NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.558 |
4.525 |
-0.033 |
-0.7% |
4.769 |
High |
4.604 |
4.564 |
-0.040 |
-0.9% |
4.879 |
Low |
4.526 |
4.446 |
-0.080 |
-1.8% |
4.526 |
Close |
4.537 |
4.459 |
-0.078 |
-1.7% |
4.537 |
Range |
0.078 |
0.118 |
0.040 |
51.3% |
0.353 |
ATR |
0.109 |
0.110 |
0.001 |
0.6% |
0.000 |
Volume |
27,328 |
21,872 |
-5,456 |
-20.0% |
100,704 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.844 |
4.769 |
4.524 |
|
R3 |
4.726 |
4.651 |
4.491 |
|
R2 |
4.608 |
4.608 |
4.481 |
|
R1 |
4.533 |
4.533 |
4.470 |
4.512 |
PP |
4.490 |
4.490 |
4.490 |
4.479 |
S1 |
4.415 |
4.415 |
4.448 |
4.394 |
S2 |
4.372 |
4.372 |
4.437 |
|
S3 |
4.254 |
4.297 |
4.427 |
|
S4 |
4.136 |
4.179 |
4.394 |
|
|
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 |
4.757 |
4.446 |
0.311 |
7.0% |
0.101 |
2.3% |
4% |
False |
True |
19,262 |
10 |
4.879 |
4.446 |
0.433 |
9.7% |
0.117 |
2.6% |
3% |
False |
True |
24,650 |
20 |
4.879 |
4.328 |
0.551 |
12.4% |
0.108 |
2.4% |
24% |
False |
False |
23,680 |
40 |
4.879 |
4.285 |
0.594 |
13.3% |
0.108 |
2.4% |
29% |
False |
False |
21,455 |
60 |
4.879 |
4.285 |
0.594 |
13.3% |
0.106 |
2.4% |
29% |
False |
False |
19,210 |
80 |
4.879 |
4.285 |
0.594 |
13.3% |
0.106 |
2.4% |
29% |
False |
False |
18,133 |
100 |
4.879 |
4.285 |
0.594 |
13.3% |
0.113 |
2.5% |
29% |
False |
False |
18,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.066 |
2.618 |
4.873 |
1.618 |
4.755 |
1.000 |
4.682 |
0.618 |
4.637 |
HIGH |
4.564 |
0.618 |
4.519 |
0.500 |
4.505 |
0.382 |
4.491 |
LOW |
4.446 |
0.618 |
4.373 |
1.000 |
4.328 |
1.618 |
4.255 |
2.618 |
4.137 |
4.250 |
3.945 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.505 |
4.567 |
PP |
4.490 |
4.531 |
S1 |
4.474 |
4.495 |
|