NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 04-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2014 |
04-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.564 |
4.579 |
0.015 |
0.3% |
4.352 |
High |
4.613 |
4.607 |
-0.006 |
-0.1% |
4.597 |
Low |
4.546 |
4.539 |
-0.007 |
-0.2% |
4.328 |
Close |
4.583 |
4.596 |
0.013 |
0.3% |
4.487 |
Range |
0.067 |
0.068 |
0.001 |
1.5% |
0.269 |
ATR |
0.106 |
0.103 |
-0.003 |
-2.6% |
0.000 |
Volume |
22,122 |
18,428 |
-3,694 |
-16.7% |
85,569 |
|
Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.785 |
4.758 |
4.633 |
|
R3 |
4.717 |
4.690 |
4.615 |
|
R2 |
4.649 |
4.649 |
4.608 |
|
R1 |
4.622 |
4.622 |
4.602 |
4.636 |
PP |
4.581 |
4.581 |
4.581 |
4.587 |
S1 |
4.554 |
4.554 |
4.590 |
4.568 |
S2 |
4.513 |
4.513 |
4.584 |
|
S3 |
4.445 |
4.486 |
4.577 |
|
S4 |
4.377 |
4.418 |
4.559 |
|
|
Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.278 |
5.151 |
4.635 |
|
R3 |
5.009 |
4.882 |
4.561 |
|
R2 |
4.740 |
4.740 |
4.536 |
|
R1 |
4.613 |
4.613 |
4.512 |
4.677 |
PP |
4.471 |
4.471 |
4.471 |
4.502 |
S1 |
4.344 |
4.344 |
4.462 |
4.408 |
S2 |
4.202 |
4.202 |
4.438 |
|
S3 |
3.933 |
4.075 |
4.413 |
|
S4 |
3.664 |
3.806 |
4.339 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.613 |
4.431 |
0.182 |
4.0% |
0.090 |
2.0% |
91% |
False |
False |
24,157 |
10 |
4.613 |
4.312 |
0.301 |
6.5% |
0.100 |
2.2% |
94% |
False |
False |
22,522 |
20 |
4.816 |
4.285 |
0.531 |
11.6% |
0.109 |
2.4% |
59% |
False |
False |
21,990 |
40 |
4.850 |
4.285 |
0.565 |
12.3% |
0.104 |
2.3% |
55% |
False |
False |
18,302 |
60 |
4.850 |
4.285 |
0.565 |
12.3% |
0.102 |
2.2% |
55% |
False |
False |
16,716 |
80 |
4.856 |
4.285 |
0.571 |
12.4% |
0.112 |
2.4% |
54% |
False |
False |
17,453 |
100 |
4.856 |
3.926 |
0.930 |
20.2% |
0.113 |
2.5% |
72% |
False |
False |
17,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.896 |
2.618 |
4.785 |
1.618 |
4.717 |
1.000 |
4.675 |
0.618 |
4.649 |
HIGH |
4.607 |
0.618 |
4.581 |
0.500 |
4.573 |
0.382 |
4.565 |
LOW |
4.539 |
0.618 |
4.497 |
1.000 |
4.471 |
1.618 |
4.429 |
2.618 |
4.361 |
4.250 |
4.250 |
|
|
Fisher Pivots for day following 04-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.588 |
4.580 |
PP |
4.581 |
4.564 |
S1 |
4.573 |
4.548 |
|