NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 03-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2014 |
03-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.571 |
4.584 |
0.013 |
0.3% |
4.386 |
| High |
4.599 |
4.640 |
0.041 |
0.9% |
4.603 |
| Low |
4.515 |
4.578 |
0.063 |
1.4% |
4.370 |
| Close |
4.593 |
4.612 |
0.019 |
0.4% |
4.518 |
| Range |
0.084 |
0.062 |
-0.022 |
-26.2% |
0.233 |
| ATR |
0.098 |
0.095 |
-0.003 |
-2.6% |
0.000 |
| Volume |
10,062 |
9,200 |
-862 |
-8.6% |
32,924 |
|
| Daily Pivots for day following 03-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.796 |
4.766 |
4.646 |
|
| R3 |
4.734 |
4.704 |
4.629 |
|
| R2 |
4.672 |
4.672 |
4.623 |
|
| R1 |
4.642 |
4.642 |
4.618 |
4.657 |
| PP |
4.610 |
4.610 |
4.610 |
4.618 |
| S1 |
4.580 |
4.580 |
4.606 |
4.595 |
| S2 |
4.548 |
4.548 |
4.601 |
|
| S3 |
4.486 |
4.518 |
4.595 |
|
| S4 |
4.424 |
4.456 |
4.578 |
|
|
| 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 |
4.640 |
4.467 |
0.173 |
3.8% |
0.089 |
1.9% |
84% |
True |
False |
9,330 |
| 10 |
4.640 |
4.347 |
0.293 |
6.4% |
0.092 |
2.0% |
90% |
True |
False |
7,837 |
| 20 |
4.837 |
4.320 |
0.517 |
11.2% |
0.097 |
2.1% |
56% |
False |
False |
7,749 |
| 40 |
4.880 |
4.320 |
0.560 |
12.1% |
0.091 |
2.0% |
52% |
False |
False |
6,012 |
| 60 |
4.880 |
4.320 |
0.560 |
12.1% |
0.089 |
1.9% |
52% |
False |
False |
5,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.904 |
|
2.618 |
4.802 |
|
1.618 |
4.740 |
|
1.000 |
4.702 |
|
0.618 |
4.678 |
|
HIGH |
4.640 |
|
0.618 |
4.616 |
|
0.500 |
4.609 |
|
0.382 |
4.602 |
|
LOW |
4.578 |
|
0.618 |
4.540 |
|
1.000 |
4.516 |
|
1.618 |
4.478 |
|
2.618 |
4.416 |
|
4.250 |
4.315 |
|
|
| Fisher Pivots for day following 03-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.611 |
4.593 |
| PP |
4.610 |
4.573 |
| S1 |
4.609 |
4.554 |
|