NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 19-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2014 |
19-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.705 |
4.645 |
-0.060 |
-1.3% |
4.681 |
High |
4.764 |
4.695 |
-0.069 |
-1.4% |
4.776 |
Low |
4.644 |
4.570 |
-0.074 |
-1.6% |
4.489 |
Close |
4.658 |
4.588 |
-0.070 |
-1.5% |
4.734 |
Range |
0.120 |
0.125 |
0.005 |
4.2% |
0.287 |
ATR |
0.112 |
0.113 |
0.001 |
0.8% |
0.000 |
Volume |
16,387 |
17,083 |
696 |
4.2% |
266,847 |
|
Daily Pivots for day following 19-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.993 |
4.915 |
4.657 |
|
R3 |
4.868 |
4.790 |
4.622 |
|
R2 |
4.743 |
4.743 |
4.611 |
|
R1 |
4.665 |
4.665 |
4.599 |
4.642 |
PP |
4.618 |
4.618 |
4.618 |
4.606 |
S1 |
4.540 |
4.540 |
4.577 |
4.517 |
S2 |
4.493 |
4.493 |
4.565 |
|
S3 |
4.368 |
4.415 |
4.554 |
|
S4 |
4.243 |
4.290 |
4.519 |
|
|
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 |
4.570 |
0.304 |
6.6% |
0.116 |
2.5% |
6% |
False |
True |
29,740 |
10 |
4.874 |
4.489 |
0.385 |
8.4% |
0.115 |
2.5% |
26% |
False |
False |
37,602 |
20 |
4.874 |
4.308 |
0.566 |
12.3% |
0.109 |
2.4% |
49% |
False |
False |
27,668 |
40 |
4.874 |
4.264 |
0.610 |
13.3% |
0.108 |
2.4% |
53% |
False |
False |
19,417 |
60 |
4.874 |
4.264 |
0.610 |
13.3% |
0.106 |
2.3% |
53% |
False |
False |
16,150 |
80 |
4.874 |
4.264 |
0.610 |
13.3% |
0.104 |
2.3% |
53% |
False |
False |
13,463 |
100 |
4.874 |
4.250 |
0.624 |
13.6% |
0.110 |
2.4% |
54% |
False |
False |
11,764 |
120 |
4.874 |
3.923 |
0.951 |
20.7% |
0.106 |
2.3% |
70% |
False |
False |
10,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.226 |
2.618 |
5.022 |
1.618 |
4.897 |
1.000 |
4.820 |
0.618 |
4.772 |
HIGH |
4.695 |
0.618 |
4.647 |
0.500 |
4.633 |
0.382 |
4.618 |
LOW |
4.570 |
0.618 |
4.493 |
1.000 |
4.445 |
1.618 |
4.368 |
2.618 |
4.243 |
4.250 |
4.039 |
|
|
Fisher Pivots for day following 19-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.633 |
4.667 |
PP |
4.618 |
4.641 |
S1 |
4.603 |
4.614 |
|