NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 24-Jun-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2014 |
24-Jun-2014 |
Change |
Change % |
Previous Week |
| Open |
4.566 |
4.491 |
-0.075 |
-1.6% |
4.803 |
| High |
4.590 |
4.577 |
-0.013 |
-0.3% |
4.905 |
| Low |
4.480 |
4.491 |
0.011 |
0.2% |
4.560 |
| Close |
4.496 |
4.561 |
0.065 |
1.4% |
4.572 |
| Range |
0.110 |
0.086 |
-0.024 |
-21.8% |
0.345 |
| ATR |
0.102 |
0.101 |
-0.001 |
-1.1% |
0.000 |
| Volume |
7,634 |
12,341 |
4,707 |
61.7% |
54,188 |
|
| Daily Pivots for day following 24-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.801 |
4.767 |
4.608 |
|
| R3 |
4.715 |
4.681 |
4.585 |
|
| R2 |
4.629 |
4.629 |
4.577 |
|
| R1 |
4.595 |
4.595 |
4.569 |
4.612 |
| PP |
4.543 |
4.543 |
4.543 |
4.552 |
| S1 |
4.509 |
4.509 |
4.553 |
4.526 |
| S2 |
4.457 |
4.457 |
4.545 |
|
| S3 |
4.371 |
4.423 |
4.537 |
|
| S4 |
4.285 |
4.337 |
4.514 |
|
|
| 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 |
4.783 |
4.480 |
0.303 |
6.6% |
0.100 |
2.2% |
27% |
False |
False |
9,969 |
| 10 |
4.905 |
4.480 |
0.425 |
9.3% |
0.108 |
2.4% |
19% |
False |
False |
12,561 |
| 20 |
4.905 |
4.467 |
0.438 |
9.6% |
0.098 |
2.2% |
21% |
False |
False |
11,537 |
| 40 |
4.905 |
4.320 |
0.585 |
12.8% |
0.095 |
2.1% |
41% |
False |
False |
9,183 |
| 60 |
4.905 |
4.320 |
0.585 |
12.8% |
0.094 |
2.1% |
41% |
False |
False |
7,421 |
| 80 |
4.905 |
4.320 |
0.585 |
12.8% |
0.093 |
2.0% |
41% |
False |
False |
6,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.943 |
|
2.618 |
4.802 |
|
1.618 |
4.716 |
|
1.000 |
4.663 |
|
0.618 |
4.630 |
|
HIGH |
4.577 |
|
0.618 |
4.544 |
|
0.500 |
4.534 |
|
0.382 |
4.524 |
|
LOW |
4.491 |
|
0.618 |
4.438 |
|
1.000 |
4.405 |
|
1.618 |
4.352 |
|
2.618 |
4.266 |
|
4.250 |
4.126 |
|
|
| Fisher Pivots for day following 24-Jun-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.552 |
4.560 |
| PP |
4.543 |
4.558 |
| S1 |
4.534 |
4.557 |
|