NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.519 |
4.747 |
0.228 |
5.0% |
4.681 |
High |
4.750 |
4.776 |
0.026 |
0.5% |
4.776 |
Low |
4.507 |
4.708 |
0.201 |
4.5% |
4.489 |
Close |
4.743 |
4.734 |
-0.009 |
-0.2% |
4.734 |
Range |
0.243 |
0.068 |
-0.175 |
-72.0% |
0.287 |
ATR |
0.112 |
0.108 |
-0.003 |
-2.8% |
0.000 |
Volume |
47,487 |
63,126 |
15,639 |
32.9% |
266,847 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.943 |
4.907 |
4.771 |
|
R3 |
4.875 |
4.839 |
4.753 |
|
R2 |
4.807 |
4.807 |
4.746 |
|
R1 |
4.771 |
4.771 |
4.740 |
4.755 |
PP |
4.739 |
4.739 |
4.739 |
4.732 |
S1 |
4.703 |
4.703 |
4.728 |
4.687 |
S2 |
4.671 |
4.671 |
4.722 |
|
S3 |
4.603 |
4.635 |
4.715 |
|
S4 |
4.535 |
4.567 |
4.697 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.527 |
5.418 |
4.892 |
|
R3 |
5.240 |
5.131 |
4.813 |
|
R2 |
4.953 |
4.953 |
4.787 |
|
R1 |
4.844 |
4.844 |
4.760 |
4.899 |
PP |
4.666 |
4.666 |
4.666 |
4.694 |
S1 |
4.557 |
4.557 |
4.708 |
4.612 |
S2 |
4.379 |
4.379 |
4.681 |
|
S3 |
4.092 |
4.270 |
4.655 |
|
S4 |
3.805 |
3.983 |
4.576 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.776 |
4.489 |
0.287 |
6.1% |
0.116 |
2.5% |
85% |
True |
False |
53,369 |
10 |
4.776 |
4.483 |
0.293 |
6.2% |
0.100 |
2.1% |
86% |
True |
False |
36,032 |
20 |
4.776 |
4.308 |
0.468 |
9.9% |
0.103 |
2.2% |
91% |
True |
False |
25,864 |
40 |
4.845 |
4.264 |
0.581 |
12.3% |
0.106 |
2.2% |
81% |
False |
False |
18,134 |
60 |
4.845 |
4.264 |
0.581 |
12.3% |
0.102 |
2.2% |
81% |
False |
False |
14,989 |
80 |
4.845 |
4.264 |
0.581 |
12.3% |
0.108 |
2.3% |
81% |
False |
False |
12,678 |
100 |
4.845 |
4.228 |
0.617 |
13.0% |
0.110 |
2.3% |
82% |
False |
False |
11,069 |
120 |
4.845 |
3.923 |
0.922 |
19.5% |
0.103 |
2.2% |
88% |
False |
False |
9,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.065 |
2.618 |
4.954 |
1.618 |
4.886 |
1.000 |
4.844 |
0.618 |
4.818 |
HIGH |
4.776 |
0.618 |
4.750 |
0.500 |
4.742 |
0.382 |
4.734 |
LOW |
4.708 |
0.618 |
4.666 |
1.000 |
4.640 |
1.618 |
4.598 |
2.618 |
4.530 |
4.250 |
4.419 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.742 |
4.700 |
PP |
4.739 |
4.666 |
S1 |
4.737 |
4.633 |
|