NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 03-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.414 |
4.353 |
-0.061 |
-1.4% |
4.525 |
High |
4.433 |
4.394 |
-0.039 |
-0.9% |
4.575 |
Low |
4.327 |
4.320 |
-0.007 |
-0.2% |
4.356 |
Close |
4.346 |
4.392 |
0.046 |
1.1% |
4.385 |
Range |
0.106 |
0.074 |
-0.032 |
-30.2% |
0.219 |
ATR |
0.107 |
0.105 |
-0.002 |
-2.2% |
0.000 |
Volume |
15,747 |
22,456 |
6,709 |
42.6% |
103,071 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.591 |
4.565 |
4.433 |
|
R3 |
4.517 |
4.491 |
4.412 |
|
R2 |
4.443 |
4.443 |
4.406 |
|
R1 |
4.417 |
4.417 |
4.399 |
4.430 |
PP |
4.369 |
4.369 |
4.369 |
4.375 |
S1 |
4.343 |
4.343 |
4.385 |
4.356 |
S2 |
4.295 |
4.295 |
4.378 |
|
S3 |
4.221 |
4.269 |
4.372 |
|
S4 |
4.147 |
4.195 |
4.351 |
|
|
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 |
4.464 |
4.320 |
0.144 |
3.3% |
0.089 |
2.0% |
50% |
False |
True |
20,764 |
10 |
4.604 |
4.320 |
0.284 |
6.5% |
0.100 |
2.3% |
25% |
False |
True |
20,823 |
20 |
4.879 |
4.320 |
0.559 |
12.7% |
0.107 |
2.4% |
13% |
False |
True |
22,965 |
40 |
4.879 |
4.285 |
0.594 |
13.5% |
0.108 |
2.5% |
18% |
False |
False |
22,564 |
60 |
4.879 |
4.285 |
0.594 |
13.5% |
0.105 |
2.4% |
18% |
False |
False |
19,936 |
80 |
4.879 |
4.285 |
0.594 |
13.5% |
0.103 |
2.4% |
18% |
False |
False |
18,396 |
100 |
4.879 |
4.285 |
0.594 |
13.5% |
0.111 |
2.5% |
18% |
False |
False |
18,571 |
120 |
4.879 |
4.000 |
0.879 |
20.0% |
0.112 |
2.6% |
45% |
False |
False |
18,371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.709 |
2.618 |
4.588 |
1.618 |
4.514 |
1.000 |
4.468 |
0.618 |
4.440 |
HIGH |
4.394 |
0.618 |
4.366 |
0.500 |
4.357 |
0.382 |
4.348 |
LOW |
4.320 |
0.618 |
4.274 |
1.000 |
4.246 |
1.618 |
4.200 |
2.618 |
4.126 |
4.250 |
4.006 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.380 |
4.391 |
PP |
4.369 |
4.391 |
S1 |
4.357 |
4.390 |
|