NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.753 |
4.758 |
0.005 |
0.1% |
4.703 |
High |
4.794 |
4.893 |
0.099 |
2.1% |
4.794 |
Low |
4.725 |
4.682 |
-0.043 |
-0.9% |
4.501 |
Close |
4.748 |
4.718 |
-0.030 |
-0.6% |
4.748 |
Range |
0.069 |
0.211 |
0.142 |
205.8% |
0.293 |
ATR |
0.113 |
0.120 |
0.007 |
6.2% |
0.000 |
Volume |
69,366 |
51,732 |
-17,634 |
-25.4% |
366,560 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.397 |
5.269 |
4.834 |
|
R3 |
5.186 |
5.058 |
4.776 |
|
R2 |
4.975 |
4.975 |
4.757 |
|
R1 |
4.847 |
4.847 |
4.737 |
4.806 |
PP |
4.764 |
4.764 |
4.764 |
4.744 |
S1 |
4.636 |
4.636 |
4.699 |
4.595 |
S2 |
4.553 |
4.553 |
4.679 |
|
S3 |
4.342 |
4.425 |
4.660 |
|
S4 |
4.131 |
4.214 |
4.602 |
|
|
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 |
4.893 |
4.501 |
0.392 |
8.3% |
0.142 |
3.0% |
55% |
True |
False |
72,031 |
10 |
4.893 |
4.501 |
0.392 |
8.3% |
0.115 |
2.4% |
55% |
True |
False |
52,022 |
20 |
4.893 |
4.339 |
0.554 |
11.7% |
0.116 |
2.5% |
68% |
True |
False |
36,781 |
40 |
4.893 |
4.296 |
0.597 |
12.7% |
0.112 |
2.4% |
71% |
True |
False |
24,712 |
60 |
4.893 |
4.296 |
0.597 |
12.7% |
0.111 |
2.4% |
71% |
True |
False |
19,297 |
80 |
4.893 |
4.296 |
0.597 |
12.7% |
0.115 |
2.4% |
71% |
True |
False |
16,067 |
100 |
4.893 |
4.253 |
0.640 |
13.6% |
0.115 |
2.4% |
73% |
True |
False |
13,981 |
120 |
4.893 |
3.921 |
0.972 |
20.6% |
0.109 |
2.3% |
82% |
True |
False |
11,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.790 |
2.618 |
5.445 |
1.618 |
5.234 |
1.000 |
5.104 |
0.618 |
5.023 |
HIGH |
4.893 |
0.618 |
4.812 |
0.500 |
4.788 |
0.382 |
4.763 |
LOW |
4.682 |
0.618 |
4.552 |
1.000 |
4.471 |
1.618 |
4.341 |
2.618 |
4.130 |
4.250 |
3.785 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.788 |
4.714 |
PP |
4.764 |
4.710 |
S1 |
4.741 |
4.706 |
|