NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 20-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.645 |
4.572 |
-0.073 |
-1.6% |
4.780 |
High |
4.695 |
4.614 |
-0.081 |
-1.7% |
4.874 |
Low |
4.570 |
4.528 |
-0.042 |
-0.9% |
4.528 |
Close |
4.588 |
4.539 |
-0.049 |
-1.1% |
4.539 |
Range |
0.125 |
0.086 |
-0.039 |
-31.2% |
0.346 |
ATR |
0.113 |
0.111 |
-0.002 |
-1.7% |
0.000 |
Volume |
17,083 |
31,639 |
14,556 |
85.2% |
117,217 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.818 |
4.765 |
4.586 |
|
R3 |
4.732 |
4.679 |
4.563 |
|
R2 |
4.646 |
4.646 |
4.555 |
|
R1 |
4.593 |
4.593 |
4.547 |
4.577 |
PP |
4.560 |
4.560 |
4.560 |
4.552 |
S1 |
4.507 |
4.507 |
4.531 |
4.491 |
S2 |
4.474 |
4.474 |
4.523 |
|
S3 |
4.388 |
4.421 |
4.515 |
|
S4 |
4.302 |
4.335 |
4.492 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.685 |
5.458 |
4.729 |
|
R3 |
5.339 |
5.112 |
4.634 |
|
R2 |
4.993 |
4.993 |
4.602 |
|
R1 |
4.766 |
4.766 |
4.571 |
4.707 |
PP |
4.647 |
4.647 |
4.647 |
4.617 |
S1 |
4.420 |
4.420 |
4.507 |
4.361 |
S2 |
4.301 |
4.301 |
4.476 |
|
S3 |
3.955 |
4.074 |
4.444 |
|
S4 |
3.609 |
3.728 |
4.349 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.874 |
4.528 |
0.346 |
7.6% |
0.119 |
2.6% |
3% |
False |
True |
23,443 |
10 |
4.874 |
4.489 |
0.385 |
8.5% |
0.118 |
2.6% |
13% |
False |
False |
38,406 |
20 |
4.874 |
4.321 |
0.553 |
12.2% |
0.107 |
2.3% |
39% |
False |
False |
28,460 |
40 |
4.874 |
4.264 |
0.610 |
13.4% |
0.107 |
2.4% |
45% |
False |
False |
20,034 |
60 |
4.874 |
4.264 |
0.610 |
13.4% |
0.106 |
2.3% |
45% |
False |
False |
16,582 |
80 |
4.874 |
4.264 |
0.610 |
13.4% |
0.104 |
2.3% |
45% |
False |
False |
13,770 |
100 |
4.874 |
4.264 |
0.610 |
13.4% |
0.110 |
2.4% |
45% |
False |
False |
12,043 |
120 |
4.874 |
3.923 |
0.951 |
21.0% |
0.106 |
2.3% |
65% |
False |
False |
10,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.980 |
2.618 |
4.839 |
1.618 |
4.753 |
1.000 |
4.700 |
0.618 |
4.667 |
HIGH |
4.614 |
0.618 |
4.581 |
0.500 |
4.571 |
0.382 |
4.561 |
LOW |
4.528 |
0.618 |
4.475 |
1.000 |
4.442 |
1.618 |
4.389 |
2.618 |
4.303 |
4.250 |
4.163 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.571 |
4.646 |
PP |
4.560 |
4.610 |
S1 |
4.550 |
4.575 |
|