NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 24-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.526 |
4.443 |
-0.083 |
-1.8% |
4.780 |
High |
4.568 |
4.551 |
-0.017 |
-0.4% |
4.874 |
Low |
4.446 |
4.441 |
-0.005 |
-0.1% |
4.528 |
Close |
4.457 |
4.532 |
0.075 |
1.7% |
4.539 |
Range |
0.122 |
0.110 |
-0.012 |
-9.8% |
0.346 |
ATR |
0.112 |
0.112 |
0.000 |
-0.1% |
0.000 |
Volume |
20,963 |
20,597 |
-366 |
-1.7% |
117,217 |
|
Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.838 |
4.795 |
4.593 |
|
R3 |
4.728 |
4.685 |
4.562 |
|
R2 |
4.618 |
4.618 |
4.552 |
|
R1 |
4.575 |
4.575 |
4.542 |
4.597 |
PP |
4.508 |
4.508 |
4.508 |
4.519 |
S1 |
4.465 |
4.465 |
4.522 |
4.487 |
S2 |
4.398 |
4.398 |
4.512 |
|
S3 |
4.288 |
4.355 |
4.502 |
|
S4 |
4.178 |
4.245 |
4.472 |
|
|
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 |
4.441 |
0.323 |
7.1% |
0.113 |
2.5% |
28% |
False |
True |
21,333 |
10 |
4.874 |
4.441 |
0.433 |
9.6% |
0.120 |
2.7% |
21% |
False |
True |
33,004 |
20 |
4.874 |
4.438 |
0.436 |
9.6% |
0.109 |
2.4% |
22% |
False |
False |
28,708 |
40 |
4.874 |
4.264 |
0.610 |
13.5% |
0.108 |
2.4% |
44% |
False |
False |
20,744 |
60 |
4.874 |
4.264 |
0.610 |
13.5% |
0.106 |
2.3% |
44% |
False |
False |
17,059 |
80 |
4.874 |
4.264 |
0.610 |
13.5% |
0.104 |
2.3% |
44% |
False |
False |
14,099 |
100 |
4.874 |
4.264 |
0.610 |
13.5% |
0.109 |
2.4% |
44% |
False |
False |
12,370 |
120 |
4.874 |
3.923 |
0.951 |
21.0% |
0.107 |
2.4% |
64% |
False |
False |
10,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.019 |
2.618 |
4.839 |
1.618 |
4.729 |
1.000 |
4.661 |
0.618 |
4.619 |
HIGH |
4.551 |
0.618 |
4.509 |
0.500 |
4.496 |
0.382 |
4.483 |
LOW |
4.441 |
0.618 |
4.373 |
1.000 |
4.331 |
1.618 |
4.263 |
2.618 |
4.153 |
4.250 |
3.974 |
|
|
Fisher Pivots for day following 24-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.520 |
4.531 |
PP |
4.508 |
4.529 |
S1 |
4.496 |
4.528 |
|