NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 27-Jun-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2014 |
27-Jun-2014 |
Change |
Change % |
Previous Week |
Open |
4.636 |
4.523 |
-0.113 |
-2.4% |
4.638 |
High |
4.660 |
4.537 |
-0.123 |
-2.6% |
4.672 |
Low |
4.494 |
4.460 |
-0.034 |
-0.8% |
4.460 |
Close |
4.519 |
4.488 |
-0.031 |
-0.7% |
4.488 |
Range |
0.166 |
0.077 |
-0.089 |
-53.6% |
0.212 |
ATR |
0.103 |
0.101 |
-0.002 |
-1.8% |
0.000 |
Volume |
5,139 |
9,166 |
4,027 |
78.4% |
37,952 |
|
Daily Pivots for day following 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.726 |
4.684 |
4.530 |
|
R3 |
4.649 |
4.607 |
4.509 |
|
R2 |
4.572 |
4.572 |
4.502 |
|
R1 |
4.530 |
4.530 |
4.495 |
4.513 |
PP |
4.495 |
4.495 |
4.495 |
4.486 |
S1 |
4.453 |
4.453 |
4.481 |
4.436 |
S2 |
4.418 |
4.418 |
4.474 |
|
S3 |
4.341 |
4.376 |
4.467 |
|
S4 |
4.264 |
4.299 |
4.446 |
|
|
Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.176 |
5.044 |
4.605 |
|
R3 |
4.964 |
4.832 |
4.546 |
|
R2 |
4.752 |
4.752 |
4.527 |
|
R1 |
4.620 |
4.620 |
4.507 |
4.580 |
PP |
4.540 |
4.540 |
4.540 |
4.520 |
S1 |
4.408 |
4.408 |
4.469 |
4.368 |
S2 |
4.328 |
4.328 |
4.449 |
|
S3 |
4.116 |
4.196 |
4.430 |
|
S4 |
3.904 |
3.984 |
4.371 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.672 |
4.460 |
0.212 |
4.7% |
0.102 |
2.3% |
13% |
False |
True |
7,590 |
10 |
4.985 |
4.460 |
0.525 |
11.7% |
0.108 |
2.4% |
5% |
False |
True |
6,771 |
20 |
4.985 |
4.460 |
0.525 |
11.7% |
0.097 |
2.2% |
5% |
False |
True |
6,148 |
40 |
4.985 |
4.430 |
0.555 |
12.4% |
0.097 |
2.2% |
10% |
False |
False |
5,815 |
60 |
4.988 |
4.430 |
0.558 |
12.4% |
0.094 |
2.1% |
10% |
False |
False |
5,361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.864 |
2.618 |
4.739 |
1.618 |
4.662 |
1.000 |
4.614 |
0.618 |
4.585 |
HIGH |
4.537 |
0.618 |
4.508 |
0.500 |
4.499 |
0.382 |
4.489 |
LOW |
4.460 |
0.618 |
4.412 |
1.000 |
4.383 |
1.618 |
4.335 |
2.618 |
4.258 |
4.250 |
4.133 |
|
|
Fisher Pivots for day following 27-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.499 |
4.566 |
PP |
4.495 |
4.540 |
S1 |
4.492 |
4.514 |
|