NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 12-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2014 |
12-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.516 |
4.522 |
0.006 |
0.1% |
4.495 |
High |
4.549 |
4.744 |
0.195 |
4.3% |
4.690 |
Low |
4.493 |
4.512 |
0.019 |
0.4% |
4.482 |
Close |
4.495 |
4.736 |
0.241 |
5.4% |
4.666 |
Range |
0.056 |
0.232 |
0.176 |
314.3% |
0.208 |
ATR |
0.099 |
0.109 |
0.011 |
10.9% |
0.000 |
Volume |
31,438 |
26,855 |
-4,583 |
-14.6% |
117,821 |
|
Daily Pivots for day following 12-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.360 |
5.280 |
4.864 |
|
R3 |
5.128 |
5.048 |
4.800 |
|
R2 |
4.896 |
4.896 |
4.779 |
|
R1 |
4.816 |
4.816 |
4.757 |
4.856 |
PP |
4.664 |
4.664 |
4.664 |
4.684 |
S1 |
4.584 |
4.584 |
4.715 |
4.624 |
S2 |
4.432 |
4.432 |
4.693 |
|
S3 |
4.200 |
4.352 |
4.672 |
|
S4 |
3.968 |
4.120 |
4.608 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.237 |
5.159 |
4.780 |
|
R3 |
5.029 |
4.951 |
4.723 |
|
R2 |
4.821 |
4.821 |
4.704 |
|
R1 |
4.743 |
4.743 |
4.685 |
4.782 |
PP |
4.613 |
4.613 |
4.613 |
4.632 |
S1 |
4.535 |
4.535 |
4.647 |
4.574 |
S2 |
4.405 |
4.405 |
4.628 |
|
S3 |
4.197 |
4.327 |
4.609 |
|
S4 |
3.989 |
4.119 |
4.552 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.744 |
4.493 |
0.251 |
5.3% |
0.110 |
2.3% |
97% |
True |
False |
28,351 |
10 |
4.744 |
4.431 |
0.313 |
6.6% |
0.099 |
2.1% |
97% |
True |
False |
26,054 |
20 |
4.744 |
4.285 |
0.459 |
9.7% |
0.107 |
2.3% |
98% |
True |
False |
22,594 |
40 |
4.850 |
4.285 |
0.565 |
11.9% |
0.106 |
2.2% |
80% |
False |
False |
19,626 |
60 |
4.850 |
4.285 |
0.565 |
11.9% |
0.104 |
2.2% |
80% |
False |
False |
17,945 |
80 |
4.856 |
4.285 |
0.571 |
12.1% |
0.112 |
2.4% |
79% |
False |
False |
18,227 |
100 |
4.856 |
4.060 |
0.796 |
16.8% |
0.115 |
2.4% |
85% |
False |
False |
18,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.730 |
2.618 |
5.351 |
1.618 |
5.119 |
1.000 |
4.976 |
0.618 |
4.887 |
HIGH |
4.744 |
0.618 |
4.655 |
0.500 |
4.628 |
0.382 |
4.601 |
LOW |
4.512 |
0.618 |
4.369 |
1.000 |
4.280 |
1.618 |
4.137 |
2.618 |
3.905 |
4.250 |
3.526 |
|
|
Fisher Pivots for day following 12-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.700 |
4.697 |
PP |
4.664 |
4.658 |
S1 |
4.628 |
4.619 |
|