NYMEX Natural Gas Future July 2014
| Trading Metrics calculated at close of trading on 15-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2014 |
15-May-2014 |
Change |
Change % |
Previous Week |
| Open |
4.376 |
4.388 |
0.012 |
0.3% |
4.771 |
| High |
4.405 |
4.516 |
0.111 |
2.5% |
4.844 |
| Low |
4.345 |
4.297 |
-0.048 |
-1.1% |
4.511 |
| Close |
4.371 |
4.478 |
0.107 |
2.4% |
4.540 |
| Range |
0.060 |
0.219 |
0.159 |
265.0% |
0.333 |
| ATR |
0.115 |
0.122 |
0.007 |
6.5% |
0.000 |
| Volume |
44,376 |
61,098 |
16,722 |
37.7% |
220,537 |
|
| Daily Pivots for day following 15-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.087 |
5.002 |
4.598 |
|
| R3 |
4.868 |
4.783 |
4.538 |
|
| R2 |
4.649 |
4.649 |
4.518 |
|
| R1 |
4.564 |
4.564 |
4.498 |
4.607 |
| PP |
4.430 |
4.430 |
4.430 |
4.452 |
| S1 |
4.345 |
4.345 |
4.458 |
4.388 |
| S2 |
4.211 |
4.211 |
4.438 |
|
| S3 |
3.992 |
4.126 |
4.418 |
|
| S4 |
3.773 |
3.907 |
4.358 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.631 |
5.418 |
4.723 |
|
| R3 |
5.298 |
5.085 |
4.632 |
|
| R2 |
4.965 |
4.965 |
4.601 |
|
| R1 |
4.752 |
4.752 |
4.571 |
4.692 |
| PP |
4.632 |
4.632 |
4.632 |
4.602 |
| S1 |
4.419 |
4.419 |
4.509 |
4.359 |
| S2 |
4.299 |
4.299 |
4.479 |
|
| S3 |
3.966 |
4.086 |
4.448 |
|
| S4 |
3.633 |
3.753 |
4.357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.610 |
4.297 |
0.313 |
7.0% |
0.130 |
2.9% |
58% |
False |
True |
60,158 |
| 10 |
4.844 |
4.297 |
0.547 |
12.2% |
0.127 |
2.8% |
33% |
False |
True |
50,152 |
| 20 |
4.877 |
4.297 |
0.580 |
13.0% |
0.122 |
2.7% |
31% |
False |
True |
37,674 |
| 40 |
4.877 |
4.293 |
0.584 |
13.0% |
0.116 |
2.6% |
32% |
False |
False |
32,021 |
| 60 |
4.915 |
4.293 |
0.622 |
13.9% |
0.123 |
2.7% |
30% |
False |
False |
25,453 |
| 80 |
4.915 |
4.235 |
0.680 |
15.2% |
0.123 |
2.8% |
36% |
False |
False |
21,778 |
| 100 |
4.915 |
3.910 |
1.005 |
22.4% |
0.115 |
2.6% |
57% |
False |
False |
18,277 |
| 120 |
4.915 |
3.783 |
1.132 |
25.3% |
0.105 |
2.4% |
61% |
False |
False |
15,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.447 |
|
2.618 |
5.089 |
|
1.618 |
4.870 |
|
1.000 |
4.735 |
|
0.618 |
4.651 |
|
HIGH |
4.516 |
|
0.618 |
4.432 |
|
0.500 |
4.407 |
|
0.382 |
4.381 |
|
LOW |
4.297 |
|
0.618 |
4.162 |
|
1.000 |
4.078 |
|
1.618 |
3.943 |
|
2.618 |
3.724 |
|
4.250 |
3.366 |
|
|
| Fisher Pivots for day following 15-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.454 |
4.454 |
| PP |
4.430 |
4.430 |
| S1 |
4.407 |
4.407 |
|