NYMEX Natural Gas Future June 2014
Trading Metrics calculated at close of trading on 24-Apr-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2014 |
24-Apr-2014 |
Change |
Change % |
Previous Week |
Open |
4.771 |
4.742 |
-0.029 |
-0.6% |
4.639 |
High |
4.802 |
4.818 |
0.016 |
0.3% |
4.759 |
Low |
4.735 |
4.691 |
-0.044 |
-0.9% |
4.500 |
Close |
4.747 |
4.723 |
-0.024 |
-0.5% |
4.754 |
Range |
0.067 |
0.127 |
0.060 |
89.6% |
0.259 |
ATR |
0.117 |
0.118 |
0.001 |
0.6% |
0.000 |
Volume |
48,779 |
64,071 |
15,292 |
31.3% |
220,874 |
|
Daily Pivots for day following 24-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.125 |
5.051 |
4.793 |
|
R3 |
4.998 |
4.924 |
4.758 |
|
R2 |
4.871 |
4.871 |
4.746 |
|
R1 |
4.797 |
4.797 |
4.735 |
4.771 |
PP |
4.744 |
4.744 |
4.744 |
4.731 |
S1 |
4.670 |
4.670 |
4.711 |
4.644 |
S2 |
4.617 |
4.617 |
4.700 |
|
S3 |
4.490 |
4.543 |
4.688 |
|
S4 |
4.363 |
4.416 |
4.653 |
|
|
Weekly Pivots for week ending 18-Apr-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.448 |
5.360 |
4.896 |
|
R3 |
5.189 |
5.101 |
4.825 |
|
R2 |
4.930 |
4.930 |
4.801 |
|
R1 |
4.842 |
4.842 |
4.778 |
4.886 |
PP |
4.671 |
4.671 |
4.671 |
4.693 |
S1 |
4.583 |
4.583 |
4.730 |
4.627 |
S2 |
4.412 |
4.412 |
4.707 |
|
S3 |
4.153 |
4.324 |
4.683 |
|
S4 |
3.894 |
4.065 |
4.612 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.818 |
4.500 |
0.318 |
6.7% |
0.126 |
2.7% |
70% |
True |
False |
61,898 |
10 |
4.818 |
4.500 |
0.318 |
6.7% |
0.117 |
2.5% |
70% |
True |
False |
59,191 |
20 |
4.818 |
4.255 |
0.563 |
11.9% |
0.121 |
2.6% |
83% |
True |
False |
43,844 |
40 |
4.818 |
4.255 |
0.563 |
11.9% |
0.119 |
2.5% |
83% |
True |
False |
29,126 |
60 |
4.893 |
4.255 |
0.638 |
13.5% |
0.130 |
2.8% |
73% |
False |
False |
24,792 |
80 |
4.893 |
3.874 |
1.019 |
21.6% |
0.124 |
2.6% |
83% |
False |
False |
20,787 |
100 |
4.893 |
3.874 |
1.019 |
21.6% |
0.111 |
2.4% |
83% |
False |
False |
17,753 |
120 |
4.893 |
3.537 |
1.356 |
28.7% |
0.104 |
2.2% |
87% |
False |
False |
15,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.358 |
2.618 |
5.150 |
1.618 |
5.023 |
1.000 |
4.945 |
0.618 |
4.896 |
HIGH |
4.818 |
0.618 |
4.769 |
0.500 |
4.755 |
0.382 |
4.740 |
LOW |
4.691 |
0.618 |
4.613 |
1.000 |
4.564 |
1.618 |
4.486 |
2.618 |
4.359 |
4.250 |
4.151 |
|
|
Fisher Pivots for day following 24-Apr-2014 |
Pivot |
1 day |
3 day |
R1 |
4.755 |
4.755 |
PP |
4.744 |
4.744 |
S1 |
4.734 |
4.734 |
|