NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 10-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.711 |
4.626 |
-0.085 |
-1.8% |
4.571 |
| High |
4.736 |
4.637 |
-0.099 |
-2.1% |
4.722 |
| Low |
4.633 |
4.536 |
-0.097 |
-2.1% |
4.515 |
| Close |
4.645 |
4.547 |
-0.098 |
-2.1% |
4.700 |
| Range |
0.103 |
0.101 |
-0.002 |
-1.9% |
0.207 |
| ATR |
0.093 |
0.094 |
0.001 |
1.3% |
0.000 |
| Volume |
14,813 |
13,797 |
-1,016 |
-6.9% |
49,129 |
|
| Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.876 |
4.813 |
4.603 |
|
| R3 |
4.775 |
4.712 |
4.575 |
|
| R2 |
4.674 |
4.674 |
4.566 |
|
| R1 |
4.611 |
4.611 |
4.556 |
4.592 |
| PP |
4.573 |
4.573 |
4.573 |
4.564 |
| S1 |
4.510 |
4.510 |
4.538 |
4.491 |
| S2 |
4.472 |
4.472 |
4.528 |
|
| S3 |
4.371 |
4.409 |
4.519 |
|
| S4 |
4.270 |
4.308 |
4.491 |
|
|
| 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 |
4.536 |
0.200 |
4.4% |
0.087 |
1.9% |
6% |
False |
True |
11,695 |
| 10 |
4.736 |
4.467 |
0.269 |
5.9% |
0.088 |
1.9% |
30% |
False |
False |
10,512 |
| 20 |
4.736 |
4.320 |
0.416 |
9.1% |
0.094 |
2.1% |
55% |
False |
False |
8,714 |
| 40 |
4.880 |
4.320 |
0.560 |
12.3% |
0.092 |
2.0% |
41% |
False |
False |
6,936 |
| 60 |
4.880 |
4.320 |
0.560 |
12.3% |
0.089 |
2.0% |
41% |
False |
False |
6,015 |
| 80 |
4.889 |
4.320 |
0.569 |
12.5% |
0.096 |
2.1% |
40% |
False |
False |
5,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.066 |
|
2.618 |
4.901 |
|
1.618 |
4.800 |
|
1.000 |
4.738 |
|
0.618 |
4.699 |
|
HIGH |
4.637 |
|
0.618 |
4.598 |
|
0.500 |
4.587 |
|
0.382 |
4.575 |
|
LOW |
4.536 |
|
0.618 |
4.474 |
|
1.000 |
4.435 |
|
1.618 |
4.373 |
|
2.618 |
4.272 |
|
4.250 |
4.107 |
|
|
| Fisher Pivots for day following 10-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.587 |
4.636 |
| PP |
4.573 |
4.606 |
| S1 |
4.560 |
4.577 |
|