NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.529 |
4.753 |
0.224 |
4.9% |
4.703 |
High |
4.770 |
4.794 |
0.024 |
0.5% |
4.794 |
Low |
4.519 |
4.725 |
0.206 |
4.6% |
4.501 |
Close |
4.763 |
4.748 |
-0.015 |
-0.3% |
4.748 |
Range |
0.251 |
0.069 |
-0.182 |
-72.5% |
0.293 |
ATR |
0.116 |
0.113 |
-0.003 |
-2.9% |
0.000 |
Volume |
109,000 |
69,366 |
-39,634 |
-36.4% |
366,560 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.963 |
4.924 |
4.786 |
|
R3 |
4.894 |
4.855 |
4.767 |
|
R2 |
4.825 |
4.825 |
4.761 |
|
R1 |
4.786 |
4.786 |
4.754 |
4.771 |
PP |
4.756 |
4.756 |
4.756 |
4.748 |
S1 |
4.717 |
4.717 |
4.742 |
4.702 |
S2 |
4.687 |
4.687 |
4.735 |
|
S3 |
4.618 |
4.648 |
4.729 |
|
S4 |
4.549 |
4.579 |
4.710 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.560 |
5.447 |
4.909 |
|
R3 |
5.267 |
5.154 |
4.829 |
|
R2 |
4.974 |
4.974 |
4.802 |
|
R1 |
4.861 |
4.861 |
4.775 |
4.918 |
PP |
4.681 |
4.681 |
4.681 |
4.709 |
S1 |
4.568 |
4.568 |
4.721 |
4.625 |
S2 |
4.388 |
4.388 |
4.694 |
|
S3 |
4.095 |
4.275 |
4.667 |
|
S4 |
3.802 |
3.982 |
4.587 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.794 |
4.501 |
0.293 |
6.2% |
0.122 |
2.6% |
84% |
True |
False |
73,312 |
10 |
4.794 |
4.501 |
0.293 |
6.2% |
0.104 |
2.2% |
84% |
True |
False |
49,467 |
20 |
4.794 |
4.339 |
0.455 |
9.6% |
0.108 |
2.3% |
90% |
True |
False |
35,057 |
40 |
4.870 |
4.296 |
0.574 |
12.1% |
0.112 |
2.4% |
79% |
False |
False |
23,588 |
60 |
4.870 |
4.296 |
0.574 |
12.1% |
0.109 |
2.3% |
79% |
False |
False |
18,508 |
80 |
4.891 |
4.296 |
0.595 |
12.5% |
0.114 |
2.4% |
76% |
False |
False |
15,527 |
100 |
4.891 |
4.247 |
0.644 |
13.6% |
0.114 |
2.4% |
78% |
False |
False |
13,473 |
120 |
4.891 |
3.921 |
0.970 |
20.4% |
0.108 |
2.3% |
85% |
False |
False |
11,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.087 |
2.618 |
4.975 |
1.618 |
4.906 |
1.000 |
4.863 |
0.618 |
4.837 |
HIGH |
4.794 |
0.618 |
4.768 |
0.500 |
4.760 |
0.382 |
4.751 |
LOW |
4.725 |
0.618 |
4.682 |
1.000 |
4.656 |
1.618 |
4.613 |
2.618 |
4.544 |
4.250 |
4.432 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.760 |
4.715 |
PP |
4.756 |
4.681 |
S1 |
4.752 |
4.648 |
|