NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.572 |
4.526 |
-0.046 |
-1.0% |
4.780 |
High |
4.614 |
4.568 |
-0.046 |
-1.0% |
4.874 |
Low |
4.528 |
4.446 |
-0.082 |
-1.8% |
4.528 |
Close |
4.539 |
4.457 |
-0.082 |
-1.8% |
4.539 |
Range |
0.086 |
0.122 |
0.036 |
41.9% |
0.346 |
ATR |
0.111 |
0.112 |
0.001 |
0.7% |
0.000 |
Volume |
31,639 |
20,963 |
-10,676 |
-33.7% |
117,217 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.856 |
4.779 |
4.524 |
|
R3 |
4.734 |
4.657 |
4.491 |
|
R2 |
4.612 |
4.612 |
4.479 |
|
R1 |
4.535 |
4.535 |
4.468 |
4.513 |
PP |
4.490 |
4.490 |
4.490 |
4.479 |
S1 |
4.413 |
4.413 |
4.446 |
4.391 |
S2 |
4.368 |
4.368 |
4.435 |
|
S3 |
4.246 |
4.291 |
4.423 |
|
S4 |
4.124 |
4.169 |
4.390 |
|
|
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 |
4.764 |
4.446 |
0.318 |
7.1% |
0.102 |
2.3% |
3% |
False |
True |
21,558 |
10 |
4.874 |
4.446 |
0.428 |
9.6% |
0.120 |
2.7% |
3% |
False |
True |
35,844 |
20 |
4.874 |
4.323 |
0.551 |
12.4% |
0.110 |
2.5% |
24% |
False |
False |
28,244 |
40 |
4.874 |
4.264 |
0.610 |
13.7% |
0.108 |
2.4% |
32% |
False |
False |
20,364 |
60 |
4.874 |
4.264 |
0.610 |
13.7% |
0.105 |
2.4% |
32% |
False |
False |
16,849 |
80 |
4.874 |
4.264 |
0.610 |
13.7% |
0.104 |
2.3% |
32% |
False |
False |
13,922 |
100 |
4.874 |
4.264 |
0.610 |
13.7% |
0.110 |
2.5% |
32% |
False |
False |
12,220 |
120 |
4.874 |
3.923 |
0.951 |
21.3% |
0.107 |
2.4% |
56% |
False |
False |
10,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.087 |
2.618 |
4.887 |
1.618 |
4.765 |
1.000 |
4.690 |
0.618 |
4.643 |
HIGH |
4.568 |
0.618 |
4.521 |
0.500 |
4.507 |
0.382 |
4.493 |
LOW |
4.446 |
0.618 |
4.371 |
1.000 |
4.324 |
1.618 |
4.249 |
2.618 |
4.127 |
4.250 |
3.928 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.507 |
4.571 |
PP |
4.490 |
4.533 |
S1 |
4.474 |
4.495 |
|