NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.572 |
4.522 |
-0.050 |
-1.1% |
4.757 |
High |
4.614 |
4.577 |
-0.037 |
-0.8% |
4.886 |
Low |
4.516 |
4.436 |
-0.080 |
-1.8% |
4.516 |
Close |
4.531 |
4.446 |
-0.085 |
-1.9% |
4.531 |
Range |
0.098 |
0.141 |
0.043 |
43.9% |
0.370 |
ATR |
0.120 |
0.121 |
0.002 |
1.3% |
0.000 |
Volume |
76,734 |
67,383 |
-9,351 |
-12.2% |
508,336 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.909 |
4.819 |
4.524 |
|
R3 |
4.768 |
4.678 |
4.485 |
|
R2 |
4.627 |
4.627 |
4.472 |
|
R1 |
4.537 |
4.537 |
4.459 |
4.512 |
PP |
4.486 |
4.486 |
4.486 |
4.474 |
S1 |
4.396 |
4.396 |
4.433 |
4.371 |
S2 |
4.345 |
4.345 |
4.420 |
|
S3 |
4.204 |
4.255 |
4.407 |
|
S4 |
4.063 |
4.114 |
4.368 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.754 |
5.513 |
4.735 |
|
R3 |
5.384 |
5.143 |
4.633 |
|
R2 |
5.014 |
5.014 |
4.599 |
|
R1 |
4.773 |
4.773 |
4.565 |
4.709 |
PP |
4.644 |
4.644 |
4.644 |
4.612 |
S1 |
4.403 |
4.403 |
4.497 |
4.339 |
S2 |
4.274 |
4.274 |
4.463 |
|
S3 |
3.904 |
4.033 |
4.429 |
|
S4 |
3.534 |
3.663 |
4.328 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.773 |
4.436 |
0.337 |
7.6% |
0.115 |
2.6% |
3% |
False |
True |
92,453 |
10 |
4.886 |
4.436 |
0.450 |
10.1% |
0.130 |
2.9% |
2% |
False |
True |
118,083 |
20 |
4.886 |
4.364 |
0.522 |
11.7% |
0.119 |
2.7% |
16% |
False |
False |
113,520 |
40 |
4.886 |
4.297 |
0.589 |
13.2% |
0.119 |
2.7% |
25% |
False |
False |
81,607 |
60 |
4.886 |
4.293 |
0.593 |
13.3% |
0.116 |
2.6% |
26% |
False |
False |
64,398 |
80 |
4.886 |
4.293 |
0.593 |
13.3% |
0.116 |
2.6% |
26% |
False |
False |
51,210 |
100 |
4.915 |
4.293 |
0.622 |
14.0% |
0.122 |
2.7% |
25% |
False |
False |
43,444 |
120 |
4.915 |
3.910 |
1.005 |
22.6% |
0.118 |
2.7% |
53% |
False |
False |
37,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.176 |
2.618 |
4.946 |
1.618 |
4.805 |
1.000 |
4.718 |
0.618 |
4.664 |
HIGH |
4.577 |
0.618 |
4.523 |
0.500 |
4.507 |
0.382 |
4.490 |
LOW |
4.436 |
0.618 |
4.349 |
1.000 |
4.295 |
1.618 |
4.208 |
2.618 |
4.067 |
4.250 |
3.837 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.507 |
4.568 |
PP |
4.486 |
4.527 |
S1 |
4.466 |
4.487 |
|