NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 27-May-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2014 |
27-May-2014 |
Change |
Change % |
Previous Week |
| Open |
4.330 |
4.348 |
0.018 |
0.4% |
4.380 |
| High |
4.365 |
4.466 |
0.101 |
2.3% |
4.524 |
| Low |
4.321 |
4.323 |
0.002 |
0.0% |
4.308 |
| Close |
4.363 |
4.459 |
0.096 |
2.2% |
4.363 |
| Range |
0.044 |
0.143 |
0.099 |
225.0% |
0.216 |
| ATR |
0.107 |
0.110 |
0.003 |
2.4% |
0.000 |
| Volume |
25,268 |
11,321 |
-13,947 |
-55.2% |
75,824 |
|
| Daily Pivots for day following 27-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.845 |
4.795 |
4.538 |
|
| R3 |
4.702 |
4.652 |
4.498 |
|
| R2 |
4.559 |
4.559 |
4.485 |
|
| R1 |
4.509 |
4.509 |
4.472 |
4.534 |
| PP |
4.416 |
4.416 |
4.416 |
4.429 |
| S1 |
4.366 |
4.366 |
4.446 |
4.391 |
| S2 |
4.273 |
4.273 |
4.433 |
|
| S3 |
4.130 |
4.223 |
4.420 |
|
| S4 |
3.987 |
4.080 |
4.380 |
|
|
| 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 |
4.8% |
0.110 |
2.5% |
70% |
False |
False |
16,168 |
| 10 |
4.524 |
4.264 |
0.260 |
5.8% |
0.109 |
2.5% |
75% |
False |
False |
15,040 |
| 20 |
4.845 |
4.264 |
0.581 |
13.0% |
0.106 |
2.4% |
34% |
False |
False |
12,779 |
| 40 |
4.845 |
4.264 |
0.581 |
13.0% |
0.104 |
2.3% |
34% |
False |
False |
11,234 |
| 60 |
4.845 |
4.264 |
0.581 |
13.0% |
0.102 |
2.3% |
34% |
False |
False |
9,230 |
| 80 |
4.845 |
4.264 |
0.581 |
13.0% |
0.110 |
2.5% |
34% |
False |
False |
8,286 |
| 100 |
4.845 |
3.923 |
0.922 |
20.7% |
0.106 |
2.4% |
58% |
False |
False |
7,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.074 |
|
2.618 |
4.840 |
|
1.618 |
4.697 |
|
1.000 |
4.609 |
|
0.618 |
4.554 |
|
HIGH |
4.466 |
|
0.618 |
4.411 |
|
0.500 |
4.395 |
|
0.382 |
4.378 |
|
LOW |
4.323 |
|
0.618 |
4.235 |
|
1.000 |
4.180 |
|
1.618 |
4.092 |
|
2.618 |
3.949 |
|
4.250 |
3.715 |
|
|
| Fisher Pivots for day following 27-May-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.438 |
4.435 |
| PP |
4.416 |
4.411 |
| S1 |
4.395 |
4.387 |
|