NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 25-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2014 |
25-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.443 |
4.524 |
0.081 |
1.8% |
4.780 |
| High |
4.551 |
4.581 |
0.030 |
0.7% |
4.874 |
| Low |
4.441 |
4.508 |
0.067 |
1.5% |
4.528 |
| Close |
4.532 |
4.546 |
0.014 |
0.3% |
4.539 |
| Range |
0.110 |
0.073 |
-0.037 |
-33.6% |
0.346 |
| ATR |
0.112 |
0.109 |
-0.003 |
-2.5% |
0.000 |
| Volume |
20,597 |
26,028 |
5,431 |
26.4% |
117,217 |
|
| Daily Pivots for day following 25-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.764 |
4.728 |
4.586 |
|
| R3 |
4.691 |
4.655 |
4.566 |
|
| R2 |
4.618 |
4.618 |
4.559 |
|
| R1 |
4.582 |
4.582 |
4.553 |
4.600 |
| PP |
4.545 |
4.545 |
4.545 |
4.554 |
| S1 |
4.509 |
4.509 |
4.539 |
4.527 |
| S2 |
4.472 |
4.472 |
4.533 |
|
| S3 |
4.399 |
4.436 |
4.526 |
|
| S4 |
4.326 |
4.363 |
4.506 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.685 |
5.458 |
4.729 |
|
| R3 |
5.339 |
5.112 |
4.634 |
|
| R2 |
4.993 |
4.993 |
4.602 |
|
| R1 |
4.766 |
4.766 |
4.571 |
4.707 |
| PP |
4.647 |
4.647 |
4.647 |
4.617 |
| S1 |
4.420 |
4.420 |
4.507 |
4.361 |
| S2 |
4.301 |
4.301 |
4.476 |
|
| S3 |
3.955 |
4.074 |
4.444 |
|
| S4 |
3.609 |
3.728 |
4.349 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.695 |
4.441 |
0.254 |
5.6% |
0.103 |
2.3% |
41% |
False |
False |
23,262 |
| 10 |
4.874 |
4.441 |
0.433 |
9.5% |
0.121 |
2.7% |
24% |
False |
False |
29,541 |
| 20 |
4.874 |
4.438 |
0.436 |
9.6% |
0.106 |
2.3% |
25% |
False |
False |
29,270 |
| 40 |
4.874 |
4.264 |
0.610 |
13.4% |
0.107 |
2.4% |
46% |
False |
False |
21,202 |
| 60 |
4.874 |
4.264 |
0.610 |
13.4% |
0.105 |
2.3% |
46% |
False |
False |
17,432 |
| 80 |
4.874 |
4.264 |
0.610 |
13.4% |
0.102 |
2.3% |
46% |
False |
False |
14,360 |
| 100 |
4.874 |
4.264 |
0.610 |
13.4% |
0.109 |
2.4% |
46% |
False |
False |
12,592 |
| 120 |
4.874 |
3.923 |
0.951 |
20.9% |
0.107 |
2.4% |
66% |
False |
False |
11,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.891 |
|
2.618 |
4.772 |
|
1.618 |
4.699 |
|
1.000 |
4.654 |
|
0.618 |
4.626 |
|
HIGH |
4.581 |
|
0.618 |
4.553 |
|
0.500 |
4.545 |
|
0.382 |
4.536 |
|
LOW |
4.508 |
|
0.618 |
4.463 |
|
1.000 |
4.435 |
|
1.618 |
4.390 |
|
2.618 |
4.317 |
|
4.250 |
4.198 |
|
|
| Fisher Pivots for day following 25-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.546 |
4.534 |
| PP |
4.545 |
4.523 |
| S1 |
4.545 |
4.511 |
|