NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.615 |
4.533 |
-0.082 |
-1.8% |
4.530 |
High |
4.626 |
4.568 |
-0.058 |
-1.3% |
4.727 |
Low |
4.516 |
4.501 |
-0.015 |
-0.3% |
4.510 |
Close |
4.523 |
4.504 |
-0.019 |
-0.4% |
4.700 |
Range |
0.110 |
0.067 |
-0.043 |
-39.1% |
0.217 |
ATR |
0.108 |
0.105 |
-0.003 |
-2.7% |
0.000 |
Volume |
71,013 |
59,044 |
-11,969 |
-16.9% |
128,110 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.725 |
4.682 |
4.541 |
|
R3 |
4.658 |
4.615 |
4.522 |
|
R2 |
4.591 |
4.591 |
4.516 |
|
R1 |
4.548 |
4.548 |
4.510 |
4.536 |
PP |
4.524 |
4.524 |
4.524 |
4.519 |
S1 |
4.481 |
4.481 |
4.498 |
4.469 |
S2 |
4.457 |
4.457 |
4.492 |
|
S3 |
4.390 |
4.414 |
4.486 |
|
S4 |
4.323 |
4.347 |
4.467 |
|
|
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 |
4.501 |
0.233 |
5.2% |
0.096 |
2.1% |
1% |
False |
True |
49,438 |
10 |
4.734 |
4.471 |
0.263 |
5.8% |
0.095 |
2.1% |
13% |
False |
False |
38,503 |
20 |
4.734 |
4.296 |
0.438 |
9.7% |
0.105 |
2.3% |
47% |
False |
False |
27,611 |
40 |
4.870 |
4.296 |
0.574 |
12.7% |
0.109 |
2.4% |
36% |
False |
False |
19,538 |
60 |
4.870 |
4.296 |
0.574 |
12.7% |
0.106 |
2.4% |
36% |
False |
False |
15,735 |
80 |
4.891 |
4.296 |
0.595 |
13.2% |
0.113 |
2.5% |
35% |
False |
False |
13,482 |
100 |
4.891 |
4.061 |
0.830 |
18.4% |
0.113 |
2.5% |
53% |
False |
False |
11,738 |
120 |
4.891 |
3.921 |
0.970 |
21.5% |
0.107 |
2.4% |
60% |
False |
False |
10,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.853 |
2.618 |
4.743 |
1.618 |
4.676 |
1.000 |
4.635 |
0.618 |
4.609 |
HIGH |
4.568 |
0.618 |
4.542 |
0.500 |
4.535 |
0.382 |
4.527 |
LOW |
4.501 |
0.618 |
4.460 |
1.000 |
4.434 |
1.618 |
4.393 |
2.618 |
4.326 |
4.250 |
4.216 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.535 |
4.618 |
PP |
4.524 |
4.580 |
S1 |
4.514 |
4.542 |
|