NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.519 |
4.545 |
0.026 |
0.6% |
4.769 |
High |
4.574 |
4.575 |
0.001 |
0.0% |
4.879 |
Low |
4.506 |
4.384 |
-0.122 |
-2.7% |
4.526 |
Close |
4.541 |
4.416 |
-0.125 |
-2.8% |
4.537 |
Range |
0.068 |
0.191 |
0.123 |
180.9% |
0.353 |
ATR |
0.106 |
0.112 |
0.006 |
5.7% |
0.000 |
Volume |
21,000 |
13,584 |
-7,416 |
-35.3% |
100,704 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.031 |
4.915 |
4.521 |
|
R3 |
4.840 |
4.724 |
4.469 |
|
R2 |
4.649 |
4.649 |
4.451 |
|
R1 |
4.533 |
4.533 |
4.434 |
4.496 |
PP |
4.458 |
4.458 |
4.458 |
4.440 |
S1 |
4.342 |
4.342 |
4.398 |
4.305 |
S2 |
4.267 |
4.267 |
4.381 |
|
S3 |
4.076 |
4.151 |
4.363 |
|
S4 |
3.885 |
3.960 |
4.311 |
|
|
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 |
4.604 |
4.384 |
0.220 |
5.0% |
0.111 |
2.5% |
15% |
False |
True |
20,882 |
10 |
4.879 |
4.384 |
0.495 |
11.2% |
0.113 |
2.6% |
6% |
False |
True |
21,372 |
20 |
4.879 |
4.384 |
0.495 |
11.2% |
0.106 |
2.4% |
6% |
False |
True |
23,713 |
40 |
4.879 |
4.285 |
0.594 |
13.5% |
0.109 |
2.5% |
22% |
False |
False |
21,934 |
60 |
4.879 |
4.285 |
0.594 |
13.5% |
0.106 |
2.4% |
22% |
False |
False |
19,465 |
80 |
4.879 |
4.285 |
0.594 |
13.5% |
0.105 |
2.4% |
22% |
False |
False |
17,976 |
100 |
4.879 |
4.285 |
0.594 |
13.5% |
0.113 |
2.5% |
22% |
False |
False |
18,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.387 |
2.618 |
5.075 |
1.618 |
4.884 |
1.000 |
4.766 |
0.618 |
4.693 |
HIGH |
4.575 |
0.618 |
4.502 |
0.500 |
4.480 |
0.382 |
4.457 |
LOW |
4.384 |
0.618 |
4.266 |
1.000 |
4.193 |
1.618 |
4.075 |
2.618 |
3.884 |
4.250 |
3.572 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.480 |
4.480 |
PP |
4.458 |
4.458 |
S1 |
4.437 |
4.437 |
|