NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 01-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.392 |
4.415 |
0.023 |
0.5% |
4.525 |
High |
4.464 |
4.460 |
-0.004 |
-0.1% |
4.575 |
Low |
4.355 |
4.380 |
0.025 |
0.6% |
4.356 |
Close |
4.434 |
4.429 |
-0.005 |
-0.1% |
4.385 |
Range |
0.109 |
0.080 |
-0.029 |
-26.6% |
0.219 |
ATR |
0.110 |
0.108 |
-0.002 |
-1.9% |
0.000 |
Volume |
17,210 |
22,423 |
5,213 |
30.3% |
103,071 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.663 |
4.626 |
4.473 |
|
R3 |
4.583 |
4.546 |
4.451 |
|
R2 |
4.503 |
4.503 |
4.444 |
|
R1 |
4.466 |
4.466 |
4.436 |
4.485 |
PP |
4.423 |
4.423 |
4.423 |
4.432 |
S1 |
4.386 |
4.386 |
4.422 |
4.405 |
S2 |
4.343 |
4.343 |
4.414 |
|
S3 |
4.263 |
4.306 |
4.407 |
|
S4 |
4.183 |
4.226 |
4.385 |
|
|
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 |
4.355 |
0.220 |
5.0% |
0.105 |
2.4% |
34% |
False |
False |
20,040 |
10 |
4.757 |
4.355 |
0.402 |
9.1% |
0.107 |
2.4% |
18% |
False |
False |
19,634 |
20 |
4.879 |
4.355 |
0.524 |
11.8% |
0.107 |
2.4% |
14% |
False |
False |
23,021 |
40 |
4.879 |
4.285 |
0.594 |
13.4% |
0.109 |
2.4% |
24% |
False |
False |
22,264 |
60 |
4.879 |
4.285 |
0.594 |
13.4% |
0.105 |
2.4% |
24% |
False |
False |
19,701 |
80 |
4.879 |
4.285 |
0.594 |
13.4% |
0.104 |
2.3% |
24% |
False |
False |
18,226 |
100 |
4.879 |
4.285 |
0.594 |
13.4% |
0.112 |
2.5% |
24% |
False |
False |
18,570 |
120 |
4.879 |
3.926 |
0.953 |
21.5% |
0.113 |
2.5% |
53% |
False |
False |
18,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.800 |
2.618 |
4.669 |
1.618 |
4.589 |
1.000 |
4.540 |
0.618 |
4.509 |
HIGH |
4.460 |
0.618 |
4.429 |
0.500 |
4.420 |
0.382 |
4.411 |
LOW |
4.380 |
0.618 |
4.331 |
1.000 |
4.300 |
1.618 |
4.251 |
2.618 |
4.171 |
4.250 |
4.040 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.426 |
4.423 |
PP |
4.423 |
4.416 |
S1 |
4.420 |
4.410 |
|