NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 30-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2014 |
30-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.413 |
4.392 |
-0.021 |
-0.5% |
4.525 |
| High |
4.434 |
4.464 |
0.030 |
0.7% |
4.575 |
| Low |
4.356 |
4.355 |
-0.001 |
0.0% |
4.356 |
| Close |
4.385 |
4.434 |
0.049 |
1.1% |
4.385 |
| Range |
0.078 |
0.109 |
0.031 |
39.7% |
0.219 |
| ATR |
0.110 |
0.110 |
0.000 |
-0.1% |
0.000 |
| Volume |
25,987 |
17,210 |
-8,777 |
-33.8% |
103,071 |
|
| Daily Pivots for day following 30-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.745 |
4.698 |
4.494 |
|
| R3 |
4.636 |
4.589 |
4.464 |
|
| R2 |
4.527 |
4.527 |
4.454 |
|
| R1 |
4.480 |
4.480 |
4.444 |
4.504 |
| PP |
4.418 |
4.418 |
4.418 |
4.429 |
| S1 |
4.371 |
4.371 |
4.424 |
4.395 |
| S2 |
4.309 |
4.309 |
4.414 |
|
| S3 |
4.200 |
4.262 |
4.404 |
|
| S4 |
4.091 |
4.153 |
4.374 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.096 |
4.959 |
4.505 |
|
| R3 |
4.877 |
4.740 |
4.445 |
|
| R2 |
4.658 |
4.658 |
4.425 |
|
| R1 |
4.521 |
4.521 |
4.405 |
4.480 |
| PP |
4.439 |
4.439 |
4.439 |
4.418 |
| S1 |
4.302 |
4.302 |
4.365 |
4.261 |
| S2 |
4.220 |
4.220 |
4.345 |
|
| S3 |
4.001 |
4.083 |
4.325 |
|
| S4 |
3.782 |
3.864 |
4.265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.575 |
4.355 |
0.220 |
5.0% |
0.109 |
2.5% |
36% |
False |
True |
19,681 |
| 10 |
4.757 |
4.355 |
0.402 |
9.1% |
0.105 |
2.4% |
20% |
False |
True |
19,471 |
| 20 |
4.879 |
4.355 |
0.524 |
11.8% |
0.106 |
2.4% |
15% |
False |
True |
23,006 |
| 40 |
4.879 |
4.285 |
0.594 |
13.4% |
0.109 |
2.5% |
25% |
False |
False |
22,102 |
| 60 |
4.879 |
4.285 |
0.594 |
13.4% |
0.104 |
2.4% |
25% |
False |
False |
19,559 |
| 80 |
4.879 |
4.285 |
0.594 |
13.4% |
0.104 |
2.3% |
25% |
False |
False |
18,114 |
| 100 |
4.879 |
4.285 |
0.594 |
13.4% |
0.112 |
2.5% |
25% |
False |
False |
18,563 |
| 120 |
4.879 |
3.926 |
0.953 |
21.5% |
0.113 |
2.6% |
53% |
False |
False |
18,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.927 |
|
2.618 |
4.749 |
|
1.618 |
4.640 |
|
1.000 |
4.573 |
|
0.618 |
4.531 |
|
HIGH |
4.464 |
|
0.618 |
4.422 |
|
0.500 |
4.410 |
|
0.382 |
4.397 |
|
LOW |
4.355 |
|
0.618 |
4.288 |
|
1.000 |
4.246 |
|
1.618 |
4.179 |
|
2.618 |
4.070 |
|
4.250 |
3.892 |
|
|
| Fisher Pivots for day following 30-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.426 |
4.465 |
| PP |
4.418 |
4.455 |
| S1 |
4.410 |
4.444 |
|