NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 24-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.544 |
4.460 |
-0.084 |
-1.8% |
4.758 |
High |
4.594 |
4.577 |
-0.017 |
-0.4% |
4.893 |
Low |
4.458 |
4.453 |
-0.005 |
-0.1% |
4.538 |
Close |
4.468 |
4.556 |
0.088 |
2.0% |
4.552 |
Range |
0.136 |
0.124 |
-0.012 |
-8.8% |
0.355 |
ATR |
0.118 |
0.118 |
0.000 |
0.4% |
0.000 |
Volume |
65,830 |
79,570 |
13,740 |
20.9% |
275,866 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.901 |
4.852 |
4.624 |
|
R3 |
4.777 |
4.728 |
4.590 |
|
R2 |
4.653 |
4.653 |
4.579 |
|
R1 |
4.604 |
4.604 |
4.567 |
4.629 |
PP |
4.529 |
4.529 |
4.529 |
4.541 |
S1 |
4.480 |
4.480 |
4.545 |
4.505 |
S2 |
4.405 |
4.405 |
4.533 |
|
S3 |
4.281 |
4.356 |
4.522 |
|
S4 |
4.157 |
4.232 |
4.488 |
|
|
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 |
4.453 |
0.331 |
7.3% |
0.123 |
2.7% |
31% |
False |
True |
65,638 |
10 |
4.893 |
4.453 |
0.440 |
9.7% |
0.128 |
2.8% |
23% |
False |
True |
65,867 |
20 |
4.893 |
4.453 |
0.440 |
9.7% |
0.115 |
2.5% |
23% |
False |
True |
50,204 |
40 |
4.893 |
4.296 |
0.597 |
13.1% |
0.114 |
2.5% |
44% |
False |
False |
32,511 |
60 |
4.893 |
4.296 |
0.597 |
13.1% |
0.112 |
2.5% |
44% |
False |
False |
24,887 |
80 |
4.893 |
4.296 |
0.597 |
13.1% |
0.110 |
2.4% |
44% |
False |
False |
20,152 |
100 |
4.893 |
4.296 |
0.597 |
13.1% |
0.115 |
2.5% |
44% |
False |
False |
17,356 |
120 |
4.893 |
3.921 |
0.972 |
21.3% |
0.112 |
2.5% |
65% |
False |
False |
14,979 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.104 |
2.618 |
4.902 |
1.618 |
4.778 |
1.000 |
4.701 |
0.618 |
4.654 |
HIGH |
4.577 |
0.618 |
4.530 |
0.500 |
4.515 |
0.382 |
4.500 |
LOW |
4.453 |
0.618 |
4.376 |
1.000 |
4.329 |
1.618 |
4.252 |
2.618 |
4.128 |
4.250 |
3.926 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.542 |
4.552 |
PP |
4.529 |
4.547 |
S1 |
4.515 |
4.543 |
|