NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 02-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.447 |
4.444 |
-0.003 |
-0.1% |
4.544 |
High |
4.488 |
4.459 |
-0.029 |
-0.6% |
4.608 |
Low |
4.403 |
4.338 |
-0.065 |
-1.5% |
4.375 |
Close |
4.455 |
4.357 |
-0.098 |
-2.2% |
4.409 |
Range |
0.085 |
0.121 |
0.036 |
42.4% |
0.233 |
ATR |
0.116 |
0.117 |
0.000 |
0.3% |
0.000 |
Volume |
63,694 |
93,031 |
29,337 |
46.1% |
437,017 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.748 |
4.673 |
4.424 |
|
R3 |
4.627 |
4.552 |
4.390 |
|
R2 |
4.506 |
4.506 |
4.379 |
|
R1 |
4.431 |
4.431 |
4.368 |
4.408 |
PP |
4.385 |
4.385 |
4.385 |
4.373 |
S1 |
4.310 |
4.310 |
4.346 |
4.287 |
S2 |
4.264 |
4.264 |
4.335 |
|
S3 |
4.143 |
4.189 |
4.324 |
|
S4 |
4.022 |
4.068 |
4.290 |
|
|
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 |
4.338 |
0.270 |
6.2% |
0.123 |
2.8% |
7% |
False |
True |
91,899 |
10 |
4.716 |
4.338 |
0.378 |
8.7% |
0.118 |
2.7% |
5% |
False |
True |
82,088 |
20 |
4.893 |
4.338 |
0.555 |
12.7% |
0.119 |
2.7% |
3% |
False |
True |
69,130 |
40 |
4.893 |
4.296 |
0.597 |
13.7% |
0.117 |
2.7% |
10% |
False |
False |
44,390 |
60 |
4.893 |
4.296 |
0.597 |
13.7% |
0.112 |
2.6% |
10% |
False |
False |
33,033 |
80 |
4.893 |
4.296 |
0.597 |
13.7% |
0.109 |
2.5% |
10% |
False |
False |
26,413 |
100 |
4.893 |
4.296 |
0.597 |
13.7% |
0.115 |
2.6% |
10% |
False |
False |
22,401 |
120 |
4.893 |
3.921 |
0.972 |
22.3% |
0.113 |
2.6% |
45% |
False |
False |
19,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.973 |
2.618 |
4.776 |
1.618 |
4.655 |
1.000 |
4.580 |
0.618 |
4.534 |
HIGH |
4.459 |
0.618 |
4.413 |
0.500 |
4.399 |
0.382 |
4.384 |
LOW |
4.338 |
0.618 |
4.263 |
1.000 |
4.217 |
1.618 |
4.142 |
2.618 |
4.021 |
4.250 |
3.824 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.399 |
4.416 |
PP |
4.385 |
4.396 |
S1 |
4.371 |
4.377 |
|