NYMEX Natural Gas Future December 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 |
4.744 |
4.660 |
-0.084 |
-1.8% |
4.852 |
High |
4.780 |
4.705 |
-0.075 |
-1.6% |
4.985 |
Low |
4.663 |
4.630 |
-0.033 |
-0.7% |
4.630 |
Close |
4.687 |
4.644 |
-0.043 |
-0.9% |
4.644 |
Range |
0.117 |
0.075 |
-0.042 |
-35.9% |
0.355 |
ATR |
0.103 |
0.101 |
-0.002 |
-1.9% |
0.000 |
Volume |
5,793 |
8,716 |
2,923 |
50.5% |
29,758 |
|
Daily Pivots for day following 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.885 |
4.839 |
4.685 |
|
R3 |
4.810 |
4.764 |
4.665 |
|
R2 |
4.735 |
4.735 |
4.658 |
|
R1 |
4.689 |
4.689 |
4.651 |
4.675 |
PP |
4.660 |
4.660 |
4.660 |
4.652 |
S1 |
4.614 |
4.614 |
4.637 |
4.600 |
S2 |
4.585 |
4.585 |
4.630 |
|
S3 |
4.510 |
4.539 |
4.623 |
|
S4 |
4.435 |
4.464 |
4.603 |
|
|
Weekly Pivots for week ending 20-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.818 |
5.586 |
4.839 |
|
R3 |
5.463 |
5.231 |
4.742 |
|
R2 |
5.108 |
5.108 |
4.709 |
|
R1 |
4.876 |
4.876 |
4.677 |
4.815 |
PP |
4.753 |
4.753 |
4.753 |
4.722 |
S1 |
4.521 |
4.521 |
4.611 |
4.460 |
S2 |
4.398 |
4.398 |
4.579 |
|
S3 |
4.043 |
4.166 |
4.546 |
|
S4 |
3.688 |
3.811 |
4.449 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.985 |
4.630 |
0.355 |
7.6% |
0.114 |
2.5% |
4% |
False |
True |
5,951 |
10 |
4.985 |
4.590 |
0.395 |
8.5% |
0.107 |
2.3% |
14% |
False |
False |
6,233 |
20 |
4.985 |
4.448 |
0.537 |
11.6% |
0.094 |
2.0% |
36% |
False |
False |
5,479 |
40 |
4.988 |
4.430 |
0.558 |
12.0% |
0.095 |
2.0% |
38% |
False |
False |
5,299 |
60 |
4.988 |
4.430 |
0.558 |
12.0% |
0.095 |
2.1% |
38% |
False |
False |
5,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.024 |
2.618 |
4.901 |
1.618 |
4.826 |
1.000 |
4.780 |
0.618 |
4.751 |
HIGH |
4.705 |
0.618 |
4.676 |
0.500 |
4.668 |
0.382 |
4.659 |
LOW |
4.630 |
0.618 |
4.584 |
1.000 |
4.555 |
1.618 |
4.509 |
2.618 |
4.434 |
4.250 |
4.311 |
|
|
Fisher Pivots for day following 20-Jun-2014 |
Pivot |
1 day |
3 day |
R1 |
4.668 |
4.740 |
PP |
4.660 |
4.708 |
S1 |
4.652 |
4.676 |
|