NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 20-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.643 |
4.558 |
-0.085 |
-1.8% |
4.769 |
High |
4.688 |
4.604 |
-0.084 |
-1.8% |
4.879 |
Low |
4.556 |
4.526 |
-0.030 |
-0.7% |
4.526 |
Close |
4.584 |
4.537 |
-0.047 |
-1.0% |
4.537 |
Range |
0.132 |
0.078 |
-0.054 |
-40.9% |
0.353 |
ATR |
0.112 |
0.109 |
-0.002 |
-2.2% |
0.000 |
Volume |
13,623 |
27,328 |
13,705 |
100.6% |
100,704 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.790 |
4.741 |
4.580 |
|
R3 |
4.712 |
4.663 |
4.558 |
|
R2 |
4.634 |
4.634 |
4.551 |
|
R1 |
4.585 |
4.585 |
4.544 |
4.571 |
PP |
4.556 |
4.556 |
4.556 |
4.548 |
S1 |
4.507 |
4.507 |
4.530 |
4.493 |
S2 |
4.478 |
4.478 |
4.523 |
|
S3 |
4.400 |
4.429 |
4.516 |
|
S4 |
4.322 |
4.351 |
4.494 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.706 |
5.475 |
4.731 |
|
R3 |
5.353 |
5.122 |
4.634 |
|
R2 |
5.000 |
5.000 |
4.602 |
|
R1 |
4.769 |
4.769 |
4.569 |
4.708 |
PP |
4.647 |
4.647 |
4.647 |
4.617 |
S1 |
4.416 |
4.416 |
4.505 |
4.355 |
S2 |
4.294 |
4.294 |
4.472 |
|
S3 |
3.941 |
4.063 |
4.440 |
|
S4 |
3.588 |
3.710 |
4.343 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.879 |
4.526 |
0.353 |
7.8% |
0.120 |
2.6% |
3% |
False |
True |
20,140 |
10 |
4.879 |
4.493 |
0.386 |
8.5% |
0.115 |
2.5% |
11% |
False |
False |
24,834 |
20 |
4.879 |
4.320 |
0.559 |
12.3% |
0.104 |
2.3% |
39% |
False |
False |
24,126 |
40 |
4.879 |
4.285 |
0.594 |
13.1% |
0.107 |
2.4% |
42% |
False |
False |
21,199 |
60 |
4.879 |
4.285 |
0.594 |
13.1% |
0.107 |
2.4% |
42% |
False |
False |
19,056 |
80 |
4.879 |
4.285 |
0.594 |
13.1% |
0.106 |
2.3% |
42% |
False |
False |
18,118 |
100 |
4.879 |
4.285 |
0.594 |
13.1% |
0.113 |
2.5% |
42% |
False |
False |
18,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.936 |
2.618 |
4.808 |
1.618 |
4.730 |
1.000 |
4.682 |
0.618 |
4.652 |
HIGH |
4.604 |
0.618 |
4.574 |
0.500 |
4.565 |
0.382 |
4.556 |
LOW |
4.526 |
0.618 |
4.478 |
1.000 |
4.448 |
1.618 |
4.400 |
2.618 |
4.322 |
4.250 |
4.195 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.565 |
4.642 |
PP |
4.556 |
4.607 |
S1 |
4.546 |
4.572 |
|