NYMEX Natural Gas Future September 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 |
4.670 |
4.681 |
0.011 |
0.2% |
4.501 |
| High |
4.701 |
4.708 |
0.007 |
0.1% |
4.701 |
| Low |
4.645 |
4.606 |
-0.039 |
-0.8% |
4.483 |
| Close |
4.676 |
4.616 |
-0.060 |
-1.3% |
4.676 |
| Range |
0.056 |
0.102 |
0.046 |
82.1% |
0.218 |
| ATR |
0.102 |
0.102 |
0.000 |
0.0% |
0.000 |
| Volume |
23,601 |
46,585 |
22,984 |
97.4% |
93,482 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.949 |
4.885 |
4.672 |
|
| R3 |
4.847 |
4.783 |
4.644 |
|
| R2 |
4.745 |
4.745 |
4.635 |
|
| R1 |
4.681 |
4.681 |
4.625 |
4.662 |
| PP |
4.643 |
4.643 |
4.643 |
4.634 |
| S1 |
4.579 |
4.579 |
4.607 |
4.560 |
| S2 |
4.541 |
4.541 |
4.597 |
|
| S3 |
4.439 |
4.477 |
4.588 |
|
| S4 |
4.337 |
4.375 |
4.560 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.274 |
5.193 |
4.796 |
|
| R3 |
5.056 |
4.975 |
4.736 |
|
| R2 |
4.838 |
4.838 |
4.716 |
|
| R1 |
4.757 |
4.757 |
4.696 |
4.798 |
| PP |
4.620 |
4.620 |
4.620 |
4.640 |
| S1 |
4.539 |
4.539 |
4.656 |
4.580 |
| S2 |
4.402 |
4.402 |
4.636 |
|
| S3 |
4.184 |
4.321 |
4.616 |
|
| S4 |
3.966 |
4.103 |
4.556 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.708 |
4.544 |
0.164 |
3.6% |
0.085 |
1.8% |
44% |
True |
False |
23,966 |
| 10 |
4.708 |
4.323 |
0.385 |
8.3% |
0.101 |
2.2% |
76% |
True |
False |
20,645 |
| 20 |
4.708 |
4.264 |
0.444 |
9.6% |
0.103 |
2.2% |
79% |
True |
False |
17,874 |
| 40 |
4.845 |
4.264 |
0.581 |
12.6% |
0.102 |
2.2% |
61% |
False |
False |
14,202 |
| 60 |
4.845 |
4.264 |
0.581 |
12.6% |
0.099 |
2.1% |
61% |
False |
False |
11,665 |
| 80 |
4.845 |
4.264 |
0.581 |
12.6% |
0.108 |
2.3% |
61% |
False |
False |
10,182 |
| 100 |
4.845 |
4.096 |
0.749 |
16.2% |
0.108 |
2.3% |
69% |
False |
False |
8,962 |
| 120 |
4.845 |
3.923 |
0.922 |
20.0% |
0.101 |
2.2% |
75% |
False |
False |
7,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.142 |
|
2.618 |
4.975 |
|
1.618 |
4.873 |
|
1.000 |
4.810 |
|
0.618 |
4.771 |
|
HIGH |
4.708 |
|
0.618 |
4.669 |
|
0.500 |
4.657 |
|
0.382 |
4.645 |
|
LOW |
4.606 |
|
0.618 |
4.543 |
|
1.000 |
4.504 |
|
1.618 |
4.441 |
|
2.618 |
4.339 |
|
4.250 |
4.173 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.657 |
4.628 |
| PP |
4.643 |
4.624 |
| S1 |
4.630 |
4.620 |
|