NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.516 |
4.519 |
0.003 |
0.1% |
4.501 |
High |
4.550 |
4.750 |
0.200 |
4.4% |
4.701 |
Low |
4.489 |
4.507 |
0.018 |
0.4% |
4.483 |
Close |
4.492 |
4.743 |
0.251 |
5.6% |
4.676 |
Range |
0.061 |
0.243 |
0.182 |
298.4% |
0.218 |
ATR |
0.100 |
0.112 |
0.011 |
11.2% |
0.000 |
Volume |
60,654 |
47,487 |
-13,167 |
-21.7% |
93,482 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.396 |
5.312 |
4.877 |
|
R3 |
5.153 |
5.069 |
4.810 |
|
R2 |
4.910 |
4.910 |
4.788 |
|
R1 |
4.826 |
4.826 |
4.765 |
4.868 |
PP |
4.667 |
4.667 |
4.667 |
4.688 |
S1 |
4.583 |
4.583 |
4.721 |
4.625 |
S2 |
4.424 |
4.424 |
4.698 |
|
S3 |
4.181 |
4.340 |
4.676 |
|
S4 |
3.938 |
4.097 |
4.609 |
|
|
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 |
4.750 |
4.489 |
0.261 |
5.5% |
0.114 |
2.4% |
97% |
True |
False |
45,464 |
10 |
4.750 |
4.438 |
0.312 |
6.6% |
0.102 |
2.2% |
98% |
True |
False |
32,093 |
20 |
4.750 |
4.264 |
0.486 |
10.2% |
0.110 |
2.3% |
99% |
True |
False |
23,114 |
40 |
4.845 |
4.264 |
0.581 |
12.2% |
0.106 |
2.2% |
82% |
False |
False |
16,770 |
60 |
4.845 |
4.264 |
0.581 |
12.2% |
0.102 |
2.2% |
82% |
False |
False |
13,985 |
80 |
4.845 |
4.264 |
0.581 |
12.2% |
0.109 |
2.3% |
82% |
False |
False |
11,944 |
100 |
4.845 |
4.117 |
0.728 |
15.3% |
0.110 |
2.3% |
86% |
False |
False |
10,451 |
120 |
4.845 |
3.923 |
0.922 |
19.4% |
0.103 |
2.2% |
89% |
False |
False |
9,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.783 |
2.618 |
5.386 |
1.618 |
5.143 |
1.000 |
4.993 |
0.618 |
4.900 |
HIGH |
4.750 |
0.618 |
4.657 |
0.500 |
4.629 |
0.382 |
4.600 |
LOW |
4.507 |
0.618 |
4.357 |
1.000 |
4.264 |
1.618 |
4.114 |
2.618 |
3.871 |
4.250 |
3.474 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.705 |
4.702 |
PP |
4.667 |
4.661 |
S1 |
4.629 |
4.620 |
|