NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 03-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.444 |
4.358 |
-0.086 |
-1.9% |
4.544 |
High |
4.459 |
4.411 |
-0.048 |
-1.1% |
4.608 |
Low |
4.338 |
4.329 |
-0.009 |
-0.2% |
4.375 |
Close |
4.357 |
4.406 |
0.049 |
1.1% |
4.409 |
Range |
0.121 |
0.082 |
-0.039 |
-32.2% |
0.233 |
ATR |
0.117 |
0.114 |
-0.002 |
-2.1% |
0.000 |
Volume |
93,031 |
92,666 |
-365 |
-0.4% |
437,017 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.628 |
4.599 |
4.451 |
|
R3 |
4.546 |
4.517 |
4.429 |
|
R2 |
4.464 |
4.464 |
4.421 |
|
R1 |
4.435 |
4.435 |
4.414 |
4.450 |
PP |
4.382 |
4.382 |
4.382 |
4.389 |
S1 |
4.353 |
4.353 |
4.398 |
4.368 |
S2 |
4.300 |
4.300 |
4.391 |
|
S3 |
4.218 |
4.271 |
4.383 |
|
S4 |
4.136 |
4.189 |
4.361 |
|
|
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 |
4.493 |
4.329 |
0.164 |
3.7% |
0.099 |
2.2% |
47% |
False |
True |
82,631 |
10 |
4.633 |
4.329 |
0.304 |
6.9% |
0.113 |
2.6% |
25% |
False |
True |
82,726 |
20 |
4.893 |
4.329 |
0.564 |
12.8% |
0.116 |
2.6% |
14% |
False |
True |
72,737 |
40 |
4.893 |
4.296 |
0.597 |
13.5% |
0.116 |
2.6% |
18% |
False |
False |
46,144 |
60 |
4.893 |
4.296 |
0.597 |
13.5% |
0.112 |
2.5% |
18% |
False |
False |
34,419 |
80 |
4.893 |
4.296 |
0.597 |
13.5% |
0.109 |
2.5% |
18% |
False |
False |
27,489 |
100 |
4.893 |
4.296 |
0.597 |
13.5% |
0.115 |
2.6% |
18% |
False |
False |
23,258 |
120 |
4.893 |
4.030 |
0.863 |
19.6% |
0.113 |
2.6% |
44% |
False |
False |
20,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.760 |
2.618 |
4.626 |
1.618 |
4.544 |
1.000 |
4.493 |
0.618 |
4.462 |
HIGH |
4.411 |
0.618 |
4.380 |
0.500 |
4.370 |
0.382 |
4.360 |
LOW |
4.329 |
0.618 |
4.278 |
1.000 |
4.247 |
1.618 |
4.196 |
2.618 |
4.114 |
4.250 |
3.981 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.394 |
4.409 |
PP |
4.382 |
4.408 |
S1 |
4.370 |
4.407 |
|