 |
3.765 |
3.859 |
4.281 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.635 |
4.349 |
0.286 |
6.2% |
0.127 |
2.7% |
94% |
True |
False |
60,463 |
| 10 |
4.635 |
4.289 |
0.346 |
7.5% |
0.124 |
2.7% |
95% |
True |
False |
73,927 |
| 20 |
4.852 |
4.289 |
0.563 |
12.2% |
0.124 |
2.7% |
59% |
False |
False |
86,744 |
| 40 |
4.852 |
4.255 |
0.597 |
12.9% |
0.120 |
2.6% |
61% |
False |
False |
70,438 |
| 60 |
4.852 |
4.255 |
0.597 |
12.9% |
0.118 |
2.6% |
61% |
False |
False |
51,656 |
| 80 |
4.893 |
4.255 |
0.638 |
13.8% |
0.127 |
2.7% |
57% |
False |
False |
43,084 |
| 100 |
4.893 |
3.874 |
1.019 |
22.1% |
0.125 |
2.7% |
73% |
False |
False |
36,425 |
| 120 |
4.893 |
3.874 |
1.019 |
22.1% |
0.115 |
2.5% |
73% |
False |
False |
31,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.285 |
|
2.618 |
5.036 |
|
1.618 |
4.883 |
|
1.000 |
4.788 |
|
0.618 |
4.730 |
|
HIGH |
4.635 |
|
0.618 |
4.577 |
|
0.500 |
4.559 |
|
0.382 |
4.540 |
|
LOW |
4.482 |
|
0.618 |
4.387 |
|
1.000 |
4.329 |
|
1.618 |
4.234 |
|
2.618 |
4.081 |
|
4.250 |
3.832 |
|
|
| Fisher Pivots for day following 28-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.599 |
4.578 |
| PP |
4.579 |
4.537 |
| S1 |
4.559 |
4.497 |
|