NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
3.968 |
3.910 |
-0.058 |
-1.5% |
4.140 |
High |
3.981 |
3.910 |
-0.071 |
-1.8% |
4.159 |
Low |
3.938 |
3.844 |
-0.094 |
-2.4% |
3.938 |
Close |
3.955 |
3.862 |
-0.093 |
-2.4% |
3.955 |
Range |
0.043 |
0.066 |
0.023 |
53.5% |
0.221 |
ATR |
0.096 |
0.097 |
0.001 |
1.1% |
0.000 |
Volume |
44,884 |
74,311 |
29,427 |
65.6% |
281,222 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.070 |
4.032 |
3.898 |
|
R3 |
4.004 |
3.966 |
3.880 |
|
R2 |
3.938 |
3.938 |
3.874 |
|
R1 |
3.900 |
3.900 |
3.868 |
3.886 |
PP |
3.872 |
3.872 |
3.872 |
3.865 |
S1 |
3.834 |
3.834 |
3.856 |
3.820 |
S2 |
3.806 |
3.806 |
3.850 |
|
S3 |
3.740 |
3.768 |
3.844 |
|
S4 |
3.674 |
3.702 |
3.826 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.680 |
4.539 |
4.077 |
|
R3 |
4.459 |
4.318 |
4.016 |
|
R2 |
4.238 |
4.238 |
3.996 |
|
R1 |
4.097 |
4.097 |
3.975 |
4.057 |
PP |
4.017 |
4.017 |
4.017 |
3.998 |
S1 |
3.876 |
3.876 |
3.935 |
3.836 |
S2 |
3.796 |
3.796 |
3.914 |
|
S3 |
3.575 |
3.655 |
3.894 |
|
S4 |
3.354 |
3.434 |
3.833 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.153 |
3.844 |
0.309 |
8.0% |
0.082 |
2.1% |
6% |
False |
True |
60,324 |
10 |
4.229 |
3.844 |
0.385 |
10.0% |
0.079 |
2.1% |
5% |
False |
True |
56,479 |
20 |
4.582 |
3.844 |
0.738 |
19.1% |
0.092 |
2.4% |
2% |
False |
True |
41,771 |
40 |
4.874 |
3.844 |
1.030 |
26.7% |
0.101 |
2.6% |
2% |
False |
True |
35,008 |
60 |
4.874 |
3.844 |
1.030 |
26.7% |
0.103 |
2.7% |
2% |
False |
True |
27,500 |
80 |
4.874 |
3.844 |
1.030 |
26.7% |
0.102 |
2.6% |
2% |
False |
True |
23,079 |
100 |
4.874 |
3.844 |
1.030 |
26.7% |
0.102 |
2.6% |
2% |
False |
True |
19,492 |
120 |
4.874 |
3.844 |
1.030 |
26.7% |
0.107 |
2.8% |
2% |
False |
True |
17,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.191 |
2.618 |
4.083 |
1.618 |
4.017 |
1.000 |
3.976 |
0.618 |
3.951 |
HIGH |
3.910 |
0.618 |
3.885 |
0.500 |
3.877 |
0.382 |
3.869 |
LOW |
3.844 |
0.618 |
3.803 |
1.000 |
3.778 |
1.618 |
3.737 |
2.618 |
3.671 |
4.250 |
3.564 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3.877 |
3.975 |
PP |
3.872 |
3.937 |
S1 |
3.867 |
3.900 |
|