NYMEX Natural Gas Future August 2014
| Trading Metrics calculated at close of trading on 13-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2014 |
13-May-2014 |
Change |
Change % |
Previous Week |
| Open |
4.550 |
4.408 |
-0.142 |
-3.1% |
4.765 |
| High |
4.550 |
4.466 |
-0.084 |
-1.8% |
4.837 |
| Low |
4.399 |
4.349 |
-0.050 |
-1.1% |
4.507 |
| Close |
4.436 |
4.359 |
-0.077 |
-1.7% |
4.535 |
| Range |
0.151 |
0.117 |
-0.034 |
-22.5% |
0.330 |
| ATR |
0.114 |
0.114 |
0.000 |
0.2% |
0.000 |
| Volume |
13,037 |
20,489 |
7,452 |
57.2% |
70,033 |
|
| Daily Pivots for day following 13-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.742 |
4.668 |
4.423 |
|
| R3 |
4.625 |
4.551 |
4.391 |
|
| R2 |
4.508 |
4.508 |
4.380 |
|
| R1 |
4.434 |
4.434 |
4.370 |
4.413 |
| PP |
4.391 |
4.391 |
4.391 |
4.381 |
| S1 |
4.317 |
4.317 |
4.348 |
4.296 |
| S2 |
4.274 |
4.274 |
4.338 |
|
| S3 |
4.157 |
4.200 |
4.327 |
|
| S4 |
4.040 |
4.083 |
4.295 |
|
|
| Weekly Pivots for week ending 09-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.616 |
5.406 |
4.717 |
|
| R3 |
5.286 |
5.076 |
4.626 |
|
| R2 |
4.956 |
4.956 |
4.596 |
|
| R1 |
4.746 |
4.746 |
4.565 |
4.686 |
| PP |
4.626 |
4.626 |
4.626 |
4.597 |
| S1 |
4.416 |
4.416 |
4.505 |
4.356 |
| S2 |
4.296 |
4.296 |
4.475 |
|
| S3 |
3.966 |
4.086 |
4.444 |
|
| S4 |
3.636 |
3.756 |
4.354 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.837 |
4.349 |
0.488 |
11.2% |
0.132 |
3.0% |
2% |
False |
True |
17,596 |
| 10 |
4.870 |
4.349 |
0.521 |
12.0% |
0.117 |
2.7% |
2% |
False |
True |
13,811 |
| 20 |
4.870 |
4.349 |
0.521 |
12.0% |
0.112 |
2.6% |
2% |
False |
True |
11,466 |
| 40 |
4.870 |
4.300 |
0.570 |
13.1% |
0.106 |
2.4% |
10% |
False |
False |
9,798 |
| 60 |
4.891 |
4.300 |
0.591 |
13.6% |
0.116 |
2.7% |
10% |
False |
False |
8,773 |
| 80 |
4.891 |
4.061 |
0.830 |
19.0% |
0.115 |
2.6% |
36% |
False |
False |
7,769 |
| 100 |
4.891 |
3.921 |
0.970 |
22.3% |
0.107 |
2.4% |
45% |
False |
False |
6,607 |
| 120 |
4.891 |
3.710 |
1.181 |
27.1% |
0.098 |
2.3% |
55% |
False |
False |
5,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.963 |
|
2.618 |
4.772 |
|
1.618 |
4.655 |
|
1.000 |
4.583 |
|
0.618 |
4.538 |
|
HIGH |
4.466 |
|
0.618 |
4.421 |
|
0.500 |
4.408 |
|
0.382 |
4.394 |
|
LOW |
4.349 |
|
0.618 |
4.277 |
|
1.000 |
4.232 |
|
1.618 |
4.160 |
|
2.618 |
4.043 |
|
4.250 |
3.852 |
|
|
| Fisher Pivots for day following 13-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.408 |
4.475 |
| PP |
4.391 |
4.436 |
| S1 |
4.375 |
4.398 |
|