NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 13-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2014 |
13-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.522 |
4.728 |
0.206 |
4.6% |
4.668 |
High |
4.744 |
4.767 |
0.023 |
0.5% |
4.767 |
Low |
4.512 |
4.710 |
0.198 |
4.4% |
4.493 |
Close |
4.736 |
4.733 |
-0.003 |
-0.1% |
4.733 |
Range |
0.232 |
0.057 |
-0.175 |
-75.4% |
0.274 |
ATR |
0.109 |
0.106 |
-0.004 |
-3.4% |
0.000 |
Volume |
26,855 |
35,941 |
9,086 |
33.8% |
147,639 |
|
Daily Pivots for day following 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.908 |
4.877 |
4.764 |
|
R3 |
4.851 |
4.820 |
4.749 |
|
R2 |
4.794 |
4.794 |
4.743 |
|
R1 |
4.763 |
4.763 |
4.738 |
4.779 |
PP |
4.737 |
4.737 |
4.737 |
4.744 |
S1 |
4.706 |
4.706 |
4.728 |
4.722 |
S2 |
4.680 |
4.680 |
4.723 |
|
S3 |
4.623 |
4.649 |
4.717 |
|
S4 |
4.566 |
4.592 |
4.702 |
|
|
Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.486 |
5.384 |
4.884 |
|
R3 |
5.212 |
5.110 |
4.808 |
|
R2 |
4.938 |
4.938 |
4.783 |
|
R1 |
4.836 |
4.836 |
4.758 |
4.887 |
PP |
4.664 |
4.664 |
4.664 |
4.690 |
S1 |
4.562 |
4.562 |
4.708 |
4.613 |
S2 |
4.390 |
4.390 |
4.683 |
|
S3 |
4.116 |
4.288 |
4.658 |
|
S4 |
3.842 |
4.014 |
4.582 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.767 |
4.493 |
0.274 |
5.8% |
0.110 |
2.3% |
88% |
True |
False |
29,527 |
10 |
4.767 |
4.482 |
0.285 |
6.0% |
0.095 |
2.0% |
88% |
True |
False |
26,546 |
20 |
4.767 |
4.312 |
0.455 |
9.6% |
0.100 |
2.1% |
93% |
True |
False |
23,365 |
40 |
4.850 |
4.285 |
0.565 |
11.9% |
0.106 |
2.2% |
79% |
False |
False |
20,259 |
60 |
4.850 |
4.285 |
0.565 |
11.9% |
0.104 |
2.2% |
79% |
False |
False |
18,402 |
80 |
4.856 |
4.285 |
0.571 |
12.1% |
0.110 |
2.3% |
78% |
False |
False |
18,360 |
100 |
4.856 |
4.235 |
0.621 |
13.1% |
0.114 |
2.4% |
80% |
False |
False |
18,432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.009 |
2.618 |
4.916 |
1.618 |
4.859 |
1.000 |
4.824 |
0.618 |
4.802 |
HIGH |
4.767 |
0.618 |
4.745 |
0.500 |
4.739 |
0.382 |
4.732 |
LOW |
4.710 |
0.618 |
4.675 |
1.000 |
4.653 |
1.618 |
4.618 |
2.618 |
4.561 |
4.250 |
4.468 |
|
|
Fisher Pivots for day following 13-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.739 |
4.699 |
PP |
4.737 |
4.664 |
S1 |
4.735 |
4.630 |
|