NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.570 |
4.444 |
-0.126 |
-2.8% |
4.544 |
High |
4.608 |
4.466 |
-0.142 |
-3.1% |
4.608 |
Low |
4.405 |
4.375 |
-0.030 |
-0.7% |
4.375 |
Close |
4.441 |
4.409 |
-0.032 |
-0.7% |
4.409 |
Range |
0.203 |
0.091 |
-0.112 |
-55.2% |
0.233 |
ATR |
0.121 |
0.119 |
-0.002 |
-1.8% |
0.000 |
Volume |
139,009 |
76,327 |
-62,682 |
-45.1% |
437,017 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.690 |
4.640 |
4.459 |
|
R3 |
4.599 |
4.549 |
4.434 |
|
R2 |
4.508 |
4.508 |
4.426 |
|
R1 |
4.458 |
4.458 |
4.417 |
4.438 |
PP |
4.417 |
4.417 |
4.417 |
4.406 |
S1 |
4.367 |
4.367 |
4.401 |
4.347 |
S2 |
4.326 |
4.326 |
4.392 |
|
S3 |
4.235 |
4.276 |
4.384 |
|
S4 |
4.144 |
4.185 |
4.359 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.163 |
5.019 |
4.537 |
|
R3 |
4.930 |
4.786 |
4.473 |
|
R2 |
4.697 |
4.697 |
4.452 |
|
R1 |
4.553 |
4.553 |
4.430 |
4.509 |
PP |
4.464 |
4.464 |
4.464 |
4.442 |
S1 |
4.320 |
4.320 |
4.388 |
4.276 |
S2 |
4.231 |
4.231 |
4.366 |
|
S3 |
3.998 |
4.087 |
4.345 |
|
S4 |
3.765 |
3.854 |
4.281 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.608 |
4.375 |
0.233 |
5.3% |
0.126 |
2.8% |
15% |
False |
True |
87,403 |
10 |
4.893 |
4.375 |
0.518 |
11.7% |
0.126 |
2.9% |
7% |
False |
True |
71,288 |
20 |
4.893 |
4.375 |
0.518 |
11.7% |
0.115 |
2.6% |
7% |
False |
True |
60,377 |
40 |
4.893 |
4.296 |
0.597 |
13.5% |
0.116 |
2.6% |
19% |
False |
False |
38,957 |
60 |
4.893 |
4.296 |
0.597 |
13.5% |
0.111 |
2.5% |
19% |
False |
False |
29,324 |
80 |
4.893 |
4.296 |
0.597 |
13.5% |
0.110 |
2.5% |
19% |
False |
False |
23,544 |
100 |
4.893 |
4.296 |
0.597 |
13.5% |
0.115 |
2.6% |
19% |
False |
False |
20,123 |
120 |
4.893 |
3.921 |
0.972 |
22.0% |
0.114 |
2.6% |
50% |
False |
False |
17,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.853 |
2.618 |
4.704 |
1.618 |
4.613 |
1.000 |
4.557 |
0.618 |
4.522 |
HIGH |
4.466 |
0.618 |
4.431 |
0.500 |
4.421 |
0.382 |
4.410 |
LOW |
4.375 |
0.618 |
4.319 |
1.000 |
4.284 |
1.618 |
4.228 |
2.618 |
4.137 |
4.250 |
3.988 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.421 |
4.492 |
PP |
4.417 |
4.464 |
S1 |
4.413 |
4.437 |
|