NYMEX Natural Gas Future July 2014
Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.525 |
4.557 |
0.032 |
0.7% |
4.757 |
High |
4.587 |
4.597 |
0.010 |
0.2% |
4.886 |
Low |
4.517 |
4.350 |
-0.167 |
-3.7% |
4.516 |
Close |
4.553 |
4.400 |
-0.153 |
-3.4% |
4.531 |
Range |
0.070 |
0.247 |
0.177 |
252.9% |
0.370 |
ATR |
0.118 |
0.127 |
0.009 |
7.8% |
0.000 |
Volume |
40,583 |
10,971 |
-29,612 |
-73.0% |
508,336 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.190 |
5.042 |
4.536 |
|
R3 |
4.943 |
4.795 |
4.468 |
|
R2 |
4.696 |
4.696 |
4.445 |
|
R1 |
4.548 |
4.548 |
4.423 |
4.499 |
PP |
4.449 |
4.449 |
4.449 |
4.424 |
S1 |
4.301 |
4.301 |
4.377 |
4.252 |
S2 |
4.202 |
4.202 |
4.355 |
|
S3 |
3.955 |
4.054 |
4.332 |
|
S4 |
3.708 |
3.807 |
4.264 |
|
|
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 |
4.614 |
4.350 |
0.264 |
6.0% |
0.136 |
3.1% |
19% |
False |
True |
50,707 |
10 |
4.886 |
4.350 |
0.536 |
12.2% |
0.131 |
3.0% |
9% |
False |
True |
79,636 |
20 |
4.886 |
4.350 |
0.536 |
12.2% |
0.120 |
2.7% |
9% |
False |
True |
101,296 |
40 |
4.886 |
4.297 |
0.589 |
13.4% |
0.121 |
2.8% |
17% |
False |
False |
82,334 |
60 |
4.886 |
4.293 |
0.593 |
13.5% |
0.118 |
2.7% |
18% |
False |
False |
65,418 |
80 |
4.886 |
4.293 |
0.593 |
13.5% |
0.116 |
2.6% |
18% |
False |
False |
52,141 |
100 |
4.915 |
4.293 |
0.622 |
14.1% |
0.122 |
2.8% |
17% |
False |
False |
44,283 |
120 |
4.915 |
3.910 |
1.005 |
22.8% |
0.120 |
2.7% |
49% |
False |
False |
38,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.647 |
2.618 |
5.244 |
1.618 |
4.997 |
1.000 |
4.844 |
0.618 |
4.750 |
HIGH |
4.597 |
0.618 |
4.503 |
0.500 |
4.474 |
0.382 |
4.444 |
LOW |
4.350 |
0.618 |
4.197 |
1.000 |
4.103 |
1.618 |
3.950 |
2.618 |
3.703 |
4.250 |
3.300 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.474 |
4.474 |
PP |
4.449 |
4.449 |
S1 |
4.425 |
4.425 |
|