NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 30-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.422 |
4.399 |
-0.023 |
-0.5% |
4.526 |
High |
4.441 |
4.470 |
0.029 |
0.7% |
4.582 |
Low |
4.357 |
4.360 |
0.003 |
0.1% |
4.357 |
Close |
4.389 |
4.440 |
0.051 |
1.2% |
4.389 |
Range |
0.084 |
0.110 |
0.026 |
31.0% |
0.225 |
ATR |
0.113 |
0.113 |
0.000 |
-0.2% |
0.000 |
Volume |
29,238 |
22,610 |
-6,628 |
-22.7% |
113,691 |
|
Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.753 |
4.707 |
4.501 |
|
R3 |
4.643 |
4.597 |
4.470 |
|
R2 |
4.533 |
4.533 |
4.460 |
|
R1 |
4.487 |
4.487 |
4.450 |
4.510 |
PP |
4.423 |
4.423 |
4.423 |
4.435 |
S1 |
4.377 |
4.377 |
4.430 |
4.400 |
S2 |
4.313 |
4.313 |
4.420 |
|
S3 |
4.203 |
4.267 |
4.410 |
|
S4 |
4.093 |
4.157 |
4.380 |
|
|
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% |
0.114 |
2.6% |
37% |
False |
False |
23,067 |
10 |
4.764 |
4.357 |
0.407 |
9.2% |
0.108 |
2.4% |
20% |
False |
False |
22,312 |
20 |
4.874 |
4.357 |
0.517 |
11.6% |
0.110 |
2.5% |
16% |
False |
False |
29,680 |
40 |
4.874 |
4.264 |
0.610 |
13.7% |
0.110 |
2.5% |
29% |
False |
False |
22,184 |
60 |
4.874 |
4.264 |
0.610 |
13.7% |
0.104 |
2.4% |
29% |
False |
False |
18,231 |
80 |
4.874 |
4.264 |
0.610 |
13.7% |
0.103 |
2.3% |
29% |
False |
False |
15,074 |
100 |
4.874 |
4.264 |
0.610 |
13.7% |
0.109 |
2.5% |
29% |
False |
False |
13,136 |
120 |
4.874 |
3.923 |
0.951 |
21.4% |
0.108 |
2.4% |
54% |
False |
False |
11,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.938 |
2.618 |
4.758 |
1.618 |
4.648 |
1.000 |
4.580 |
0.618 |
4.538 |
HIGH |
4.470 |
0.618 |
4.428 |
0.500 |
4.415 |
0.382 |
4.402 |
LOW |
4.360 |
0.618 |
4.292 |
1.000 |
4.250 |
1.618 |
4.182 |
2.618 |
4.072 |
4.250 |
3.893 |
|
|
Fisher Pivots for day following 30-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.432 |
4.470 |
PP |
4.423 |
4.460 |
S1 |
4.415 |
4.450 |
|