NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 02-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.420 |
4.417 |
-0.003 |
-0.1% |
4.526 |
High |
4.467 |
4.439 |
-0.028 |
-0.6% |
4.582 |
Low |
4.382 |
4.329 |
-0.053 |
-1.2% |
4.357 |
Close |
4.436 |
4.348 |
-0.088 |
-2.0% |
4.389 |
Range |
0.085 |
0.110 |
0.025 |
29.4% |
0.225 |
ATR |
0.111 |
0.111 |
0.000 |
0.0% |
0.000 |
Volume |
28,052 |
19,792 |
-8,260 |
-29.4% |
113,691 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.702 |
4.635 |
4.409 |
|
R3 |
4.592 |
4.525 |
4.378 |
|
R2 |
4.482 |
4.482 |
4.368 |
|
R1 |
4.415 |
4.415 |
4.358 |
4.394 |
PP |
4.372 |
4.372 |
4.372 |
4.361 |
S1 |
4.305 |
4.305 |
4.338 |
4.284 |
S2 |
4.262 |
4.262 |
4.328 |
|
S3 |
4.152 |
4.195 |
4.318 |
|
S4 |
4.042 |
4.085 |
4.288 |
|
|
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 |
4.329 |
0.253 |
5.8% |
0.117 |
2.7% |
8% |
False |
True |
23,311 |
10 |
4.695 |
4.329 |
0.366 |
8.4% |
0.110 |
2.5% |
5% |
False |
True |
23,286 |
20 |
4.874 |
4.329 |
0.545 |
12.5% |
0.112 |
2.6% |
3% |
False |
True |
30,350 |
40 |
4.874 |
4.264 |
0.610 |
14.0% |
0.110 |
2.5% |
14% |
False |
False |
23,044 |
60 |
4.874 |
4.264 |
0.610 |
14.0% |
0.106 |
2.4% |
14% |
False |
False |
18,845 |
80 |
4.874 |
4.264 |
0.610 |
14.0% |
0.103 |
2.4% |
14% |
False |
False |
15,550 |
100 |
4.874 |
4.264 |
0.610 |
14.0% |
0.109 |
2.5% |
14% |
False |
False |
13,522 |
120 |
4.874 |
3.923 |
0.951 |
21.9% |
0.108 |
2.5% |
45% |
False |
False |
11,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.907 |
2.618 |
4.727 |
1.618 |
4.617 |
1.000 |
4.549 |
0.618 |
4.507 |
HIGH |
4.439 |
0.618 |
4.397 |
0.500 |
4.384 |
0.382 |
4.371 |
LOW |
4.329 |
0.618 |
4.261 |
1.000 |
4.219 |
1.618 |
4.151 |
2.618 |
4.041 |
4.250 |
3.862 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.384 |
4.400 |
PP |
4.372 |
4.382 |
S1 |
4.360 |
4.365 |
|