NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 11-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2014 |
11-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.698 |
4.629 |
-0.069 |
-1.5% |
4.620 |
High |
4.703 |
4.653 |
-0.050 |
-1.1% |
4.793 |
Low |
4.613 |
4.590 |
-0.023 |
-0.5% |
4.605 |
Close |
4.620 |
4.613 |
-0.007 |
-0.2% |
4.774 |
Range |
0.090 |
0.063 |
-0.027 |
-30.0% |
0.188 |
ATR |
0.091 |
0.089 |
-0.002 |
-2.2% |
0.000 |
Volume |
5,709 |
7,584 |
1,875 |
32.8% |
22,683 |
|
Daily Pivots for day following 11-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.808 |
4.773 |
4.648 |
|
R3 |
4.745 |
4.710 |
4.630 |
|
R2 |
4.682 |
4.682 |
4.625 |
|
R1 |
4.647 |
4.647 |
4.619 |
4.633 |
PP |
4.619 |
4.619 |
4.619 |
4.612 |
S1 |
4.584 |
4.584 |
4.607 |
4.570 |
S2 |
4.556 |
4.556 |
4.601 |
|
S3 |
4.493 |
4.521 |
4.596 |
|
S4 |
4.430 |
4.458 |
4.578 |
|
|
Weekly Pivots for week ending 06-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.288 |
5.219 |
4.877 |
|
R3 |
5.100 |
5.031 |
4.826 |
|
R2 |
4.912 |
4.912 |
4.808 |
|
R1 |
4.843 |
4.843 |
4.791 |
4.878 |
PP |
4.724 |
4.724 |
4.724 |
4.741 |
S1 |
4.655 |
4.655 |
4.757 |
4.690 |
S2 |
4.536 |
4.536 |
4.740 |
|
S3 |
4.348 |
4.467 |
4.722 |
|
S4 |
4.160 |
4.279 |
4.671 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.805 |
4.590 |
0.215 |
4.7% |
0.079 |
1.7% |
11% |
False |
True |
5,645 |
10 |
4.805 |
4.553 |
0.252 |
5.5% |
0.078 |
1.7% |
24% |
False |
False |
5,318 |
20 |
4.805 |
4.430 |
0.375 |
8.1% |
0.091 |
2.0% |
49% |
False |
False |
5,289 |
40 |
4.988 |
4.430 |
0.558 |
12.1% |
0.091 |
2.0% |
33% |
False |
False |
4,867 |
60 |
4.988 |
4.430 |
0.558 |
12.1% |
0.090 |
2.0% |
33% |
False |
False |
5,105 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.921 |
2.618 |
4.818 |
1.618 |
4.755 |
1.000 |
4.716 |
0.618 |
4.692 |
HIGH |
4.653 |
0.618 |
4.629 |
0.500 |
4.622 |
0.382 |
4.614 |
LOW |
4.590 |
0.618 |
4.551 |
1.000 |
4.527 |
1.618 |
4.488 |
2.618 |
4.425 |
4.250 |
4.322 |
|
|
Fisher Pivots for day following 11-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.622 |
4.698 |
PP |
4.619 |
4.669 |
S1 |
4.616 |
4.641 |
|