NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 11-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.607 |
4.516 |
-0.091 |
-2.0% |
4.501 |
| High |
4.607 |
4.550 |
-0.057 |
-1.2% |
4.701 |
| Low |
4.500 |
4.489 |
-0.011 |
-0.2% |
4.483 |
| Close |
4.507 |
4.492 |
-0.015 |
-0.3% |
4.676 |
| Range |
0.107 |
0.061 |
-0.046 |
-43.0% |
0.218 |
| ATR |
0.103 |
0.100 |
-0.003 |
-2.9% |
0.000 |
| Volume |
48,995 |
60,654 |
11,659 |
23.8% |
93,482 |
|
| Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.693 |
4.654 |
4.526 |
|
| R3 |
4.632 |
4.593 |
4.509 |
|
| R2 |
4.571 |
4.571 |
4.503 |
|
| R1 |
4.532 |
4.532 |
4.498 |
4.521 |
| PP |
4.510 |
4.510 |
4.510 |
4.505 |
| S1 |
4.471 |
4.471 |
4.486 |
4.460 |
| S2 |
4.449 |
4.449 |
4.481 |
|
| S3 |
4.388 |
4.410 |
4.475 |
|
| S4 |
4.327 |
4.349 |
4.458 |
|
|
| 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 |
4.489 |
0.219 |
4.9% |
0.091 |
2.0% |
1% |
False |
True |
39,008 |
| 10 |
4.708 |
4.438 |
0.270 |
6.0% |
0.091 |
2.0% |
20% |
False |
False |
28,999 |
| 20 |
4.708 |
4.264 |
0.444 |
9.9% |
0.101 |
2.2% |
51% |
False |
False |
21,657 |
| 40 |
4.845 |
4.264 |
0.581 |
12.9% |
0.102 |
2.3% |
39% |
False |
False |
15,764 |
| 60 |
4.845 |
4.264 |
0.581 |
12.9% |
0.099 |
2.2% |
39% |
False |
False |
13,272 |
| 80 |
4.845 |
4.264 |
0.581 |
12.9% |
0.107 |
2.4% |
39% |
False |
False |
11,436 |
| 100 |
4.845 |
4.096 |
0.749 |
16.7% |
0.108 |
2.4% |
53% |
False |
False |
10,009 |
| 120 |
4.845 |
3.923 |
0.922 |
20.5% |
0.102 |
2.3% |
62% |
False |
False |
8,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.809 |
|
2.618 |
4.710 |
|
1.618 |
4.649 |
|
1.000 |
4.611 |
|
0.618 |
4.588 |
|
HIGH |
4.550 |
|
0.618 |
4.527 |
|
0.500 |
4.520 |
|
0.382 |
4.512 |
|
LOW |
4.489 |
|
0.618 |
4.451 |
|
1.000 |
4.428 |
|
1.618 |
4.390 |
|
2.618 |
4.329 |
|
4.250 |
4.230 |
|
|
| Fisher Pivots for day following 11-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.520 |
4.599 |
| PP |
4.510 |
4.563 |
| S1 |
4.501 |
4.528 |
|