NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 20-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.665 |
4.596 |
-0.069 |
-1.5% |
4.758 |
High |
4.716 |
4.633 |
-0.083 |
-1.8% |
4.893 |
Low |
4.578 |
4.538 |
-0.040 |
-0.9% |
4.538 |
Close |
4.603 |
4.552 |
-0.051 |
-1.1% |
4.552 |
Range |
0.138 |
0.095 |
-0.043 |
-31.2% |
0.355 |
ATR |
0.118 |
0.116 |
-0.002 |
-1.4% |
0.000 |
Volume |
86,289 |
53,419 |
-32,870 |
-38.1% |
275,866 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.859 |
4.801 |
4.604 |
|
R3 |
4.764 |
4.706 |
4.578 |
|
R2 |
4.669 |
4.669 |
4.569 |
|
R1 |
4.611 |
4.611 |
4.561 |
4.593 |
PP |
4.574 |
4.574 |
4.574 |
4.565 |
S1 |
4.516 |
4.516 |
4.543 |
4.498 |
S2 |
4.479 |
4.479 |
4.535 |
|
S3 |
4.384 |
4.421 |
4.526 |
|
S4 |
4.289 |
4.326 |
4.500 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.726 |
5.494 |
4.747 |
|
R3 |
5.371 |
5.139 |
4.650 |
|
R2 |
5.016 |
5.016 |
4.617 |
|
R1 |
4.784 |
4.784 |
4.585 |
4.723 |
PP |
4.661 |
4.661 |
4.661 |
4.630 |
S1 |
4.429 |
4.429 |
4.519 |
4.368 |
S2 |
4.306 |
4.306 |
4.487 |
|
S3 |
3.951 |
4.074 |
4.454 |
|
S4 |
3.596 |
3.719 |
4.357 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.893 |
4.538 |
0.355 |
7.8% |
0.126 |
2.8% |
4% |
False |
True |
55,173 |
10 |
4.893 |
4.501 |
0.392 |
8.6% |
0.124 |
2.7% |
13% |
False |
False |
64,242 |
20 |
4.893 |
4.348 |
0.545 |
12.0% |
0.111 |
2.4% |
37% |
False |
False |
44,767 |
40 |
4.893 |
4.296 |
0.597 |
13.1% |
0.114 |
2.5% |
43% |
False |
False |
29,292 |
60 |
4.893 |
4.296 |
0.597 |
13.1% |
0.112 |
2.5% |
43% |
False |
False |
22,672 |
80 |
4.893 |
4.296 |
0.597 |
13.1% |
0.111 |
2.4% |
43% |
False |
False |
18,499 |
100 |
4.893 |
4.296 |
0.597 |
13.1% |
0.115 |
2.5% |
43% |
False |
False |
15,997 |
120 |
4.893 |
3.921 |
0.972 |
21.4% |
0.111 |
2.4% |
65% |
False |
False |
13,788 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.037 |
2.618 |
4.882 |
1.618 |
4.787 |
1.000 |
4.728 |
0.618 |
4.692 |
HIGH |
4.633 |
0.618 |
4.597 |
0.500 |
4.586 |
0.382 |
4.574 |
LOW |
4.538 |
0.618 |
4.479 |
1.000 |
4.443 |
1.618 |
4.384 |
2.618 |
4.289 |
4.250 |
4.134 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.586 |
4.661 |
PP |
4.574 |
4.625 |
S1 |
4.563 |
4.588 |
|