NYMEX Natural Gas Future November 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 |
4.584 |
4.613 |
0.029 |
0.6% |
4.386 |
| High |
4.640 |
4.640 |
0.000 |
0.0% |
4.603 |
| Low |
4.578 |
4.574 |
-0.004 |
-0.1% |
4.370 |
| Close |
4.612 |
4.629 |
0.017 |
0.4% |
4.518 |
| Range |
0.062 |
0.066 |
0.004 |
6.5% |
0.233 |
| ATR |
0.095 |
0.093 |
-0.002 |
-2.2% |
0.000 |
| Volume |
9,200 |
7,159 |
-2,041 |
-22.2% |
32,924 |
|
| Daily Pivots for day following 04-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.812 |
4.787 |
4.665 |
|
| R3 |
4.746 |
4.721 |
4.647 |
|
| R2 |
4.680 |
4.680 |
4.641 |
|
| R1 |
4.655 |
4.655 |
4.635 |
4.668 |
| PP |
4.614 |
4.614 |
4.614 |
4.621 |
| S1 |
4.589 |
4.589 |
4.623 |
4.602 |
| S2 |
4.548 |
4.548 |
4.617 |
|
| S3 |
4.482 |
4.523 |
4.611 |
|
| S4 |
4.416 |
4.457 |
4.593 |
|
|
| 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 |
3.7% |
0.082 |
1.8% |
94% |
True |
False |
9,442 |
| 10 |
4.640 |
4.347 |
0.293 |
6.3% |
0.090 |
2.0% |
96% |
True |
False |
8,177 |
| 20 |
4.837 |
4.320 |
0.517 |
11.2% |
0.097 |
2.1% |
60% |
False |
False |
8,017 |
| 40 |
4.880 |
4.320 |
0.560 |
12.1% |
0.091 |
2.0% |
55% |
False |
False |
6,148 |
| 60 |
4.880 |
4.320 |
0.560 |
12.1% |
0.088 |
1.9% |
55% |
False |
False |
5,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.921 |
|
2.618 |
4.813 |
|
1.618 |
4.747 |
|
1.000 |
4.706 |
|
0.618 |
4.681 |
|
HIGH |
4.640 |
|
0.618 |
4.615 |
|
0.500 |
4.607 |
|
0.382 |
4.599 |
|
LOW |
4.574 |
|
0.618 |
4.533 |
|
1.000 |
4.508 |
|
1.618 |
4.467 |
|
2.618 |
4.401 |
|
4.250 |
4.294 |
|
|
| Fisher Pivots for day following 04-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.622 |
4.612 |
| PP |
4.614 |
4.595 |
| S1 |
4.607 |
4.578 |
|