NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 18-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.707 |
4.704 |
-0.003 |
-0.1% |
4.714 |
High |
4.739 |
4.773 |
0.034 |
0.7% |
4.793 |
Low |
4.672 |
4.646 |
-0.026 |
-0.6% |
4.504 |
Close |
4.709 |
4.659 |
-0.050 |
-1.1% |
4.739 |
Range |
0.067 |
0.127 |
0.060 |
89.6% |
0.289 |
ATR |
0.120 |
0.120 |
0.001 |
0.4% |
0.000 |
Volume |
77,371 |
84,964 |
7,593 |
9.8% |
736,757 |
|
Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.074 |
4.993 |
4.729 |
|
R3 |
4.947 |
4.866 |
4.694 |
|
R2 |
4.820 |
4.820 |
4.682 |
|
R1 |
4.739 |
4.739 |
4.671 |
4.716 |
PP |
4.693 |
4.693 |
4.693 |
4.681 |
S1 |
4.612 |
4.612 |
4.647 |
4.589 |
S2 |
4.566 |
4.566 |
4.636 |
|
S3 |
4.439 |
4.485 |
4.624 |
|
S4 |
4.312 |
4.358 |
4.589 |
|
|
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 |
4.520 |
0.366 |
7.9% |
0.147 |
3.2% |
38% |
False |
False |
123,372 |
10 |
4.886 |
4.504 |
0.382 |
8.2% |
0.123 |
2.6% |
41% |
False |
False |
127,518 |
20 |
4.886 |
4.350 |
0.536 |
11.5% |
0.117 |
2.5% |
58% |
False |
False |
110,234 |
40 |
4.886 |
4.297 |
0.589 |
12.6% |
0.116 |
2.5% |
61% |
False |
False |
75,575 |
60 |
4.886 |
4.293 |
0.593 |
12.7% |
0.117 |
2.5% |
62% |
False |
False |
60,021 |
80 |
4.886 |
4.293 |
0.593 |
12.7% |
0.117 |
2.5% |
62% |
False |
False |
48,074 |
100 |
4.915 |
4.267 |
0.648 |
13.9% |
0.122 |
2.6% |
60% |
False |
False |
40,756 |
120 |
4.915 |
3.910 |
1.005 |
21.6% |
0.116 |
2.5% |
75% |
False |
False |
34,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.313 |
2.618 |
5.105 |
1.618 |
4.978 |
1.000 |
4.900 |
0.618 |
4.851 |
HIGH |
4.773 |
0.618 |
4.724 |
0.500 |
4.710 |
0.382 |
4.695 |
LOW |
4.646 |
0.618 |
4.568 |
1.000 |
4.519 |
1.618 |
4.441 |
2.618 |
4.314 |
4.250 |
4.106 |
|
|
Fisher Pivots for day following 18-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.710 |
4.766 |
PP |
4.693 |
4.730 |
S1 |
4.676 |
4.695 |
|