NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 23-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2014 |
23-May-2014 |
Change |
Change % |
Previous Week |
| Open |
4.438 |
4.330 |
-0.108 |
-2.4% |
4.380 |
| High |
4.452 |
4.365 |
-0.087 |
-2.0% |
4.524 |
| Low |
4.308 |
4.321 |
0.013 |
0.3% |
4.308 |
| Close |
4.316 |
4.363 |
0.047 |
1.1% |
4.363 |
| Range |
0.144 |
0.044 |
-0.100 |
-69.4% |
0.216 |
| ATR |
0.112 |
0.107 |
-0.004 |
-4.0% |
0.000 |
| Volume |
15,802 |
25,268 |
9,466 |
59.9% |
75,824 |
|
| Daily Pivots for day following 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.482 |
4.466 |
4.387 |
|
| R3 |
4.438 |
4.422 |
4.375 |
|
| R2 |
4.394 |
4.394 |
4.371 |
|
| R1 |
4.378 |
4.378 |
4.367 |
4.386 |
| PP |
4.350 |
4.350 |
4.350 |
4.354 |
| S1 |
4.334 |
4.334 |
4.359 |
4.342 |
| S2 |
4.306 |
4.306 |
4.355 |
|
| S3 |
4.262 |
4.290 |
4.351 |
|
| S4 |
4.218 |
4.246 |
4.339 |
|
|
| Weekly Pivots for week ending 23-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.046 |
4.921 |
4.482 |
|
| R3 |
4.830 |
4.705 |
4.422 |
|
| R2 |
4.614 |
4.614 |
4.403 |
|
| R1 |
4.489 |
4.489 |
4.383 |
4.444 |
| PP |
4.398 |
4.398 |
4.398 |
4.376 |
| S1 |
4.273 |
4.273 |
4.343 |
4.228 |
| S2 |
4.182 |
4.182 |
4.323 |
|
| S3 |
3.966 |
4.057 |
4.304 |
|
| S4 |
3.750 |
3.841 |
4.244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.524 |
4.308 |
0.216 |
5.0% |
0.105 |
2.4% |
25% |
False |
False |
15,164 |
| 10 |
4.524 |
4.264 |
0.260 |
6.0% |
0.105 |
2.4% |
38% |
False |
False |
15,104 |
| 20 |
4.845 |
4.264 |
0.581 |
13.3% |
0.106 |
2.4% |
17% |
False |
False |
12,483 |
| 40 |
4.845 |
4.264 |
0.581 |
13.3% |
0.103 |
2.3% |
17% |
False |
False |
11,151 |
| 60 |
4.845 |
4.264 |
0.581 |
13.3% |
0.103 |
2.3% |
17% |
False |
False |
9,148 |
| 80 |
4.845 |
4.264 |
0.581 |
13.3% |
0.110 |
2.5% |
17% |
False |
False |
8,214 |
| 100 |
4.845 |
3.923 |
0.922 |
21.1% |
0.106 |
2.4% |
48% |
False |
False |
7,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.552 |
|
2.618 |
4.480 |
|
1.618 |
4.436 |
|
1.000 |
4.409 |
|
0.618 |
4.392 |
|
HIGH |
4.365 |
|
0.618 |
4.348 |
|
0.500 |
4.343 |
|
0.382 |
4.338 |
|
LOW |
4.321 |
|
0.618 |
4.294 |
|
1.000 |
4.277 |
|
1.618 |
4.250 |
|
2.618 |
4.206 |
|
4.250 |
4.134 |
|
|
| Fisher Pivots for day following 23-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.356 |
4.416 |
| PP |
4.350 |
4.398 |
| S1 |
4.343 |
4.381 |
|