NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 26-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2014 |
26-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.625 |
4.636 |
0.011 |
0.2% |
4.852 |
High |
4.672 |
4.660 |
-0.012 |
-0.3% |
4.985 |
Low |
4.607 |
4.494 |
-0.113 |
-2.5% |
4.630 |
Close |
4.640 |
4.519 |
-0.121 |
-2.6% |
4.644 |
Range |
0.065 |
0.166 |
0.101 |
155.4% |
0.355 |
ATR |
0.098 |
0.103 |
0.005 |
5.0% |
0.000 |
Volume |
6,710 |
5,139 |
-1,571 |
-23.4% |
29,758 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.056 |
4.953 |
4.610 |
|
R3 |
4.890 |
4.787 |
4.565 |
|
R2 |
4.724 |
4.724 |
4.549 |
|
R1 |
4.621 |
4.621 |
4.534 |
4.590 |
PP |
4.558 |
4.558 |
4.558 |
4.542 |
S1 |
4.455 |
4.455 |
4.504 |
4.424 |
S2 |
4.392 |
4.392 |
4.489 |
|
S3 |
4.226 |
4.289 |
4.473 |
|
S4 |
4.060 |
4.123 |
4.428 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.818 |
5.586 |
4.839 |
|
R3 |
5.463 |
5.231 |
4.742 |
|
R2 |
5.108 |
5.108 |
4.709 |
|
R1 |
4.876 |
4.876 |
4.677 |
4.815 |
PP |
4.753 |
4.753 |
4.753 |
4.722 |
S1 |
4.521 |
4.521 |
4.611 |
4.460 |
S2 |
4.398 |
4.398 |
4.579 |
|
S3 |
4.043 |
4.166 |
4.546 |
|
S4 |
3.688 |
3.811 |
4.449 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.705 |
4.494 |
0.211 |
4.7% |
0.102 |
2.2% |
12% |
False |
True |
7,500 |
10 |
4.985 |
4.494 |
0.491 |
10.9% |
0.105 |
2.3% |
5% |
False |
True |
6,836 |
20 |
4.985 |
4.494 |
0.491 |
10.9% |
0.097 |
2.1% |
5% |
False |
True |
6,034 |
40 |
4.985 |
4.430 |
0.555 |
12.3% |
0.098 |
2.2% |
16% |
False |
False |
5,732 |
60 |
4.988 |
4.430 |
0.558 |
12.3% |
0.095 |
2.1% |
16% |
False |
False |
5,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.366 |
2.618 |
5.095 |
1.618 |
4.929 |
1.000 |
4.826 |
0.618 |
4.763 |
HIGH |
4.660 |
0.618 |
4.597 |
0.500 |
4.577 |
0.382 |
4.557 |
LOW |
4.494 |
0.618 |
4.391 |
1.000 |
4.328 |
1.618 |
4.225 |
2.618 |
4.059 |
4.250 |
3.789 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.577 |
4.583 |
PP |
4.558 |
4.562 |
S1 |
4.538 |
4.540 |
|