NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.551 |
4.422 |
-0.129 |
-2.8% |
4.526 |
High |
4.582 |
4.441 |
-0.141 |
-3.1% |
4.582 |
Low |
4.388 |
4.357 |
-0.031 |
-0.7% |
4.357 |
Close |
4.420 |
4.389 |
-0.031 |
-0.7% |
4.389 |
Range |
0.194 |
0.084 |
-0.110 |
-56.7% |
0.225 |
ATR |
0.115 |
0.113 |
-0.002 |
-1.9% |
0.000 |
Volume |
16,865 |
29,238 |
12,373 |
73.4% |
113,691 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.648 |
4.602 |
4.435 |
|
R3 |
4.564 |
4.518 |
4.412 |
|
R2 |
4.480 |
4.480 |
4.404 |
|
R1 |
4.434 |
4.434 |
4.397 |
4.415 |
PP |
4.396 |
4.396 |
4.396 |
4.386 |
S1 |
4.350 |
4.350 |
4.381 |
4.331 |
S2 |
4.312 |
4.312 |
4.374 |
|
S3 |
4.228 |
4.266 |
4.366 |
|
S4 |
4.144 |
4.182 |
4.343 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.118 |
4.978 |
4.513 |
|
R3 |
4.893 |
4.753 |
4.451 |
|
R2 |
4.668 |
4.668 |
4.430 |
|
R1 |
4.528 |
4.528 |
4.410 |
4.486 |
PP |
4.443 |
4.443 |
4.443 |
4.421 |
S1 |
4.303 |
4.303 |
4.368 |
4.261 |
S2 |
4.218 |
4.218 |
4.348 |
|
S3 |
3.993 |
4.078 |
4.327 |
|
S4 |
3.768 |
3.853 |
4.265 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.582 |
4.357 |
0.225 |
5.1% |
0.117 |
2.7% |
14% |
False |
True |
22,738 |
10 |
4.874 |
4.357 |
0.517 |
11.8% |
0.118 |
2.7% |
6% |
False |
True |
23,090 |
20 |
4.874 |
4.357 |
0.517 |
11.8% |
0.109 |
2.5% |
6% |
False |
True |
29,561 |
40 |
4.874 |
4.264 |
0.610 |
13.9% |
0.109 |
2.5% |
20% |
False |
False |
21,859 |
60 |
4.874 |
4.264 |
0.610 |
13.9% |
0.105 |
2.4% |
20% |
False |
False |
17,940 |
80 |
4.874 |
4.264 |
0.610 |
13.9% |
0.103 |
2.3% |
20% |
False |
False |
14,834 |
100 |
4.874 |
4.264 |
0.610 |
13.9% |
0.110 |
2.5% |
20% |
False |
False |
12,955 |
120 |
4.874 |
3.923 |
0.951 |
21.7% |
0.108 |
2.5% |
49% |
False |
False |
11,404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.798 |
2.618 |
4.661 |
1.618 |
4.577 |
1.000 |
4.525 |
0.618 |
4.493 |
HIGH |
4.441 |
0.618 |
4.409 |
0.500 |
4.399 |
0.382 |
4.389 |
LOW |
4.357 |
0.618 |
4.305 |
1.000 |
4.273 |
1.618 |
4.221 |
2.618 |
4.137 |
4.250 |
4.000 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.399 |
4.470 |
PP |
4.396 |
4.443 |
S1 |
4.392 |
4.416 |
|