NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 01-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.399 |
4.420 |
0.021 |
0.5% |
4.526 |
High |
4.470 |
4.467 |
-0.003 |
-0.1% |
4.582 |
Low |
4.360 |
4.382 |
0.022 |
0.5% |
4.357 |
Close |
4.440 |
4.436 |
-0.004 |
-0.1% |
4.389 |
Range |
0.110 |
0.085 |
-0.025 |
-22.7% |
0.225 |
ATR |
0.113 |
0.111 |
-0.002 |
-1.8% |
0.000 |
Volume |
22,610 |
28,052 |
5,442 |
24.1% |
113,691 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.683 |
4.645 |
4.483 |
|
R3 |
4.598 |
4.560 |
4.459 |
|
R2 |
4.513 |
4.513 |
4.452 |
|
R1 |
4.475 |
4.475 |
4.444 |
4.494 |
PP |
4.428 |
4.428 |
4.428 |
4.438 |
S1 |
4.390 |
4.390 |
4.428 |
4.409 |
S2 |
4.343 |
4.343 |
4.420 |
|
S3 |
4.258 |
4.305 |
4.413 |
|
S4 |
4.173 |
4.220 |
4.389 |
|
|
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% |
0.109 |
2.5% |
35% |
False |
False |
24,558 |
10 |
4.764 |
4.357 |
0.407 |
9.2% |
0.111 |
2.5% |
19% |
False |
False |
22,946 |
20 |
4.874 |
4.357 |
0.517 |
11.7% |
0.110 |
2.5% |
15% |
False |
False |
30,223 |
40 |
4.874 |
4.264 |
0.610 |
13.8% |
0.110 |
2.5% |
28% |
False |
False |
22,701 |
60 |
4.874 |
4.264 |
0.610 |
13.8% |
0.105 |
2.4% |
28% |
False |
False |
18,605 |
80 |
4.874 |
4.264 |
0.610 |
13.8% |
0.103 |
2.3% |
28% |
False |
False |
15,385 |
100 |
4.874 |
4.264 |
0.610 |
13.8% |
0.109 |
2.5% |
28% |
False |
False |
13,369 |
120 |
4.874 |
3.923 |
0.951 |
21.4% |
0.108 |
2.4% |
54% |
False |
False |
11,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.828 |
2.618 |
4.690 |
1.618 |
4.605 |
1.000 |
4.552 |
0.618 |
4.520 |
HIGH |
4.467 |
0.618 |
4.435 |
0.500 |
4.425 |
0.382 |
4.414 |
LOW |
4.382 |
0.618 |
4.329 |
1.000 |
4.297 |
1.618 |
4.244 |
2.618 |
4.159 |
4.250 |
4.021 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.432 |
4.429 |
PP |
4.428 |
4.421 |
S1 |
4.425 |
4.414 |
|