NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 02-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2014 |
02-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.415 |
4.414 |
-0.001 |
0.0% |
4.525 |
High |
4.460 |
4.433 |
-0.027 |
-0.6% |
4.575 |
Low |
4.380 |
4.327 |
-0.053 |
-1.2% |
4.356 |
Close |
4.429 |
4.346 |
-0.083 |
-1.9% |
4.385 |
Range |
0.080 |
0.106 |
0.026 |
32.5% |
0.219 |
ATR |
0.108 |
0.107 |
0.000 |
-0.1% |
0.000 |
Volume |
22,423 |
15,747 |
-6,676 |
-29.8% |
103,071 |
|
Daily Pivots for day following 02-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.687 |
4.622 |
4.404 |
|
R3 |
4.581 |
4.516 |
4.375 |
|
R2 |
4.475 |
4.475 |
4.365 |
|
R1 |
4.410 |
4.410 |
4.356 |
4.390 |
PP |
4.369 |
4.369 |
4.369 |
4.358 |
S1 |
4.304 |
4.304 |
4.336 |
4.284 |
S2 |
4.263 |
4.263 |
4.327 |
|
S3 |
4.157 |
4.198 |
4.317 |
|
S4 |
4.051 |
4.092 |
4.288 |
|
|
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 |
4.327 |
0.248 |
5.7% |
0.113 |
2.6% |
8% |
False |
True |
18,990 |
10 |
4.688 |
4.327 |
0.361 |
8.3% |
0.106 |
2.4% |
5% |
False |
True |
19,940 |
20 |
4.879 |
4.327 |
0.552 |
12.7% |
0.109 |
2.5% |
3% |
False |
True |
22,887 |
40 |
4.879 |
4.285 |
0.594 |
13.7% |
0.109 |
2.5% |
10% |
False |
False |
22,438 |
60 |
4.879 |
4.285 |
0.594 |
13.7% |
0.105 |
2.4% |
10% |
False |
False |
19,830 |
80 |
4.879 |
4.285 |
0.594 |
13.7% |
0.104 |
2.4% |
10% |
False |
False |
18,259 |
100 |
4.879 |
4.285 |
0.594 |
13.7% |
0.111 |
2.6% |
10% |
False |
False |
18,540 |
120 |
4.879 |
3.926 |
0.953 |
21.9% |
0.112 |
2.6% |
44% |
False |
False |
18,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.884 |
2.618 |
4.711 |
1.618 |
4.605 |
1.000 |
4.539 |
0.618 |
4.499 |
HIGH |
4.433 |
0.618 |
4.393 |
0.500 |
4.380 |
0.382 |
4.367 |
LOW |
4.327 |
0.618 |
4.261 |
1.000 |
4.221 |
1.618 |
4.155 |
2.618 |
4.049 |
4.250 |
3.877 |
|
|
Fisher Pivots for day following 02-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.380 |
4.396 |
PP |
4.369 |
4.379 |
S1 |
4.357 |
4.363 |
|