NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 16-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2014 |
16-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.728 |
4.769 |
0.041 |
0.9% |
4.668 |
High |
4.767 |
4.879 |
0.112 |
2.3% |
4.767 |
Low |
4.710 |
4.666 |
-0.044 |
-0.9% |
4.493 |
Close |
4.733 |
4.704 |
-0.029 |
-0.6% |
4.733 |
Range |
0.057 |
0.213 |
0.156 |
273.7% |
0.274 |
ATR |
0.106 |
0.113 |
0.008 |
7.3% |
0.000 |
Volume |
35,941 |
26,266 |
-9,675 |
-26.9% |
147,639 |
|
Daily Pivots for day following 16-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.389 |
5.259 |
4.821 |
|
R3 |
5.176 |
5.046 |
4.763 |
|
R2 |
4.963 |
4.963 |
4.743 |
|
R1 |
4.833 |
4.833 |
4.724 |
4.792 |
PP |
4.750 |
4.750 |
4.750 |
4.729 |
S1 |
4.620 |
4.620 |
4.684 |
4.579 |
S2 |
4.537 |
4.537 |
4.665 |
|
S3 |
4.324 |
4.407 |
4.645 |
|
S4 |
4.111 |
4.194 |
4.587 |
|
|
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 |
4.879 |
4.493 |
0.386 |
8.2% |
0.132 |
2.8% |
55% |
True |
False |
30,038 |
10 |
4.879 |
4.493 |
0.386 |
8.2% |
0.108 |
2.3% |
55% |
True |
False |
26,541 |
20 |
4.879 |
4.312 |
0.567 |
12.1% |
0.108 |
2.3% |
69% |
True |
False |
23,700 |
40 |
4.879 |
4.285 |
0.594 |
12.6% |
0.106 |
2.2% |
71% |
True |
False |
20,767 |
60 |
4.879 |
4.285 |
0.594 |
12.6% |
0.106 |
2.3% |
71% |
True |
False |
18,702 |
80 |
4.879 |
4.285 |
0.594 |
12.6% |
0.111 |
2.4% |
71% |
True |
False |
18,328 |
100 |
4.879 |
4.235 |
0.644 |
13.7% |
0.115 |
2.4% |
73% |
True |
False |
18,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.784 |
2.618 |
5.437 |
1.618 |
5.224 |
1.000 |
5.092 |
0.618 |
5.011 |
HIGH |
4.879 |
0.618 |
4.798 |
0.500 |
4.773 |
0.382 |
4.747 |
LOW |
4.666 |
0.618 |
4.534 |
1.000 |
4.453 |
1.618 |
4.321 |
2.618 |
4.108 |
4.250 |
3.761 |
|
|
Fisher Pivots for day following 16-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.773 |
4.701 |
PP |
4.750 |
4.698 |
S1 |
4.727 |
4.696 |
|