NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.754 |
4.757 |
0.003 |
0.1% |
4.714 |
High |
4.793 |
4.886 |
0.093 |
1.9% |
4.793 |
Low |
4.716 |
4.669 |
-0.047 |
-1.0% |
4.504 |
Close |
4.739 |
4.707 |
-0.032 |
-0.7% |
4.739 |
Range |
0.077 |
0.217 |
0.140 |
181.8% |
0.289 |
ATR |
0.117 |
0.124 |
0.007 |
6.2% |
0.000 |
Volume |
111,220 |
113,453 |
2,233 |
2.0% |
736,757 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.405 |
5.273 |
4.826 |
|
R3 |
5.188 |
5.056 |
4.767 |
|
R2 |
4.971 |
4.971 |
4.747 |
|
R1 |
4.839 |
4.839 |
4.727 |
4.797 |
PP |
4.754 |
4.754 |
4.754 |
4.733 |
S1 |
4.622 |
4.622 |
4.687 |
4.580 |
S2 |
4.537 |
4.537 |
4.667 |
|
S3 |
4.320 |
4.405 |
4.647 |
|
S4 |
4.103 |
4.188 |
4.588 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.546 |
5.431 |
4.898 |
|
R3 |
5.257 |
5.142 |
4.818 |
|
R2 |
4.968 |
4.968 |
4.792 |
|
R1 |
4.853 |
4.853 |
4.765 |
4.911 |
PP |
4.679 |
4.679 |
4.679 |
4.707 |
S1 |
4.564 |
4.564 |
4.713 |
4.622 |
S2 |
4.390 |
4.390 |
4.686 |
|
S3 |
4.101 |
4.275 |
4.660 |
|
S4 |
3.812 |
3.986 |
4.580 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.886 |
4.504 |
0.382 |
8.1% |
0.146 |
3.1% |
53% |
True |
False |
143,713 |
10 |
4.886 |
4.504 |
0.382 |
8.1% |
0.118 |
2.5% |
53% |
True |
False |
126,939 |
20 |
4.886 |
4.350 |
0.536 |
11.4% |
0.120 |
2.5% |
67% |
True |
False |
107,903 |
40 |
4.886 |
4.297 |
0.589 |
12.5% |
0.116 |
2.5% |
70% |
True |
False |
73,212 |
60 |
4.886 |
4.293 |
0.593 |
12.6% |
0.116 |
2.5% |
70% |
True |
False |
57,704 |
80 |
4.915 |
4.293 |
0.622 |
13.2% |
0.121 |
2.6% |
67% |
False |
False |
46,274 |
100 |
4.915 |
4.243 |
0.672 |
14.3% |
0.122 |
2.6% |
69% |
False |
False |
39,301 |
120 |
4.915 |
3.910 |
1.005 |
21.4% |
0.115 |
2.5% |
79% |
False |
False |
33,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.808 |
2.618 |
5.454 |
1.618 |
5.237 |
1.000 |
5.103 |
0.618 |
5.020 |
HIGH |
4.886 |
0.618 |
4.803 |
0.500 |
4.778 |
0.382 |
4.752 |
LOW |
4.669 |
0.618 |
4.535 |
1.000 |
4.452 |
1.618 |
4.318 |
2.618 |
4.101 |
4.250 |
3.747 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.778 |
4.706 |
PP |
4.754 |
4.704 |
S1 |
4.731 |
4.703 |
|