NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 09-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.688 |
4.711 |
0.023 |
0.5% |
4.571 |
| High |
4.722 |
4.736 |
0.014 |
0.3% |
4.722 |
| Low |
4.668 |
4.633 |
-0.035 |
-0.7% |
4.515 |
| Close |
4.700 |
4.645 |
-0.055 |
-1.2% |
4.700 |
| Range |
0.054 |
0.103 |
0.049 |
90.7% |
0.207 |
| ATR |
0.092 |
0.093 |
0.001 |
0.9% |
0.000 |
| Volume |
12,761 |
14,813 |
2,052 |
16.1% |
49,129 |
|
| Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.980 |
4.916 |
4.702 |
|
| R3 |
4.877 |
4.813 |
4.673 |
|
| R2 |
4.774 |
4.774 |
4.664 |
|
| R1 |
4.710 |
4.710 |
4.654 |
4.691 |
| PP |
4.671 |
4.671 |
4.671 |
4.662 |
| S1 |
4.607 |
4.607 |
4.636 |
4.588 |
| S2 |
4.568 |
4.568 |
4.626 |
|
| S3 |
4.465 |
4.504 |
4.617 |
|
| S4 |
4.362 |
4.401 |
4.588 |
|
|
| 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 |
4.736 |
4.574 |
0.162 |
3.5% |
0.080 |
1.7% |
44% |
True |
False |
10,776 |
| 10 |
4.736 |
4.370 |
0.366 |
7.9% |
0.090 |
1.9% |
75% |
True |
False |
9,686 |
| 20 |
4.736 |
4.320 |
0.416 |
9.0% |
0.093 |
2.0% |
78% |
True |
False |
8,486 |
| 40 |
4.880 |
4.320 |
0.560 |
12.1% |
0.091 |
2.0% |
58% |
False |
False |
6,781 |
| 60 |
4.880 |
4.320 |
0.560 |
12.1% |
0.088 |
1.9% |
58% |
False |
False |
5,831 |
| 80 |
4.889 |
4.320 |
0.569 |
12.2% |
0.095 |
2.1% |
57% |
False |
False |
5,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.174 |
|
2.618 |
5.006 |
|
1.618 |
4.903 |
|
1.000 |
4.839 |
|
0.618 |
4.800 |
|
HIGH |
4.736 |
|
0.618 |
4.697 |
|
0.500 |
4.685 |
|
0.382 |
4.672 |
|
LOW |
4.633 |
|
0.618 |
4.569 |
|
1.000 |
4.530 |
|
1.618 |
4.466 |
|
2.618 |
4.363 |
|
4.250 |
4.195 |
|
|
| Fisher Pivots for day following 09-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.685 |
4.657 |
| PP |
4.671 |
4.653 |
| S1 |
4.658 |
4.649 |
|