NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 18-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2014 |
18-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.706 |
4.705 |
-0.001 |
0.0% |
4.681 |
| High |
4.733 |
4.764 |
0.031 |
0.7% |
4.776 |
| Low |
4.674 |
4.644 |
-0.030 |
-0.6% |
4.489 |
| Close |
4.706 |
4.658 |
-0.048 |
-1.0% |
4.734 |
| Range |
0.059 |
0.120 |
0.061 |
103.4% |
0.287 |
| ATR |
0.111 |
0.112 |
0.001 |
0.5% |
0.000 |
| Volume |
21,719 |
16,387 |
-5,332 |
-24.5% |
266,847 |
|
| Daily Pivots for day following 18-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.049 |
4.973 |
4.724 |
|
| R3 |
4.929 |
4.853 |
4.691 |
|
| R2 |
4.809 |
4.809 |
4.680 |
|
| R1 |
4.733 |
4.733 |
4.669 |
4.711 |
| PP |
4.689 |
4.689 |
4.689 |
4.678 |
| S1 |
4.613 |
4.613 |
4.647 |
4.591 |
| S2 |
4.569 |
4.569 |
4.636 |
|
| S3 |
4.449 |
4.493 |
4.625 |
|
| S4 |
4.329 |
4.373 |
4.592 |
|
|
| 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 |
4.507 |
0.367 |
7.9% |
0.139 |
3.0% |
41% |
False |
False |
35,821 |
| 10 |
4.874 |
4.489 |
0.385 |
8.3% |
0.115 |
2.5% |
44% |
False |
False |
37,415 |
| 20 |
4.874 |
4.308 |
0.566 |
12.2% |
0.108 |
2.3% |
62% |
False |
False |
27,635 |
| 40 |
4.874 |
4.264 |
0.610 |
13.1% |
0.106 |
2.3% |
65% |
False |
False |
19,158 |
| 60 |
4.874 |
4.264 |
0.610 |
13.1% |
0.106 |
2.3% |
65% |
False |
False |
15,936 |
| 80 |
4.874 |
4.264 |
0.610 |
13.1% |
0.105 |
2.2% |
65% |
False |
False |
13,356 |
| 100 |
4.874 |
4.245 |
0.629 |
13.5% |
0.111 |
2.4% |
66% |
False |
False |
11,683 |
| 120 |
4.874 |
3.923 |
0.951 |
20.4% |
0.105 |
2.3% |
77% |
False |
False |
10,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.274 |
|
2.618 |
5.078 |
|
1.618 |
4.958 |
|
1.000 |
4.884 |
|
0.618 |
4.838 |
|
HIGH |
4.764 |
|
0.618 |
4.718 |
|
0.500 |
4.704 |
|
0.382 |
4.690 |
|
LOW |
4.644 |
|
0.618 |
4.570 |
|
1.000 |
4.524 |
|
1.618 |
4.450 |
|
2.618 |
4.330 |
|
4.250 |
4.134 |
|
|
| Fisher Pivots for day following 18-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.704 |
4.759 |
| PP |
4.689 |
4.725 |
| S1 |
4.673 |
4.692 |
|