NYMEX Natural Gas Future August 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 |
4.542 |
4.570 |
0.028 |
0.6% |
4.758 |
High |
4.606 |
4.608 |
0.002 |
0.0% |
4.893 |
Low |
4.532 |
4.405 |
-0.127 |
-2.8% |
4.538 |
Close |
4.569 |
4.441 |
-0.128 |
-2.8% |
4.552 |
Range |
0.074 |
0.203 |
0.129 |
174.3% |
0.355 |
ATR |
0.115 |
0.121 |
0.006 |
5.5% |
0.000 |
Volume |
76,281 |
139,009 |
62,728 |
82.2% |
275,866 |
|
Daily Pivots for day following 26-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.094 |
4.970 |
4.553 |
|
R3 |
4.891 |
4.767 |
4.497 |
|
R2 |
4.688 |
4.688 |
4.478 |
|
R1 |
4.564 |
4.564 |
4.460 |
4.525 |
PP |
4.485 |
4.485 |
4.485 |
4.465 |
S1 |
4.361 |
4.361 |
4.422 |
4.322 |
S2 |
4.282 |
4.282 |
4.404 |
|
S3 |
4.079 |
4.158 |
4.385 |
|
S4 |
3.876 |
3.955 |
4.329 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.726 |
5.494 |
4.747 |
|
R3 |
5.371 |
5.139 |
4.650 |
|
R2 |
5.016 |
5.016 |
4.617 |
|
R1 |
4.784 |
4.784 |
4.585 |
4.723 |
PP |
4.661 |
4.661 |
4.661 |
4.630 |
S1 |
4.429 |
4.429 |
4.519 |
4.368 |
S2 |
4.306 |
4.306 |
4.487 |
|
S3 |
3.951 |
4.074 |
4.454 |
|
S4 |
3.596 |
3.719 |
4.357 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.633 |
4.405 |
0.228 |
5.1% |
0.126 |
2.8% |
16% |
False |
True |
82,821 |
10 |
4.893 |
4.405 |
0.488 |
11.0% |
0.124 |
2.8% |
7% |
False |
True |
70,592 |
20 |
4.893 |
4.405 |
0.488 |
11.0% |
0.115 |
2.6% |
7% |
False |
True |
58,179 |
40 |
4.893 |
4.296 |
0.597 |
13.4% |
0.117 |
2.6% |
24% |
False |
False |
37,307 |
60 |
4.893 |
4.296 |
0.597 |
13.4% |
0.112 |
2.5% |
24% |
False |
False |
28,244 |
80 |
4.893 |
4.296 |
0.597 |
13.4% |
0.110 |
2.5% |
24% |
False |
False |
22,653 |
100 |
4.893 |
4.296 |
0.597 |
13.4% |
0.115 |
2.6% |
24% |
False |
False |
19,416 |
120 |
4.893 |
3.921 |
0.972 |
21.9% |
0.113 |
2.6% |
53% |
False |
False |
16,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.471 |
2.618 |
5.139 |
1.618 |
4.936 |
1.000 |
4.811 |
0.618 |
4.733 |
HIGH |
4.608 |
0.618 |
4.530 |
0.500 |
4.507 |
0.382 |
4.483 |
LOW |
4.405 |
0.618 |
4.280 |
1.000 |
4.202 |
1.618 |
4.077 |
2.618 |
3.874 |
4.250 |
3.542 |
|
|
Fisher Pivots for day following 26-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.507 |
4.507 |
PP |
4.485 |
4.485 |
S1 |
4.463 |
4.463 |
|