NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 09-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2014 |
09-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.688 |
4.703 |
0.015 |
0.3% |
4.530 |
High |
4.727 |
4.734 |
0.007 |
0.1% |
4.727 |
Low |
4.669 |
4.622 |
-0.047 |
-1.0% |
4.510 |
Close |
4.700 |
4.635 |
-0.065 |
-1.4% |
4.700 |
Range |
0.058 |
0.112 |
0.054 |
93.1% |
0.217 |
ATR |
0.107 |
0.107 |
0.000 |
0.4% |
0.000 |
Volume |
38,484 |
58,137 |
19,653 |
51.1% |
128,110 |
|
Daily Pivots for day following 09-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.000 |
4.929 |
4.697 |
|
R3 |
4.888 |
4.817 |
4.666 |
|
R2 |
4.776 |
4.776 |
4.656 |
|
R1 |
4.705 |
4.705 |
4.645 |
4.685 |
PP |
4.664 |
4.664 |
4.664 |
4.653 |
S1 |
4.593 |
4.593 |
4.625 |
4.573 |
S2 |
4.552 |
4.552 |
4.614 |
|
S3 |
4.440 |
4.481 |
4.604 |
|
S4 |
4.328 |
4.369 |
4.573 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.297 |
5.215 |
4.819 |
|
R3 |
5.080 |
4.998 |
4.760 |
|
R2 |
4.863 |
4.863 |
4.740 |
|
R1 |
4.781 |
4.781 |
4.720 |
4.822 |
PP |
4.646 |
4.646 |
4.646 |
4.666 |
S1 |
4.564 |
4.564 |
4.680 |
4.605 |
S2 |
4.429 |
4.429 |
4.660 |
|
S3 |
4.212 |
4.347 |
4.640 |
|
S4 |
3.995 |
4.130 |
4.581 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.734 |
4.566 |
0.168 |
3.6% |
0.089 |
1.9% |
41% |
True |
False |
32,013 |
10 |
4.734 |
4.353 |
0.381 |
8.2% |
0.105 |
2.3% |
74% |
True |
False |
28,451 |
20 |
4.734 |
4.296 |
0.438 |
9.4% |
0.110 |
2.4% |
77% |
True |
False |
22,784 |
40 |
4.870 |
4.296 |
0.574 |
12.4% |
0.108 |
2.3% |
59% |
False |
False |
17,145 |
60 |
4.870 |
4.296 |
0.574 |
12.4% |
0.106 |
2.3% |
59% |
False |
False |
13,800 |
80 |
4.891 |
4.296 |
0.595 |
12.8% |
0.113 |
2.4% |
57% |
False |
False |
11,982 |
100 |
4.891 |
4.061 |
0.830 |
17.9% |
0.112 |
2.4% |
69% |
False |
False |
10,481 |
120 |
4.891 |
3.921 |
0.970 |
20.9% |
0.106 |
2.3% |
74% |
False |
False |
9,052 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.210 |
2.618 |
5.027 |
1.618 |
4.915 |
1.000 |
4.846 |
0.618 |
4.803 |
HIGH |
4.734 |
0.618 |
4.691 |
0.500 |
4.678 |
0.382 |
4.665 |
LOW |
4.622 |
0.618 |
4.553 |
1.000 |
4.510 |
1.618 |
4.441 |
2.618 |
4.329 |
4.250 |
4.146 |
|
|
Fisher Pivots for day following 09-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.678 |
4.655 |
PP |
4.664 |
4.648 |
S1 |
4.649 |
4.642 |
|