NYMEX Natural Gas Future November 2014
Trading Metrics calculated at close of trading on 23-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2014 |
23-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.595 |
4.566 |
-0.029 |
-0.6% |
4.803 |
High |
4.633 |
4.590 |
-0.043 |
-0.9% |
4.905 |
Low |
4.560 |
4.480 |
-0.080 |
-1.8% |
4.560 |
Close |
4.572 |
4.496 |
-0.076 |
-1.7% |
4.572 |
Range |
0.073 |
0.110 |
0.037 |
50.7% |
0.345 |
ATR |
0.101 |
0.102 |
0.001 |
0.6% |
0.000 |
Volume |
15,962 |
7,634 |
-8,328 |
-52.2% |
54,188 |
|
Daily Pivots for day following 23-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.852 |
4.784 |
4.557 |
|
R3 |
4.742 |
4.674 |
4.526 |
|
R2 |
4.632 |
4.632 |
4.516 |
|
R1 |
4.564 |
4.564 |
4.506 |
4.543 |
PP |
4.522 |
4.522 |
4.522 |
4.512 |
S1 |
4.454 |
4.454 |
4.486 |
4.433 |
S2 |
4.412 |
4.412 |
4.476 |
|
S3 |
4.302 |
4.344 |
4.466 |
|
S4 |
4.192 |
4.234 |
4.436 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.714 |
5.488 |
4.762 |
|
R3 |
5.369 |
5.143 |
4.667 |
|
R2 |
5.024 |
5.024 |
4.635 |
|
R1 |
4.798 |
4.798 |
4.604 |
4.739 |
PP |
4.679 |
4.679 |
4.679 |
4.649 |
S1 |
4.453 |
4.453 |
4.540 |
4.394 |
S2 |
4.334 |
4.334 |
4.509 |
|
S3 |
3.989 |
4.108 |
4.477 |
|
S4 |
3.644 |
3.763 |
4.382 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.783 |
4.480 |
0.303 |
6.7% |
0.093 |
2.1% |
5% |
False |
True |
9,646 |
10 |
4.905 |
4.480 |
0.425 |
9.5% |
0.110 |
2.4% |
4% |
False |
True |
12,707 |
20 |
4.905 |
4.370 |
0.535 |
11.9% |
0.100 |
2.2% |
24% |
False |
False |
11,196 |
40 |
4.905 |
4.320 |
0.585 |
13.0% |
0.096 |
2.1% |
30% |
False |
False |
8,930 |
60 |
4.905 |
4.320 |
0.585 |
13.0% |
0.094 |
2.1% |
30% |
False |
False |
7,336 |
80 |
4.905 |
4.320 |
0.585 |
13.0% |
0.093 |
2.1% |
30% |
False |
False |
6,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.058 |
2.618 |
4.878 |
1.618 |
4.768 |
1.000 |
4.700 |
0.618 |
4.658 |
HIGH |
4.590 |
0.618 |
4.548 |
0.500 |
4.535 |
0.382 |
4.522 |
LOW |
4.480 |
0.618 |
4.412 |
1.000 |
4.370 |
1.618 |
4.302 |
2.618 |
4.192 |
4.250 |
4.013 |
|
|
Fisher Pivots for day following 23-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.535 |
4.598 |
PP |
4.522 |
4.564 |
S1 |
4.509 |
4.530 |
|