NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 17-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.757 |
4.707 |
-0.050 |
-1.1% |
4.714 |
High |
4.886 |
4.739 |
-0.147 |
-3.0% |
4.793 |
Low |
4.669 |
4.672 |
0.003 |
0.1% |
4.504 |
Close |
4.707 |
4.709 |
0.002 |
0.0% |
4.739 |
Range |
0.217 |
0.067 |
-0.150 |
-69.1% |
0.289 |
ATR |
0.124 |
0.120 |
-0.004 |
-3.3% |
0.000 |
Volume |
113,453 |
77,371 |
-36,082 |
-31.8% |
736,757 |
|
Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.908 |
4.875 |
4.746 |
|
R3 |
4.841 |
4.808 |
4.727 |
|
R2 |
4.774 |
4.774 |
4.721 |
|
R1 |
4.741 |
4.741 |
4.715 |
4.758 |
PP |
4.707 |
4.707 |
4.707 |
4.715 |
S1 |
4.674 |
4.674 |
4.703 |
4.691 |
S2 |
4.640 |
4.640 |
4.697 |
|
S3 |
4.573 |
4.607 |
4.691 |
|
S4 |
4.506 |
4.540 |
4.672 |
|
|
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% |
0.136 |
2.9% |
54% |
False |
False |
128,830 |
10 |
4.886 |
4.504 |
0.382 |
8.1% |
0.118 |
2.5% |
54% |
False |
False |
126,516 |
20 |
4.886 |
4.350 |
0.536 |
11.4% |
0.117 |
2.5% |
67% |
False |
False |
109,513 |
40 |
4.886 |
4.297 |
0.589 |
12.5% |
0.115 |
2.4% |
70% |
False |
False |
73,966 |
60 |
4.886 |
4.293 |
0.593 |
12.6% |
0.116 |
2.5% |
70% |
False |
False |
58,802 |
80 |
4.915 |
4.293 |
0.622 |
13.2% |
0.120 |
2.5% |
67% |
False |
False |
47,125 |
100 |
4.915 |
4.267 |
0.648 |
13.8% |
0.122 |
2.6% |
68% |
False |
False |
39,999 |
120 |
4.915 |
3.910 |
1.005 |
21.3% |
0.116 |
2.5% |
80% |
False |
False |
34,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.024 |
2.618 |
4.914 |
1.618 |
4.847 |
1.000 |
4.806 |
0.618 |
4.780 |
HIGH |
4.739 |
0.618 |
4.713 |
0.500 |
4.706 |
0.382 |
4.698 |
LOW |
4.672 |
0.618 |
4.631 |
1.000 |
4.605 |
1.618 |
4.564 |
2.618 |
4.497 |
4.250 |
4.387 |
|
|
Fisher Pivots for day following 17-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.708 |
4.778 |
PP |
4.707 |
4.755 |
S1 |
4.706 |
4.732 |
|