NYMEX Natural Gas Future July 2014
| Trading Metrics calculated at close of trading on 20-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2014 |
20-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.650 |
4.572 |
-0.078 |
-1.7% |
4.757 |
| High |
4.700 |
4.614 |
-0.086 |
-1.8% |
4.886 |
| Low |
4.559 |
4.516 |
-0.043 |
-0.9% |
4.516 |
| Close |
4.584 |
4.531 |
-0.053 |
-1.2% |
4.531 |
| Range |
0.141 |
0.098 |
-0.043 |
-30.5% |
0.370 |
| ATR |
0.122 |
0.120 |
-0.002 |
-1.4% |
0.000 |
| Volume |
155,814 |
76,734 |
-79,080 |
-50.8% |
508,336 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.848 |
4.787 |
4.585 |
|
| R3 |
4.750 |
4.689 |
4.558 |
|
| R2 |
4.652 |
4.652 |
4.549 |
|
| R1 |
4.591 |
4.591 |
4.540 |
4.573 |
| PP |
4.554 |
4.554 |
4.554 |
4.544 |
| S1 |
4.493 |
4.493 |
4.522 |
4.475 |
| S2 |
4.456 |
4.456 |
4.513 |
|
| S3 |
4.358 |
4.395 |
4.504 |
|
| S4 |
4.260 |
4.297 |
4.477 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.754 |
5.513 |
4.735 |
|
| R3 |
5.384 |
5.143 |
4.633 |
|
| R2 |
5.014 |
5.014 |
4.599 |
|
| R1 |
4.773 |
4.773 |
4.565 |
4.709 |
| PP |
4.644 |
4.644 |
4.644 |
4.612 |
| S1 |
4.403 |
4.403 |
4.497 |
4.339 |
| S2 |
4.274 |
4.274 |
4.463 |
|
| S3 |
3.904 |
4.033 |
4.429 |
|
| S4 |
3.534 |
3.663 |
4.328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.886 |
4.516 |
0.370 |
8.2% |
0.130 |
2.9% |
4% |
False |
True |
101,667 |
| 10 |
4.886 |
4.504 |
0.382 |
8.4% |
0.127 |
2.8% |
7% |
False |
False |
124,509 |
| 20 |
4.886 |
4.360 |
0.526 |
11.6% |
0.115 |
2.5% |
33% |
False |
False |
112,569 |
| 40 |
4.886 |
4.297 |
0.589 |
13.0% |
0.118 |
2.6% |
40% |
False |
False |
80,367 |
| 60 |
4.886 |
4.293 |
0.593 |
13.1% |
0.117 |
2.6% |
40% |
False |
False |
63,431 |
| 80 |
4.886 |
4.293 |
0.593 |
13.1% |
0.116 |
2.6% |
40% |
False |
False |
50,597 |
| 100 |
4.915 |
4.293 |
0.622 |
13.7% |
0.122 |
2.7% |
38% |
False |
False |
42,824 |
| 120 |
4.915 |
3.910 |
1.005 |
22.2% |
0.117 |
2.6% |
62% |
False |
False |
36,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.031 |
|
2.618 |
4.871 |
|
1.618 |
4.773 |
|
1.000 |
4.712 |
|
0.618 |
4.675 |
|
HIGH |
4.614 |
|
0.618 |
4.577 |
|
0.500 |
4.565 |
|
0.382 |
4.553 |
|
LOW |
4.516 |
|
0.618 |
4.455 |
|
1.000 |
4.418 |
|
1.618 |
4.357 |
|
2.618 |
4.259 |
|
4.250 |
4.100 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.565 |
4.645 |
| PP |
4.554 |
4.607 |
| S1 |
4.542 |
4.569 |
|