NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.747 |
4.780 |
0.033 |
0.7% |
4.681 |
High |
4.776 |
4.874 |
0.098 |
2.1% |
4.776 |
Low |
4.708 |
4.667 |
-0.041 |
-0.9% |
4.489 |
Close |
4.734 |
4.705 |
-0.029 |
-0.6% |
4.734 |
Range |
0.068 |
0.207 |
0.139 |
204.4% |
0.287 |
ATR |
0.108 |
0.115 |
0.007 |
6.5% |
0.000 |
Volume |
63,126 |
30,389 |
-32,737 |
-51.9% |
266,847 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.370 |
5.244 |
4.819 |
|
R3 |
5.163 |
5.037 |
4.762 |
|
R2 |
4.956 |
4.956 |
4.743 |
|
R1 |
4.830 |
4.830 |
4.724 |
4.790 |
PP |
4.749 |
4.749 |
4.749 |
4.728 |
S1 |
4.623 |
4.623 |
4.686 |
4.583 |
S2 |
4.542 |
4.542 |
4.667 |
|
S3 |
4.335 |
4.416 |
4.648 |
|
S4 |
4.128 |
4.209 |
4.591 |
|
|
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 |
4.874 |
4.489 |
0.385 |
8.2% |
0.137 |
2.9% |
56% |
True |
False |
50,130 |
10 |
4.874 |
4.489 |
0.385 |
8.2% |
0.111 |
2.4% |
56% |
True |
False |
37,048 |
20 |
4.874 |
4.308 |
0.566 |
12.0% |
0.111 |
2.4% |
70% |
True |
False |
26,646 |
40 |
4.874 |
4.264 |
0.610 |
13.0% |
0.105 |
2.2% |
72% |
True |
False |
18,742 |
60 |
4.874 |
4.264 |
0.610 |
13.0% |
0.105 |
2.2% |
72% |
True |
False |
15,451 |
80 |
4.874 |
4.264 |
0.610 |
13.0% |
0.108 |
2.3% |
72% |
True |
False |
12,999 |
100 |
4.874 |
4.239 |
0.635 |
13.5% |
0.111 |
2.4% |
73% |
True |
False |
11,367 |
120 |
4.874 |
3.923 |
0.951 |
20.2% |
0.104 |
2.2% |
82% |
True |
False |
9,815 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.754 |
2.618 |
5.416 |
1.618 |
5.209 |
1.000 |
5.081 |
0.618 |
5.002 |
HIGH |
4.874 |
0.618 |
4.795 |
0.500 |
4.771 |
0.382 |
4.746 |
LOW |
4.667 |
0.618 |
4.539 |
1.000 |
4.460 |
1.618 |
4.332 |
2.618 |
4.125 |
4.250 |
3.787 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.771 |
4.700 |
PP |
4.749 |
4.695 |
S1 |
4.727 |
4.691 |
|