NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 01-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.419 |
4.447 |
0.028 |
0.6% |
4.544 |
High |
4.493 |
4.488 |
-0.005 |
-0.1% |
4.608 |
Low |
4.378 |
4.403 |
0.025 |
0.6% |
4.375 |
Close |
4.461 |
4.455 |
-0.006 |
-0.1% |
4.409 |
Range |
0.115 |
0.085 |
-0.030 |
-26.1% |
0.233 |
ATR |
0.119 |
0.116 |
-0.002 |
-2.0% |
0.000 |
Volume |
87,437 |
63,694 |
-23,743 |
-27.2% |
437,017 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.704 |
4.664 |
4.502 |
|
R3 |
4.619 |
4.579 |
4.478 |
|
R2 |
4.534 |
4.534 |
4.471 |
|
R1 |
4.494 |
4.494 |
4.463 |
4.514 |
PP |
4.449 |
4.449 |
4.449 |
4.459 |
S1 |
4.409 |
4.409 |
4.447 |
4.429 |
S2 |
4.364 |
4.364 |
4.439 |
|
S3 |
4.279 |
4.324 |
4.432 |
|
S4 |
4.194 |
4.239 |
4.408 |
|
|
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% |
0.114 |
2.5% |
34% |
False |
False |
88,549 |
10 |
4.784 |
4.375 |
0.409 |
9.2% |
0.118 |
2.7% |
20% |
False |
False |
77,094 |
20 |
4.893 |
4.375 |
0.518 |
11.6% |
0.117 |
2.6% |
15% |
False |
False |
65,573 |
40 |
4.893 |
4.296 |
0.597 |
13.4% |
0.116 |
2.6% |
27% |
False |
False |
42,252 |
60 |
4.893 |
4.296 |
0.597 |
13.4% |
0.111 |
2.5% |
27% |
False |
False |
31,609 |
80 |
4.893 |
4.296 |
0.597 |
13.4% |
0.110 |
2.5% |
27% |
False |
False |
25,321 |
100 |
4.893 |
4.296 |
0.597 |
13.4% |
0.115 |
2.6% |
27% |
False |
False |
21,522 |
120 |
4.893 |
3.921 |
0.972 |
21.8% |
0.113 |
2.5% |
55% |
False |
False |
18,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.849 |
2.618 |
4.711 |
1.618 |
4.626 |
1.000 |
4.573 |
0.618 |
4.541 |
HIGH |
4.488 |
0.618 |
4.456 |
0.500 |
4.446 |
0.382 |
4.435 |
LOW |
4.403 |
0.618 |
4.350 |
1.000 |
4.318 |
1.618 |
4.265 |
2.618 |
4.180 |
4.250 |
4.042 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.452 |
4.448 |
PP |
4.449 |
4.441 |
S1 |
4.446 |
4.434 |
|