NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.533 |
4.529 |
-0.004 |
-0.1% |
4.530 |
High |
4.568 |
4.770 |
0.202 |
4.4% |
4.727 |
Low |
4.501 |
4.519 |
0.018 |
0.4% |
4.510 |
Close |
4.504 |
4.763 |
0.259 |
5.8% |
4.700 |
Range |
0.067 |
0.251 |
0.184 |
274.6% |
0.217 |
ATR |
0.105 |
0.116 |
0.012 |
11.0% |
0.000 |
Volume |
59,044 |
109,000 |
49,956 |
84.6% |
128,110 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.437 |
5.351 |
4.901 |
|
R3 |
5.186 |
5.100 |
4.832 |
|
R2 |
4.935 |
4.935 |
4.809 |
|
R1 |
4.849 |
4.849 |
4.786 |
4.892 |
PP |
4.684 |
4.684 |
4.684 |
4.706 |
S1 |
4.598 |
4.598 |
4.740 |
4.641 |
S2 |
4.433 |
4.433 |
4.717 |
|
S3 |
4.182 |
4.347 |
4.694 |
|
S4 |
3.931 |
4.096 |
4.625 |
|
|
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 |
4.770 |
4.501 |
0.269 |
5.6% |
0.120 |
2.5% |
97% |
True |
False |
67,135 |
10 |
4.770 |
4.471 |
0.299 |
6.3% |
0.107 |
2.2% |
98% |
True |
False |
45,767 |
20 |
4.770 |
4.296 |
0.474 |
10.0% |
0.115 |
2.4% |
99% |
True |
False |
32,204 |
40 |
4.870 |
4.296 |
0.574 |
12.1% |
0.113 |
2.4% |
81% |
False |
False |
22,070 |
60 |
4.870 |
4.296 |
0.574 |
12.1% |
0.109 |
2.3% |
81% |
False |
False |
17,427 |
80 |
4.891 |
4.296 |
0.595 |
12.5% |
0.115 |
2.4% |
78% |
False |
False |
14,721 |
100 |
4.891 |
4.061 |
0.830 |
17.4% |
0.115 |
2.4% |
85% |
False |
False |
12,795 |
120 |
4.891 |
3.921 |
0.970 |
20.4% |
0.108 |
2.3% |
87% |
False |
False |
10,989 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.837 |
2.618 |
5.427 |
1.618 |
5.176 |
1.000 |
5.021 |
0.618 |
4.925 |
HIGH |
4.770 |
0.618 |
4.674 |
0.500 |
4.645 |
0.382 |
4.615 |
LOW |
4.519 |
0.618 |
4.364 |
1.000 |
4.268 |
1.618 |
4.113 |
2.618 |
3.862 |
4.250 |
3.452 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.724 |
4.721 |
PP |
4.684 |
4.678 |
S1 |
4.645 |
4.636 |
|