NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 10-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2014 |
10-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.681 |
4.607 |
-0.074 |
-1.6% |
4.501 |
High |
4.708 |
4.607 |
-0.101 |
-2.1% |
4.701 |
Low |
4.606 |
4.500 |
-0.106 |
-2.3% |
4.483 |
Close |
4.616 |
4.507 |
-0.109 |
-2.4% |
4.676 |
Range |
0.102 |
0.107 |
0.005 |
4.9% |
0.218 |
ATR |
0.102 |
0.103 |
0.001 |
1.0% |
0.000 |
Volume |
46,585 |
48,995 |
2,410 |
5.2% |
93,482 |
|
Daily Pivots for day following 10-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.859 |
4.790 |
4.566 |
|
R3 |
4.752 |
4.683 |
4.536 |
|
R2 |
4.645 |
4.645 |
4.527 |
|
R1 |
4.576 |
4.576 |
4.517 |
4.557 |
PP |
4.538 |
4.538 |
4.538 |
4.529 |
S1 |
4.469 |
4.469 |
4.497 |
4.450 |
S2 |
4.431 |
4.431 |
4.487 |
|
S3 |
4.324 |
4.362 |
4.478 |
|
S4 |
4.217 |
4.255 |
4.448 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.274 |
5.193 |
4.796 |
|
R3 |
5.056 |
4.975 |
4.736 |
|
R2 |
4.838 |
4.838 |
4.716 |
|
R1 |
4.757 |
4.757 |
4.696 |
4.798 |
PP |
4.620 |
4.620 |
4.620 |
4.640 |
S1 |
4.539 |
4.539 |
4.656 |
4.580 |
S2 |
4.402 |
4.402 |
4.636 |
|
S3 |
4.184 |
4.321 |
4.616 |
|
S4 |
3.966 |
4.103 |
4.556 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.708 |
4.500 |
0.208 |
4.6% |
0.092 |
2.0% |
3% |
False |
True |
30,328 |
10 |
4.708 |
4.438 |
0.270 |
6.0% |
0.097 |
2.2% |
26% |
False |
False |
24,412 |
20 |
4.708 |
4.264 |
0.444 |
9.9% |
0.103 |
2.3% |
55% |
False |
False |
19,726 |
40 |
4.845 |
4.264 |
0.581 |
12.9% |
0.103 |
2.3% |
42% |
False |
False |
14,672 |
60 |
4.845 |
4.264 |
0.581 |
12.9% |
0.099 |
2.2% |
42% |
False |
False |
12,338 |
80 |
4.845 |
4.264 |
0.581 |
12.9% |
0.108 |
2.4% |
42% |
False |
False |
10,751 |
100 |
4.845 |
4.096 |
0.749 |
16.6% |
0.108 |
2.4% |
55% |
False |
False |
9,425 |
120 |
4.845 |
3.923 |
0.922 |
20.5% |
0.102 |
2.3% |
63% |
False |
False |
8,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.062 |
2.618 |
4.887 |
1.618 |
4.780 |
1.000 |
4.714 |
0.618 |
4.673 |
HIGH |
4.607 |
0.618 |
4.566 |
0.500 |
4.554 |
0.382 |
4.541 |
LOW |
4.500 |
0.618 |
4.434 |
1.000 |
4.393 |
1.618 |
4.327 |
2.618 |
4.220 |
4.250 |
4.045 |
|
|
Fisher Pivots for day following 10-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.554 |
4.604 |
PP |
4.538 |
4.572 |
S1 |
4.523 |
4.539 |
|