NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.535 |
4.526 |
-0.009 |
-0.2% |
4.551 |
High |
4.573 |
4.769 |
0.196 |
4.3% |
4.736 |
Low |
4.504 |
4.520 |
0.016 |
0.4% |
4.522 |
Close |
4.508 |
4.762 |
0.254 |
5.6% |
4.710 |
Range |
0.069 |
0.249 |
0.180 |
260.9% |
0.214 |
ATR |
0.109 |
0.120 |
0.011 |
10.0% |
0.000 |
Volume |
112,255 |
229,855 |
117,600 |
104.8% |
502,562 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.431 |
5.345 |
4.899 |
|
R3 |
5.182 |
5.096 |
4.830 |
|
R2 |
4.933 |
4.933 |
4.808 |
|
R1 |
4.847 |
4.847 |
4.785 |
4.890 |
PP |
4.684 |
4.684 |
4.684 |
4.705 |
S1 |
4.598 |
4.598 |
4.739 |
4.641 |
S2 |
4.435 |
4.435 |
4.716 |
|
S3 |
4.186 |
4.349 |
4.694 |
|
S4 |
3.937 |
4.100 |
4.625 |
|
|
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 |
4.769 |
4.504 |
0.265 |
5.6% |
0.121 |
2.5% |
97% |
True |
False |
146,949 |
10 |
4.769 |
4.489 |
0.280 |
5.9% |
0.109 |
2.3% |
98% |
True |
False |
122,956 |
20 |
4.769 |
4.297 |
0.472 |
9.9% |
0.119 |
2.5% |
99% |
True |
False |
101,357 |
40 |
4.877 |
4.297 |
0.580 |
12.2% |
0.117 |
2.4% |
80% |
False |
False |
68,587 |
60 |
4.877 |
4.293 |
0.584 |
12.3% |
0.114 |
2.4% |
80% |
False |
False |
54,277 |
80 |
4.915 |
4.293 |
0.622 |
13.1% |
0.121 |
2.5% |
75% |
False |
False |
43,764 |
100 |
4.915 |
4.090 |
0.825 |
17.3% |
0.122 |
2.6% |
81% |
False |
False |
37,153 |
120 |
4.915 |
3.910 |
1.005 |
21.1% |
0.114 |
2.4% |
85% |
False |
False |
31,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.827 |
2.618 |
5.421 |
1.618 |
5.172 |
1.000 |
5.018 |
0.618 |
4.923 |
HIGH |
4.769 |
0.618 |
4.674 |
0.500 |
4.645 |
0.382 |
4.615 |
LOW |
4.520 |
0.618 |
4.366 |
1.000 |
4.271 |
1.618 |
4.117 |
2.618 |
3.868 |
4.250 |
3.462 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.723 |
4.720 |
PP |
4.684 |
4.678 |
S1 |
4.645 |
4.637 |
|