NYMEX Natural Gas Future November 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 |
4.673 |
4.595 |
-0.078 |
-1.7% |
4.803 |
| High |
4.715 |
4.633 |
-0.082 |
-1.7% |
4.905 |
| Low |
4.598 |
4.560 |
-0.038 |
-0.8% |
4.560 |
| Close |
4.618 |
4.572 |
-0.046 |
-1.0% |
4.572 |
| Range |
0.117 |
0.073 |
-0.044 |
-37.6% |
0.345 |
| ATR |
0.104 |
0.101 |
-0.002 |
-2.1% |
0.000 |
| Volume |
6,446 |
15,962 |
9,516 |
147.6% |
54,188 |
|
| Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.807 |
4.763 |
4.612 |
|
| R3 |
4.734 |
4.690 |
4.592 |
|
| R2 |
4.661 |
4.661 |
4.585 |
|
| R1 |
4.617 |
4.617 |
4.579 |
4.603 |
| PP |
4.588 |
4.588 |
4.588 |
4.581 |
| S1 |
4.544 |
4.544 |
4.565 |
4.530 |
| S2 |
4.515 |
4.515 |
4.559 |
|
| S3 |
4.442 |
4.471 |
4.552 |
|
| S4 |
4.369 |
4.398 |
4.532 |
|
|
| Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.714 |
5.488 |
4.762 |
|
| R3 |
5.369 |
5.143 |
4.667 |
|
| R2 |
5.024 |
5.024 |
4.635 |
|
| R1 |
4.798 |
4.798 |
4.604 |
4.739 |
| PP |
4.679 |
4.679 |
4.679 |
4.649 |
| S1 |
4.453 |
4.453 |
4.540 |
4.394 |
| S2 |
4.334 |
4.334 |
4.509 |
|
| S3 |
3.989 |
4.108 |
4.477 |
|
| S4 |
3.644 |
3.763 |
4.382 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.905 |
4.560 |
0.345 |
7.5% |
0.111 |
2.4% |
3% |
False |
True |
10,837 |
| 10 |
4.905 |
4.533 |
0.372 |
8.1% |
0.109 |
2.4% |
10% |
False |
False |
13,425 |
| 20 |
4.905 |
4.355 |
0.550 |
12.0% |
0.096 |
2.1% |
39% |
False |
False |
11,231 |
| 40 |
4.905 |
4.320 |
0.585 |
12.8% |
0.095 |
2.1% |
43% |
False |
False |
8,832 |
| 60 |
4.905 |
4.320 |
0.585 |
12.8% |
0.095 |
2.1% |
43% |
False |
False |
7,247 |
| 80 |
4.905 |
4.320 |
0.585 |
12.8% |
0.093 |
2.0% |
43% |
False |
False |
6,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.943 |
|
2.618 |
4.824 |
|
1.618 |
4.751 |
|
1.000 |
4.706 |
|
0.618 |
4.678 |
|
HIGH |
4.633 |
|
0.618 |
4.605 |
|
0.500 |
4.597 |
|
0.382 |
4.588 |
|
LOW |
4.560 |
|
0.618 |
4.515 |
|
1.000 |
4.487 |
|
1.618 |
4.442 |
|
2.618 |
4.369 |
|
4.250 |
4.250 |
|
|
| Fisher Pivots for day following 20-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.597 |
4.672 |
| PP |
4.588 |
4.638 |
| S1 |
4.580 |
4.605 |
|