NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 06-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2014 |
06-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.636 |
4.688 |
0.052 |
1.1% |
4.571 |
| High |
4.691 |
4.722 |
0.031 |
0.7% |
4.722 |
| Low |
4.578 |
4.668 |
0.090 |
2.0% |
4.515 |
| Close |
4.675 |
4.700 |
0.025 |
0.5% |
4.700 |
| Range |
0.113 |
0.054 |
-0.059 |
-52.2% |
0.207 |
| ATR |
0.095 |
0.092 |
-0.003 |
-3.1% |
0.000 |
| Volume |
9,947 |
12,761 |
2,814 |
28.3% |
49,129 |
|
| Daily Pivots for day following 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.859 |
4.833 |
4.730 |
|
| R3 |
4.805 |
4.779 |
4.715 |
|
| R2 |
4.751 |
4.751 |
4.710 |
|
| R1 |
4.725 |
4.725 |
4.705 |
4.738 |
| PP |
4.697 |
4.697 |
4.697 |
4.703 |
| S1 |
4.671 |
4.671 |
4.695 |
4.684 |
| S2 |
4.643 |
4.643 |
4.690 |
|
| S3 |
4.589 |
4.617 |
4.685 |
|
| S4 |
4.535 |
4.563 |
4.670 |
|
|
| Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.267 |
5.190 |
4.814 |
|
| R3 |
5.060 |
4.983 |
4.757 |
|
| R2 |
4.853 |
4.853 |
4.738 |
|
| R1 |
4.776 |
4.776 |
4.719 |
4.815 |
| PP |
4.646 |
4.646 |
4.646 |
4.665 |
| S1 |
4.569 |
4.569 |
4.681 |
4.608 |
| S2 |
4.439 |
4.439 |
4.662 |
|
| S3 |
4.232 |
4.362 |
4.643 |
|
| S4 |
4.025 |
4.155 |
4.586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.722 |
4.515 |
0.207 |
4.4% |
0.076 |
1.6% |
89% |
True |
False |
9,825 |
| 10 |
4.722 |
4.355 |
0.367 |
7.8% |
0.084 |
1.8% |
94% |
True |
False |
9,037 |
| 20 |
4.722 |
4.320 |
0.402 |
8.6% |
0.093 |
2.0% |
95% |
True |
False |
8,256 |
| 40 |
4.880 |
4.320 |
0.560 |
11.9% |
0.092 |
2.0% |
68% |
False |
False |
6,510 |
| 60 |
4.880 |
4.320 |
0.560 |
11.9% |
0.088 |
1.9% |
68% |
False |
False |
5,634 |
| 80 |
4.889 |
4.320 |
0.569 |
12.1% |
0.095 |
2.0% |
67% |
False |
False |
5,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.952 |
|
2.618 |
4.863 |
|
1.618 |
4.809 |
|
1.000 |
4.776 |
|
0.618 |
4.755 |
|
HIGH |
4.722 |
|
0.618 |
4.701 |
|
0.500 |
4.695 |
|
0.382 |
4.689 |
|
LOW |
4.668 |
|
0.618 |
4.635 |
|
1.000 |
4.614 |
|
1.618 |
4.581 |
|
2.618 |
4.527 |
|
4.250 |
4.439 |
|
|
| Fisher Pivots for day following 06-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.698 |
4.683 |
| PP |
4.697 |
4.665 |
| S1 |
4.695 |
4.648 |
|