NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.630 |
4.535 |
-0.095 |
-2.1% |
4.551 |
High |
4.636 |
4.573 |
-0.063 |
-1.4% |
4.736 |
Low |
4.520 |
4.504 |
-0.016 |
-0.4% |
4.522 |
Close |
4.530 |
4.508 |
-0.022 |
-0.5% |
4.710 |
Range |
0.116 |
0.069 |
-0.047 |
-40.5% |
0.214 |
ATR |
0.112 |
0.109 |
-0.003 |
-2.7% |
0.000 |
Volume |
151,782 |
112,255 |
-39,527 |
-26.0% |
502,562 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.735 |
4.691 |
4.546 |
|
R3 |
4.666 |
4.622 |
4.527 |
|
R2 |
4.597 |
4.597 |
4.521 |
|
R1 |
4.553 |
4.553 |
4.514 |
4.541 |
PP |
4.528 |
4.528 |
4.528 |
4.522 |
S1 |
4.484 |
4.484 |
4.502 |
4.472 |
S2 |
4.459 |
4.459 |
4.495 |
|
S3 |
4.390 |
4.415 |
4.489 |
|
S4 |
4.321 |
4.346 |
4.470 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.298 |
5.218 |
4.828 |
|
R3 |
5.084 |
5.004 |
4.769 |
|
R2 |
4.870 |
4.870 |
4.749 |
|
R1 |
4.790 |
4.790 |
4.730 |
4.830 |
PP |
4.656 |
4.656 |
4.656 |
4.676 |
S1 |
4.576 |
4.576 |
4.690 |
4.616 |
S2 |
4.442 |
4.442 |
4.671 |
|
S3 |
4.228 |
4.362 |
4.651 |
|
S4 |
4.014 |
4.148 |
4.592 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.743 |
4.504 |
0.239 |
5.3% |
0.098 |
2.2% |
2% |
False |
True |
131,663 |
10 |
4.743 |
4.489 |
0.254 |
5.6% |
0.098 |
2.2% |
7% |
False |
False |
113,589 |
20 |
4.743 |
4.297 |
0.446 |
9.9% |
0.109 |
2.4% |
47% |
False |
False |
92,083 |
40 |
4.877 |
4.297 |
0.580 |
12.9% |
0.113 |
2.5% |
36% |
False |
False |
63,317 |
60 |
4.877 |
4.293 |
0.584 |
13.0% |
0.112 |
2.5% |
37% |
False |
False |
50,604 |
80 |
4.915 |
4.293 |
0.622 |
13.8% |
0.119 |
2.6% |
35% |
False |
False |
41,109 |
100 |
4.915 |
4.090 |
0.825 |
18.3% |
0.120 |
2.7% |
51% |
False |
False |
34,910 |
120 |
4.915 |
3.910 |
1.005 |
22.3% |
0.113 |
2.5% |
60% |
False |
False |
29,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.866 |
2.618 |
4.754 |
1.618 |
4.685 |
1.000 |
4.642 |
0.618 |
4.616 |
HIGH |
4.573 |
0.618 |
4.547 |
0.500 |
4.539 |
0.382 |
4.530 |
LOW |
4.504 |
0.618 |
4.461 |
1.000 |
4.435 |
1.618 |
4.392 |
2.618 |
4.323 |
4.250 |
4.211 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.539 |
4.624 |
PP |
4.528 |
4.585 |
S1 |
4.518 |
4.547 |
|