NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.596 |
4.544 |
-0.052 |
-1.1% |
4.758 |
High |
4.633 |
4.594 |
-0.039 |
-0.8% |
4.893 |
Low |
4.538 |
4.458 |
-0.080 |
-1.8% |
4.538 |
Close |
4.552 |
4.468 |
-0.084 |
-1.8% |
4.552 |
Range |
0.095 |
0.136 |
0.041 |
43.2% |
0.355 |
ATR |
0.116 |
0.118 |
0.001 |
1.2% |
0.000 |
Volume |
53,419 |
65,830 |
12,411 |
23.2% |
275,866 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.915 |
4.827 |
4.543 |
|
R3 |
4.779 |
4.691 |
4.505 |
|
R2 |
4.643 |
4.643 |
4.493 |
|
R1 |
4.555 |
4.555 |
4.480 |
4.531 |
PP |
4.507 |
4.507 |
4.507 |
4.495 |
S1 |
4.419 |
4.419 |
4.456 |
4.395 |
S2 |
4.371 |
4.371 |
4.443 |
|
S3 |
4.235 |
4.283 |
4.431 |
|
S4 |
4.099 |
4.147 |
4.393 |
|
|
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 |
4.784 |
4.458 |
0.326 |
7.3% |
0.111 |
2.5% |
3% |
False |
True |
57,992 |
10 |
4.893 |
4.458 |
0.435 |
9.7% |
0.126 |
2.8% |
2% |
False |
True |
65,011 |
20 |
4.893 |
4.353 |
0.540 |
12.1% |
0.116 |
2.6% |
21% |
False |
False |
46,731 |
40 |
4.893 |
4.296 |
0.597 |
13.4% |
0.115 |
2.6% |
29% |
False |
False |
30,695 |
60 |
4.893 |
4.296 |
0.597 |
13.4% |
0.111 |
2.5% |
29% |
False |
False |
23,680 |
80 |
4.893 |
4.296 |
0.597 |
13.4% |
0.111 |
2.5% |
29% |
False |
False |
19,254 |
100 |
4.893 |
4.296 |
0.597 |
13.4% |
0.115 |
2.6% |
29% |
False |
False |
16,617 |
120 |
4.893 |
3.921 |
0.972 |
21.8% |
0.112 |
2.5% |
56% |
False |
False |
14,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.172 |
2.618 |
4.950 |
1.618 |
4.814 |
1.000 |
4.730 |
0.618 |
4.678 |
HIGH |
4.594 |
0.618 |
4.542 |
0.500 |
4.526 |
0.382 |
4.510 |
LOW |
4.458 |
0.618 |
4.374 |
1.000 |
4.322 |
1.618 |
4.238 |
2.618 |
4.102 |
4.250 |
3.880 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.526 |
4.587 |
PP |
4.507 |
4.547 |
S1 |
4.487 |
4.508 |
|