NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 24-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.522 |
4.437 |
-0.085 |
-1.9% |
4.757 |
High |
4.577 |
4.556 |
-0.021 |
-0.5% |
4.886 |
Low |
4.436 |
4.431 |
-0.005 |
-0.1% |
4.516 |
Close |
4.446 |
4.535 |
0.089 |
2.0% |
4.531 |
Range |
0.141 |
0.125 |
-0.016 |
-11.3% |
0.370 |
ATR |
0.121 |
0.122 |
0.000 |
0.2% |
0.000 |
Volume |
67,383 |
57,868 |
-9,515 |
-14.1% |
508,336 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.882 |
4.834 |
4.604 |
|
R3 |
4.757 |
4.709 |
4.569 |
|
R2 |
4.632 |
4.632 |
4.558 |
|
R1 |
4.584 |
4.584 |
4.546 |
4.608 |
PP |
4.507 |
4.507 |
4.507 |
4.520 |
S1 |
4.459 |
4.459 |
4.524 |
4.483 |
S2 |
4.382 |
4.382 |
4.512 |
|
S3 |
4.257 |
4.334 |
4.501 |
|
S4 |
4.132 |
4.209 |
4.466 |
|
|
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 |
4.431 |
0.342 |
7.5% |
0.126 |
2.8% |
30% |
False |
True |
88,552 |
10 |
4.886 |
4.431 |
0.455 |
10.0% |
0.131 |
2.9% |
23% |
False |
True |
108,691 |
20 |
4.886 |
4.431 |
0.455 |
10.0% |
0.118 |
2.6% |
23% |
False |
True |
111,700 |
40 |
4.886 |
4.297 |
0.589 |
13.0% |
0.118 |
2.6% |
40% |
False |
False |
82,586 |
60 |
4.886 |
4.293 |
0.593 |
13.1% |
0.117 |
2.6% |
41% |
False |
False |
64,992 |
80 |
4.886 |
4.293 |
0.593 |
13.1% |
0.116 |
2.6% |
41% |
False |
False |
51,778 |
100 |
4.915 |
4.293 |
0.622 |
13.7% |
0.121 |
2.7% |
39% |
False |
False |
43,933 |
120 |
4.915 |
3.910 |
1.005 |
22.2% |
0.119 |
2.6% |
62% |
False |
False |
37,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.087 |
2.618 |
4.883 |
1.618 |
4.758 |
1.000 |
4.681 |
0.618 |
4.633 |
HIGH |
4.556 |
0.618 |
4.508 |
0.500 |
4.494 |
0.382 |
4.479 |
LOW |
4.431 |
0.618 |
4.354 |
1.000 |
4.306 |
1.618 |
4.229 |
2.618 |
4.104 |
4.250 |
3.900 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.521 |
4.531 |
PP |
4.507 |
4.527 |
S1 |
4.494 |
4.523 |
|