NYMEX Natural Gas Future July 2014
| Trading Metrics calculated at close of trading on 05-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2014 |
05-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.615 |
4.640 |
0.025 |
0.5% |
4.404 |
| High |
4.653 |
4.723 |
0.070 |
1.5% |
4.665 |
| Low |
4.576 |
4.586 |
0.010 |
0.2% |
4.364 |
| Close |
4.640 |
4.701 |
0.061 |
1.3% |
4.542 |
| Range |
0.077 |
0.137 |
0.060 |
77.9% |
0.301 |
| ATR |
0.113 |
0.115 |
0.002 |
1.5% |
0.000 |
| Volume |
74,951 |
153,427 |
78,476 |
104.7% |
455,376 |
|
| Daily Pivots for day following 05-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.081 |
5.028 |
4.776 |
|
| R3 |
4.944 |
4.891 |
4.739 |
|
| R2 |
4.807 |
4.807 |
4.726 |
|
| R1 |
4.754 |
4.754 |
4.714 |
4.781 |
| PP |
4.670 |
4.670 |
4.670 |
4.683 |
| S1 |
4.617 |
4.617 |
4.688 |
4.644 |
| S2 |
4.533 |
4.533 |
4.676 |
|
| S3 |
4.396 |
4.480 |
4.663 |
|
| S4 |
4.259 |
4.343 |
4.626 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.427 |
5.285 |
4.708 |
|
| R3 |
5.126 |
4.984 |
4.625 |
|
| R2 |
4.825 |
4.825 |
4.597 |
|
| R1 |
4.683 |
4.683 |
4.570 |
4.754 |
| PP |
4.524 |
4.524 |
4.524 |
4.559 |
| S1 |
4.382 |
4.382 |
4.514 |
4.453 |
| S2 |
4.223 |
4.223 |
4.487 |
|
| S3 |
3.922 |
4.081 |
4.459 |
|
| S4 |
3.621 |
3.780 |
4.376 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.723 |
4.489 |
0.234 |
5.0% |
0.097 |
2.1% |
91% |
True |
False |
98,963 |
| 10 |
4.723 |
4.350 |
0.373 |
7.9% |
0.113 |
2.4% |
94% |
True |
False |
101,861 |
| 20 |
4.766 |
4.297 |
0.469 |
10.0% |
0.120 |
2.5% |
86% |
False |
False |
80,321 |
| 40 |
4.877 |
4.297 |
0.580 |
12.3% |
0.115 |
2.4% |
70% |
False |
False |
56,469 |
| 60 |
4.877 |
4.293 |
0.584 |
12.4% |
0.113 |
2.4% |
70% |
False |
False |
42,977 |
| 80 |
4.915 |
4.293 |
0.622 |
13.2% |
0.121 |
2.6% |
66% |
False |
False |
35,556 |
| 100 |
4.915 |
3.998 |
0.917 |
19.5% |
0.119 |
2.5% |
77% |
False |
False |
30,106 |
| 120 |
4.915 |
3.910 |
1.005 |
21.4% |
0.112 |
2.4% |
79% |
False |
False |
25,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.305 |
|
2.618 |
5.082 |
|
1.618 |
4.945 |
|
1.000 |
4.860 |
|
0.618 |
4.808 |
|
HIGH |
4.723 |
|
0.618 |
4.671 |
|
0.500 |
4.655 |
|
0.382 |
4.638 |
|
LOW |
4.586 |
|
0.618 |
4.501 |
|
1.000 |
4.449 |
|
1.618 |
4.364 |
|
2.618 |
4.227 |
|
4.250 |
4.004 |
|
|
| Fisher Pivots for day following 05-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.686 |
4.684 |
| PP |
4.670 |
4.667 |
| S1 |
4.655 |
4.650 |
|