NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.721 |
4.665 |
-0.056 |
-1.2% |
4.703 |
High |
4.784 |
4.716 |
-0.068 |
-1.4% |
4.794 |
Low |
4.661 |
4.578 |
-0.083 |
-1.8% |
4.501 |
Close |
4.675 |
4.603 |
-0.072 |
-1.5% |
4.748 |
Range |
0.123 |
0.138 |
0.015 |
12.2% |
0.293 |
ATR |
0.117 |
0.118 |
0.002 |
1.3% |
0.000 |
Volume |
43,085 |
86,289 |
43,204 |
100.3% |
366,560 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.046 |
4.963 |
4.679 |
|
R3 |
4.908 |
4.825 |
4.641 |
|
R2 |
4.770 |
4.770 |
4.628 |
|
R1 |
4.687 |
4.687 |
4.616 |
4.660 |
PP |
4.632 |
4.632 |
4.632 |
4.619 |
S1 |
4.549 |
4.549 |
4.590 |
4.522 |
S2 |
4.494 |
4.494 |
4.578 |
|
S3 |
4.356 |
4.411 |
4.565 |
|
S4 |
4.218 |
4.273 |
4.527 |
|
|
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 |
4.578 |
0.315 |
6.8% |
0.121 |
2.6% |
8% |
False |
True |
58,362 |
10 |
4.893 |
4.501 |
0.392 |
8.5% |
0.120 |
2.6% |
26% |
False |
False |
62,749 |
20 |
4.893 |
4.339 |
0.554 |
12.0% |
0.115 |
2.5% |
48% |
False |
False |
42,995 |
40 |
4.893 |
4.296 |
0.597 |
13.0% |
0.115 |
2.5% |
51% |
False |
False |
28,142 |
60 |
4.893 |
4.296 |
0.597 |
13.0% |
0.112 |
2.4% |
51% |
False |
False |
21,870 |
80 |
4.893 |
4.296 |
0.597 |
13.0% |
0.111 |
2.4% |
51% |
False |
False |
17,936 |
100 |
4.893 |
4.289 |
0.604 |
13.1% |
0.115 |
2.5% |
52% |
False |
False |
15,504 |
120 |
4.893 |
3.921 |
0.972 |
21.1% |
0.111 |
2.4% |
70% |
False |
False |
13,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.303 |
2.618 |
5.077 |
1.618 |
4.939 |
1.000 |
4.854 |
0.618 |
4.801 |
HIGH |
4.716 |
0.618 |
4.663 |
0.500 |
4.647 |
0.382 |
4.631 |
LOW |
4.578 |
0.618 |
4.493 |
1.000 |
4.440 |
1.618 |
4.355 |
2.618 |
4.217 |
4.250 |
3.992 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.647 |
4.681 |
PP |
4.632 |
4.655 |
S1 |
4.618 |
4.629 |
|