NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 16-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2014 |
16-May-2014 |
Change |
Change % |
Previous Week |
| Open |
4.362 |
4.420 |
0.058 |
1.3% |
4.478 |
| High |
4.480 |
4.424 |
-0.056 |
-1.3% |
4.480 |
| Low |
4.264 |
4.384 |
0.120 |
2.8% |
4.264 |
| Close |
4.443 |
4.388 |
-0.055 |
-1.2% |
4.388 |
| Range |
0.216 |
0.040 |
-0.176 |
-81.5% |
0.216 |
| ATR |
0.113 |
0.109 |
-0.004 |
-3.4% |
0.000 |
| Volume |
8,118 |
14,754 |
6,636 |
81.7% |
75,217 |
|
| Daily Pivots for day following 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.519 |
4.493 |
4.410 |
|
| R3 |
4.479 |
4.453 |
4.399 |
|
| R2 |
4.439 |
4.439 |
4.395 |
|
| R1 |
4.413 |
4.413 |
4.392 |
4.406 |
| PP |
4.399 |
4.399 |
4.399 |
4.395 |
| S1 |
4.373 |
4.373 |
4.384 |
4.366 |
| S2 |
4.359 |
4.359 |
4.381 |
|
| S3 |
4.319 |
4.333 |
4.377 |
|
| S4 |
4.279 |
4.293 |
4.366 |
|
|
| Weekly Pivots for week ending 16-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.025 |
4.923 |
4.507 |
|
| R3 |
4.809 |
4.707 |
4.447 |
|
| R2 |
4.593 |
4.593 |
4.428 |
|
| R1 |
4.491 |
4.491 |
4.408 |
4.434 |
| PP |
4.377 |
4.377 |
4.377 |
4.349 |
| S1 |
4.275 |
4.275 |
4.368 |
4.218 |
| S2 |
4.161 |
4.161 |
4.348 |
|
| S3 |
3.945 |
4.059 |
4.329 |
|
| S4 |
3.729 |
3.843 |
4.269 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.480 |
4.264 |
0.216 |
4.9% |
0.105 |
2.4% |
57% |
False |
False |
15,043 |
| 10 |
4.811 |
4.264 |
0.547 |
12.5% |
0.109 |
2.5% |
23% |
False |
False |
13,132 |
| 20 |
4.845 |
4.264 |
0.581 |
13.2% |
0.100 |
2.3% |
21% |
False |
False |
10,839 |
| 40 |
4.845 |
4.264 |
0.581 |
13.2% |
0.101 |
2.3% |
21% |
False |
False |
9,854 |
| 60 |
4.845 |
4.264 |
0.581 |
13.2% |
0.107 |
2.4% |
21% |
False |
False |
8,449 |
| 80 |
4.845 |
4.239 |
0.606 |
13.8% |
0.111 |
2.5% |
25% |
False |
False |
7,547 |
| 100 |
4.845 |
3.923 |
0.922 |
21.0% |
0.103 |
2.3% |
50% |
False |
False |
6,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.594 |
|
2.618 |
4.529 |
|
1.618 |
4.489 |
|
1.000 |
4.464 |
|
0.618 |
4.449 |
|
HIGH |
4.424 |
|
0.618 |
4.409 |
|
0.500 |
4.404 |
|
0.382 |
4.399 |
|
LOW |
4.384 |
|
0.618 |
4.359 |
|
1.000 |
4.344 |
|
1.618 |
4.319 |
|
2.618 |
4.279 |
|
4.250 |
4.214 |
|
|
| Fisher Pivots for day following 16-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.404 |
4.383 |
| PP |
4.399 |
4.377 |
| S1 |
4.393 |
4.372 |
|