NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.444 |
4.419 |
-0.025 |
-0.6% |
4.544 |
High |
4.466 |
4.493 |
0.027 |
0.6% |
4.608 |
Low |
4.375 |
4.378 |
0.003 |
0.1% |
4.375 |
Close |
4.409 |
4.461 |
0.052 |
1.2% |
4.409 |
Range |
0.091 |
0.115 |
0.024 |
26.4% |
0.233 |
ATR |
0.119 |
0.119 |
0.000 |
-0.3% |
0.000 |
Volume |
76,327 |
87,437 |
11,110 |
14.6% |
437,017 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.789 |
4.740 |
4.524 |
|
R3 |
4.674 |
4.625 |
4.493 |
|
R2 |
4.559 |
4.559 |
4.482 |
|
R1 |
4.510 |
4.510 |
4.472 |
4.535 |
PP |
4.444 |
4.444 |
4.444 |
4.456 |
S1 |
4.395 |
4.395 |
4.450 |
4.420 |
S2 |
4.329 |
4.329 |
4.440 |
|
S3 |
4.214 |
4.280 |
4.429 |
|
S4 |
4.099 |
4.165 |
4.398 |
|
|
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 |
5.2% |
0.121 |
2.7% |
37% |
False |
False |
91,724 |
10 |
4.784 |
4.375 |
0.409 |
9.2% |
0.116 |
2.6% |
21% |
False |
False |
74,858 |
20 |
4.893 |
4.375 |
0.518 |
11.6% |
0.116 |
2.6% |
17% |
False |
False |
63,440 |
40 |
4.893 |
4.296 |
0.597 |
13.4% |
0.117 |
2.6% |
28% |
False |
False |
40,861 |
60 |
4.893 |
4.296 |
0.597 |
13.4% |
0.110 |
2.5% |
28% |
False |
False |
30,649 |
80 |
4.893 |
4.296 |
0.597 |
13.4% |
0.109 |
2.5% |
28% |
False |
False |
24,585 |
100 |
4.893 |
4.296 |
0.597 |
13.4% |
0.115 |
2.6% |
28% |
False |
False |
20,945 |
120 |
4.893 |
3.921 |
0.972 |
21.8% |
0.114 |
2.5% |
56% |
False |
False |
18,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.982 |
2.618 |
4.794 |
1.618 |
4.679 |
1.000 |
4.608 |
0.618 |
4.564 |
HIGH |
4.493 |
0.618 |
4.449 |
0.500 |
4.436 |
0.382 |
4.422 |
LOW |
4.378 |
0.618 |
4.307 |
1.000 |
4.263 |
1.618 |
4.192 |
2.618 |
4.077 |
4.250 |
3.889 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.453 |
4.492 |
PP |
4.444 |
4.481 |
S1 |
4.436 |
4.471 |
|