NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.703 |
4.615 |
-0.088 |
-1.9% |
4.530 |
High |
4.734 |
4.626 |
-0.108 |
-2.3% |
4.727 |
Low |
4.622 |
4.516 |
-0.106 |
-2.3% |
4.510 |
Close |
4.635 |
4.523 |
-0.112 |
-2.4% |
4.700 |
Range |
0.112 |
0.110 |
-0.002 |
-1.8% |
0.217 |
ATR |
0.107 |
0.108 |
0.001 |
0.8% |
0.000 |
Volume |
58,137 |
71,013 |
12,876 |
22.1% |
128,110 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.885 |
4.814 |
4.584 |
|
R3 |
4.775 |
4.704 |
4.553 |
|
R2 |
4.665 |
4.665 |
4.543 |
|
R1 |
4.594 |
4.594 |
4.533 |
4.575 |
PP |
4.555 |
4.555 |
4.555 |
4.545 |
S1 |
4.484 |
4.484 |
4.513 |
4.465 |
S2 |
4.445 |
4.445 |
4.503 |
|
S3 |
4.335 |
4.374 |
4.493 |
|
S4 |
4.225 |
4.264 |
4.463 |
|
|
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 |
4.516 |
0.218 |
4.8% |
0.097 |
2.2% |
3% |
False |
True |
42,008 |
10 |
4.734 |
4.471 |
0.263 |
5.8% |
0.101 |
2.2% |
20% |
False |
False |
34,540 |
20 |
4.734 |
4.296 |
0.438 |
9.7% |
0.108 |
2.4% |
52% |
False |
False |
25,683 |
40 |
4.870 |
4.296 |
0.574 |
12.7% |
0.109 |
2.4% |
40% |
False |
False |
18,400 |
60 |
4.870 |
4.296 |
0.574 |
12.7% |
0.106 |
2.3% |
40% |
False |
False |
14,813 |
80 |
4.891 |
4.296 |
0.595 |
13.2% |
0.114 |
2.5% |
38% |
False |
False |
12,823 |
100 |
4.891 |
4.061 |
0.830 |
18.4% |
0.113 |
2.5% |
56% |
False |
False |
11,168 |
120 |
4.891 |
3.921 |
0.970 |
21.4% |
0.106 |
2.4% |
62% |
False |
False |
9,634 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.094 |
2.618 |
4.914 |
1.618 |
4.804 |
1.000 |
4.736 |
0.618 |
4.694 |
HIGH |
4.626 |
0.618 |
4.584 |
0.500 |
4.571 |
0.382 |
4.558 |
LOW |
4.516 |
0.618 |
4.448 |
1.000 |
4.406 |
1.618 |
4.338 |
2.618 |
4.228 |
4.250 |
4.049 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.571 |
4.625 |
PP |
4.555 |
4.591 |
S1 |
4.539 |
4.557 |
|