NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 03-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.514 |
4.449 |
-0.065 |
-1.4% |
4.638 |
High |
4.522 |
4.493 |
-0.029 |
-0.6% |
4.672 |
Low |
4.431 |
4.424 |
-0.007 |
-0.2% |
4.460 |
Close |
4.452 |
4.492 |
0.040 |
0.9% |
4.488 |
Range |
0.091 |
0.069 |
-0.022 |
-24.2% |
0.212 |
ATR |
0.099 |
0.097 |
-0.002 |
-2.2% |
0.000 |
Volume |
4,378 |
8,373 |
3,995 |
91.3% |
37,952 |
|
Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.677 |
4.653 |
4.530 |
|
R3 |
4.608 |
4.584 |
4.511 |
|
R2 |
4.539 |
4.539 |
4.505 |
|
R1 |
4.515 |
4.515 |
4.498 |
4.527 |
PP |
4.470 |
4.470 |
4.470 |
4.476 |
S1 |
4.446 |
4.446 |
4.486 |
4.458 |
S2 |
4.401 |
4.401 |
4.479 |
|
S3 |
4.332 |
4.377 |
4.473 |
|
S4 |
4.263 |
4.308 |
4.454 |
|
|
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 |
4.555 |
4.424 |
0.131 |
2.9% |
0.081 |
1.8% |
52% |
False |
True |
7,415 |
10 |
4.705 |
4.424 |
0.281 |
6.3% |
0.092 |
2.0% |
24% |
False |
True |
7,458 |
20 |
4.985 |
4.424 |
0.561 |
12.5% |
0.098 |
2.2% |
12% |
False |
True |
6,700 |
40 |
4.985 |
4.424 |
0.561 |
12.5% |
0.098 |
2.2% |
12% |
False |
True |
6,197 |
60 |
4.988 |
4.424 |
0.564 |
12.6% |
0.094 |
2.1% |
12% |
False |
True |
5,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.786 |
2.618 |
4.674 |
1.618 |
4.605 |
1.000 |
4.562 |
0.618 |
4.536 |
HIGH |
4.493 |
0.618 |
4.467 |
0.500 |
4.459 |
0.382 |
4.450 |
LOW |
4.424 |
0.618 |
4.381 |
1.000 |
4.355 |
1.618 |
4.312 |
2.618 |
4.243 |
4.250 |
4.131 |
|
|
Fisher Pivots for day following 03-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.481 |
4.491 |
PP |
4.470 |
4.490 |
S1 |
4.459 |
4.490 |
|