NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 17-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2014 |
17-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.780 |
4.706 |
-0.074 |
-1.5% |
4.681 |
| High |
4.874 |
4.733 |
-0.141 |
-2.9% |
4.776 |
| Low |
4.667 |
4.674 |
0.007 |
0.1% |
4.489 |
| Close |
4.705 |
4.706 |
0.001 |
0.0% |
4.734 |
| Range |
0.207 |
0.059 |
-0.148 |
-71.5% |
0.287 |
| ATR |
0.115 |
0.111 |
-0.004 |
-3.5% |
0.000 |
| Volume |
30,389 |
21,719 |
-8,670 |
-28.5% |
266,847 |
|
| Daily Pivots for day following 17-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.881 |
4.853 |
4.738 |
|
| R3 |
4.822 |
4.794 |
4.722 |
|
| R2 |
4.763 |
4.763 |
4.717 |
|
| R1 |
4.735 |
4.735 |
4.711 |
4.736 |
| PP |
4.704 |
4.704 |
4.704 |
4.705 |
| S1 |
4.676 |
4.676 |
4.701 |
4.677 |
| S2 |
4.645 |
4.645 |
4.695 |
|
| S3 |
4.586 |
4.617 |
4.690 |
|
| S4 |
4.527 |
4.558 |
4.674 |
|
|
| Weekly Pivots for week ending 13-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.527 |
5.418 |
4.892 |
|
| R3 |
5.240 |
5.131 |
4.813 |
|
| R2 |
4.953 |
4.953 |
4.787 |
|
| R1 |
4.844 |
4.844 |
4.760 |
4.899 |
| PP |
4.666 |
4.666 |
4.666 |
4.694 |
| S1 |
4.557 |
4.557 |
4.708 |
4.612 |
| S2 |
4.379 |
4.379 |
4.681 |
|
| S3 |
4.092 |
4.270 |
4.655 |
|
| S4 |
3.805 |
3.983 |
4.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.874 |
4.489 |
0.385 |
8.2% |
0.128 |
2.7% |
56% |
False |
False |
44,675 |
| 10 |
4.874 |
4.489 |
0.385 |
8.2% |
0.110 |
2.3% |
56% |
False |
False |
37,501 |
| 20 |
4.874 |
4.308 |
0.566 |
12.0% |
0.108 |
2.3% |
70% |
False |
False |
27,417 |
| 40 |
4.874 |
4.264 |
0.610 |
13.0% |
0.105 |
2.2% |
72% |
False |
False |
18,906 |
| 60 |
4.874 |
4.264 |
0.610 |
13.0% |
0.105 |
2.2% |
72% |
False |
False |
15,721 |
| 80 |
4.874 |
4.264 |
0.610 |
13.0% |
0.107 |
2.3% |
72% |
False |
False |
13,225 |
| 100 |
4.874 |
4.245 |
0.629 |
13.4% |
0.110 |
2.3% |
73% |
False |
False |
11,552 |
| 120 |
4.874 |
3.923 |
0.951 |
20.2% |
0.105 |
2.2% |
82% |
False |
False |
9,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.984 |
|
2.618 |
4.887 |
|
1.618 |
4.828 |
|
1.000 |
4.792 |
|
0.618 |
4.769 |
|
HIGH |
4.733 |
|
0.618 |
4.710 |
|
0.500 |
4.704 |
|
0.382 |
4.697 |
|
LOW |
4.674 |
|
0.618 |
4.638 |
|
1.000 |
4.615 |
|
1.618 |
4.579 |
|
2.618 |
4.520 |
|
4.250 |
4.423 |
|
|
| Fisher Pivots for day following 17-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.705 |
4.771 |
| PP |
4.704 |
4.749 |
| S1 |
4.704 |
4.728 |
|