NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 02-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2014 |
02-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.551 |
4.571 |
0.020 |
0.4% |
4.386 |
| High |
4.557 |
4.599 |
0.042 |
0.9% |
4.603 |
| Low |
4.467 |
4.515 |
0.048 |
1.1% |
4.370 |
| Close |
4.518 |
4.593 |
0.075 |
1.7% |
4.518 |
| Range |
0.090 |
0.084 |
-0.006 |
-6.7% |
0.233 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.1% |
0.000 |
| Volume |
12,647 |
10,062 |
-2,585 |
-20.4% |
32,924 |
|
| Daily Pivots for day following 02-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.821 |
4.791 |
4.639 |
|
| R3 |
4.737 |
4.707 |
4.616 |
|
| R2 |
4.653 |
4.653 |
4.608 |
|
| R1 |
4.623 |
4.623 |
4.601 |
4.638 |
| PP |
4.569 |
4.569 |
4.569 |
4.577 |
| S1 |
4.539 |
4.539 |
4.585 |
4.554 |
| S2 |
4.485 |
4.485 |
4.578 |
|
| S3 |
4.401 |
4.455 |
4.570 |
|
| S4 |
4.317 |
4.371 |
4.547 |
|
|
| Weekly Pivots for week ending 30-May-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.196 |
5.090 |
4.646 |
|
| R3 |
4.963 |
4.857 |
4.582 |
|
| R2 |
4.730 |
4.730 |
4.561 |
|
| R1 |
4.624 |
4.624 |
4.539 |
4.677 |
| PP |
4.497 |
4.497 |
4.497 |
4.524 |
| S1 |
4.391 |
4.391 |
4.497 |
4.444 |
| S2 |
4.264 |
4.264 |
4.475 |
|
| S3 |
4.031 |
4.158 |
4.454 |
|
| S4 |
3.798 |
3.925 |
4.390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.603 |
4.370 |
0.233 |
5.1% |
0.100 |
2.2% |
96% |
False |
False |
8,597 |
| 10 |
4.603 |
4.347 |
0.256 |
5.6% |
0.096 |
2.1% |
96% |
False |
False |
7,261 |
| 20 |
4.837 |
4.320 |
0.517 |
11.3% |
0.096 |
2.1% |
53% |
False |
False |
7,616 |
| 40 |
4.880 |
4.320 |
0.560 |
12.2% |
0.090 |
2.0% |
49% |
False |
False |
5,958 |
| 60 |
4.880 |
4.320 |
0.560 |
12.2% |
0.089 |
1.9% |
49% |
False |
False |
5,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.956 |
|
2.618 |
4.819 |
|
1.618 |
4.735 |
|
1.000 |
4.683 |
|
0.618 |
4.651 |
|
HIGH |
4.599 |
|
0.618 |
4.567 |
|
0.500 |
4.557 |
|
0.382 |
4.547 |
|
LOW |
4.515 |
|
0.618 |
4.463 |
|
1.000 |
4.431 |
|
1.618 |
4.379 |
|
2.618 |
4.295 |
|
4.250 |
4.158 |
|
|
| Fisher Pivots for day following 02-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.581 |
4.574 |
| PP |
4.569 |
4.554 |
| S1 |
4.557 |
4.535 |
|