NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 01-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2014 |
01-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.493 |
4.515 |
0.022 |
0.5% |
4.638 |
High |
4.552 |
4.555 |
0.003 |
0.1% |
4.672 |
Low |
4.457 |
4.480 |
0.023 |
0.5% |
4.460 |
Close |
4.532 |
4.532 |
0.000 |
0.0% |
4.488 |
Range |
0.095 |
0.075 |
-0.020 |
-21.1% |
0.212 |
ATR |
0.101 |
0.099 |
-0.002 |
-1.8% |
0.000 |
Volume |
6,781 |
8,380 |
1,599 |
23.6% |
37,952 |
|
Daily Pivots for day following 01-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.747 |
4.715 |
4.573 |
|
R3 |
4.672 |
4.640 |
4.553 |
|
R2 |
4.597 |
4.597 |
4.546 |
|
R1 |
4.565 |
4.565 |
4.539 |
4.581 |
PP |
4.522 |
4.522 |
4.522 |
4.531 |
S1 |
4.490 |
4.490 |
4.525 |
4.506 |
S2 |
4.447 |
4.447 |
4.518 |
|
S3 |
4.372 |
4.415 |
4.511 |
|
S4 |
4.297 |
4.340 |
4.491 |
|
|
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 |
4.457 |
0.215 |
4.7% |
0.096 |
2.1% |
35% |
False |
False |
7,235 |
10 |
4.850 |
4.457 |
0.393 |
8.7% |
0.098 |
2.2% |
19% |
False |
False |
7,084 |
20 |
4.985 |
4.457 |
0.528 |
11.7% |
0.098 |
2.2% |
14% |
False |
False |
6,406 |
40 |
4.985 |
4.430 |
0.555 |
12.2% |
0.098 |
2.2% |
18% |
False |
False |
5,992 |
60 |
4.988 |
4.430 |
0.558 |
12.3% |
0.093 |
2.1% |
18% |
False |
False |
5,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.874 |
2.618 |
4.751 |
1.618 |
4.676 |
1.000 |
4.630 |
0.618 |
4.601 |
HIGH |
4.555 |
0.618 |
4.526 |
0.500 |
4.518 |
0.382 |
4.509 |
LOW |
4.480 |
0.618 |
4.434 |
1.000 |
4.405 |
1.618 |
4.359 |
2.618 |
4.284 |
4.250 |
4.161 |
|
|
Fisher Pivots for day following 01-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.527 |
4.523 |
PP |
4.522 |
4.515 |
S1 |
4.518 |
4.506 |
|