NYMEX Natural Gas Future July 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.701 |
4.714 |
0.013 |
0.3% |
4.551 |
| High |
4.736 |
4.743 |
0.007 |
0.1% |
4.736 |
| Low |
4.679 |
4.630 |
-0.049 |
-1.0% |
4.522 |
| Close |
4.710 |
4.645 |
-0.065 |
-1.4% |
4.710 |
| Range |
0.057 |
0.113 |
0.056 |
98.2% |
0.214 |
| ATR |
0.111 |
0.111 |
0.000 |
0.2% |
0.000 |
| Volume |
109,210 |
131,645 |
22,435 |
20.5% |
502,562 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.012 |
4.941 |
4.707 |
|
| R3 |
4.899 |
4.828 |
4.676 |
|
| R2 |
4.786 |
4.786 |
4.666 |
|
| R1 |
4.715 |
4.715 |
4.655 |
4.694 |
| PP |
4.673 |
4.673 |
4.673 |
4.662 |
| S1 |
4.602 |
4.602 |
4.635 |
4.581 |
| S2 |
4.560 |
4.560 |
4.624 |
|
| S3 |
4.447 |
4.489 |
4.614 |
|
| S4 |
4.334 |
4.376 |
4.583 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.298 |
5.218 |
4.828 |
|
| R3 |
5.084 |
5.004 |
4.769 |
|
| R2 |
4.870 |
4.870 |
4.749 |
|
| R1 |
4.790 |
4.790 |
4.730 |
4.830 |
| PP |
4.656 |
4.656 |
4.656 |
4.676 |
| S1 |
4.576 |
4.576 |
4.690 |
4.616 |
| S2 |
4.442 |
4.442 |
4.671 |
|
| S3 |
4.228 |
4.362 |
4.651 |
|
| S4 |
4.014 |
4.148 |
4.592 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.743 |
4.576 |
0.167 |
3.6% |
0.091 |
2.0% |
41% |
True |
False |
110,165 |
| 10 |
4.743 |
4.364 |
0.379 |
8.2% |
0.108 |
2.3% |
74% |
True |
False |
108,958 |
| 20 |
4.743 |
4.297 |
0.446 |
9.6% |
0.114 |
2.4% |
78% |
True |
False |
85,915 |
| 40 |
4.877 |
4.297 |
0.580 |
12.5% |
0.112 |
2.4% |
60% |
False |
False |
59,850 |
| 60 |
4.877 |
4.293 |
0.584 |
12.6% |
0.111 |
2.4% |
60% |
False |
False |
46,572 |
| 80 |
4.915 |
4.293 |
0.622 |
13.4% |
0.119 |
2.6% |
57% |
False |
False |
38,240 |
| 100 |
4.915 |
4.090 |
0.825 |
17.8% |
0.119 |
2.6% |
67% |
False |
False |
32,381 |
| 120 |
4.915 |
3.910 |
1.005 |
21.6% |
0.112 |
2.4% |
73% |
False |
False |
27,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.223 |
|
2.618 |
5.039 |
|
1.618 |
4.926 |
|
1.000 |
4.856 |
|
0.618 |
4.813 |
|
HIGH |
4.743 |
|
0.618 |
4.700 |
|
0.500 |
4.687 |
|
0.382 |
4.673 |
|
LOW |
4.630 |
|
0.618 |
4.560 |
|
1.000 |
4.517 |
|
1.618 |
4.447 |
|
2.618 |
4.334 |
|
4.250 |
4.150 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.687 |
4.665 |
| PP |
4.673 |
4.658 |
| S1 |
4.659 |
4.652 |
|