NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.545 |
4.413 |
-0.132 |
-2.9% |
4.525 |
High |
4.575 |
4.434 |
-0.141 |
-3.1% |
4.575 |
Low |
4.384 |
4.356 |
-0.028 |
-0.6% |
4.356 |
Close |
4.416 |
4.385 |
-0.031 |
-0.7% |
4.385 |
Range |
0.191 |
0.078 |
-0.113 |
-59.2% |
0.219 |
ATR |
0.112 |
0.110 |
-0.002 |
-2.2% |
0.000 |
Volume |
13,584 |
25,987 |
12,403 |
91.3% |
103,071 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.626 |
4.583 |
4.428 |
|
R3 |
4.548 |
4.505 |
4.406 |
|
R2 |
4.470 |
4.470 |
4.399 |
|
R1 |
4.427 |
4.427 |
4.392 |
4.410 |
PP |
4.392 |
4.392 |
4.392 |
4.383 |
S1 |
4.349 |
4.349 |
4.378 |
4.332 |
S2 |
4.314 |
4.314 |
4.371 |
|
S3 |
4.236 |
4.271 |
4.364 |
|
S4 |
4.158 |
4.193 |
4.342 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.096 |
4.959 |
4.505 |
|
R3 |
4.877 |
4.740 |
4.445 |
|
R2 |
4.658 |
4.658 |
4.425 |
|
R1 |
4.521 |
4.521 |
4.405 |
4.480 |
PP |
4.439 |
4.439 |
4.439 |
4.418 |
S1 |
4.302 |
4.302 |
4.365 |
4.261 |
S2 |
4.220 |
4.220 |
4.345 |
|
S3 |
4.001 |
4.083 |
4.325 |
|
S4 |
3.782 |
3.864 |
4.265 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.575 |
4.356 |
0.219 |
5.0% |
0.111 |
2.5% |
13% |
False |
True |
20,614 |
10 |
4.879 |
4.356 |
0.523 |
11.9% |
0.115 |
2.6% |
6% |
False |
True |
20,377 |
20 |
4.879 |
4.356 |
0.523 |
11.9% |
0.105 |
2.4% |
6% |
False |
True |
23,461 |
40 |
4.879 |
4.285 |
0.594 |
13.5% |
0.108 |
2.5% |
17% |
False |
False |
22,078 |
60 |
4.879 |
4.285 |
0.594 |
13.5% |
0.105 |
2.4% |
17% |
False |
False |
19,555 |
80 |
4.879 |
4.285 |
0.594 |
13.5% |
0.104 |
2.4% |
17% |
False |
False |
18,081 |
100 |
4.879 |
4.285 |
0.594 |
13.5% |
0.112 |
2.6% |
17% |
False |
False |
18,519 |
120 |
4.879 |
3.926 |
0.953 |
21.7% |
0.113 |
2.6% |
48% |
False |
False |
18,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.766 |
2.618 |
4.638 |
1.618 |
4.560 |
1.000 |
4.512 |
0.618 |
4.482 |
HIGH |
4.434 |
0.618 |
4.404 |
0.500 |
4.395 |
0.382 |
4.386 |
LOW |
4.356 |
0.618 |
4.308 |
1.000 |
4.278 |
1.618 |
4.230 |
2.618 |
4.152 |
4.250 |
4.025 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.395 |
4.466 |
PP |
4.392 |
4.439 |
S1 |
4.388 |
4.412 |
|