NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.524 |
4.551 |
0.027 |
0.6% |
4.780 |
High |
4.581 |
4.582 |
0.001 |
0.0% |
4.874 |
Low |
4.508 |
4.388 |
-0.120 |
-2.7% |
4.528 |
Close |
4.546 |
4.420 |
-0.126 |
-2.8% |
4.539 |
Range |
0.073 |
0.194 |
0.121 |
165.8% |
0.346 |
ATR |
0.109 |
0.115 |
0.006 |
5.6% |
0.000 |
Volume |
26,028 |
16,865 |
-9,163 |
-35.2% |
117,217 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.045 |
4.927 |
4.527 |
|
R3 |
4.851 |
4.733 |
4.473 |
|
R2 |
4.657 |
4.657 |
4.456 |
|
R1 |
4.539 |
4.539 |
4.438 |
4.501 |
PP |
4.463 |
4.463 |
4.463 |
4.445 |
S1 |
4.345 |
4.345 |
4.402 |
4.307 |
S2 |
4.269 |
4.269 |
4.384 |
|
S3 |
4.075 |
4.151 |
4.367 |
|
S4 |
3.881 |
3.957 |
4.313 |
|
|
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 |
4.614 |
4.388 |
0.226 |
5.1% |
0.117 |
2.6% |
14% |
False |
True |
23,218 |
10 |
4.874 |
4.388 |
0.486 |
11.0% |
0.116 |
2.6% |
7% |
False |
True |
26,479 |
20 |
4.874 |
4.388 |
0.486 |
11.0% |
0.109 |
2.5% |
7% |
False |
True |
29,286 |
40 |
4.874 |
4.264 |
0.610 |
13.8% |
0.110 |
2.5% |
26% |
False |
False |
21,371 |
60 |
4.874 |
4.264 |
0.610 |
13.8% |
0.106 |
2.4% |
26% |
False |
False |
17,613 |
80 |
4.874 |
4.264 |
0.610 |
13.8% |
0.104 |
2.3% |
26% |
False |
False |
14,516 |
100 |
4.874 |
4.264 |
0.610 |
13.8% |
0.110 |
2.5% |
26% |
False |
False |
12,727 |
120 |
4.874 |
3.923 |
0.951 |
21.5% |
0.108 |
2.4% |
52% |
False |
False |
11,167 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.407 |
2.618 |
5.090 |
1.618 |
4.896 |
1.000 |
4.776 |
0.618 |
4.702 |
HIGH |
4.582 |
0.618 |
4.508 |
0.500 |
4.485 |
0.382 |
4.462 |
LOW |
4.388 |
0.618 |
4.268 |
1.000 |
4.194 |
1.618 |
4.074 |
2.618 |
3.880 |
4.250 |
3.564 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.485 |
4.485 |
PP |
4.463 |
4.463 |
S1 |
4.442 |
4.442 |
|