NYMEX Natural Gas Future August 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.767 |
3.842 |
0.075 |
2.0% |
3.883 |
| High |
3.886 |
3.862 |
-0.024 |
-0.6% |
3.893 |
| Low |
3.744 |
3.764 |
0.020 |
0.5% |
3.744 |
| Close |
3.847 |
3.781 |
-0.066 |
-1.7% |
3.781 |
| Range |
0.142 |
0.098 |
-0.044 |
-31.0% |
0.149 |
| ATR |
0.105 |
0.105 |
-0.001 |
-0.5% |
0.000 |
| Volume |
91,779 |
34,659 |
-57,120 |
-62.2% |
367,271 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.096 |
4.037 |
3.835 |
|
| R3 |
3.998 |
3.939 |
3.808 |
|
| R2 |
3.900 |
3.900 |
3.799 |
|
| R1 |
3.841 |
3.841 |
3.790 |
3.822 |
| PP |
3.802 |
3.802 |
3.802 |
3.793 |
| S1 |
3.743 |
3.743 |
3.772 |
3.724 |
| S2 |
3.704 |
3.704 |
3.763 |
|
| S3 |
3.606 |
3.645 |
3.754 |
|
| S4 |
3.508 |
3.547 |
3.727 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.253 |
4.166 |
3.863 |
|
| R3 |
4.104 |
4.017 |
3.822 |
|
| R2 |
3.955 |
3.955 |
3.808 |
|
| R1 |
3.868 |
3.868 |
3.795 |
3.837 |
| PP |
3.806 |
3.806 |
3.806 |
3.791 |
| S1 |
3.719 |
3.719 |
3.767 |
3.688 |
| S2 |
3.657 |
3.657 |
3.754 |
|
| S3 |
3.508 |
3.570 |
3.740 |
|
| S4 |
3.359 |
3.421 |
3.699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.893 |
3.744 |
0.149 |
3.9% |
0.096 |
2.5% |
25% |
False |
False |
73,454 |
| 10 |
4.173 |
3.744 |
0.429 |
11.3% |
0.092 |
2.4% |
9% |
False |
False |
80,594 |
| 20 |
4.493 |
3.744 |
0.749 |
19.8% |
0.094 |
2.5% |
5% |
False |
False |
86,334 |
| 40 |
4.893 |
3.744 |
1.149 |
30.4% |
0.105 |
2.8% |
3% |
False |
False |
72,257 |
| 60 |
4.893 |
3.744 |
1.149 |
30.4% |
0.109 |
2.9% |
3% |
False |
False |
53,649 |
| 80 |
4.893 |
3.744 |
1.149 |
30.4% |
0.108 |
2.8% |
3% |
False |
False |
42,767 |
| 100 |
4.893 |
3.744 |
1.149 |
30.4% |
0.107 |
2.8% |
3% |
False |
False |
35,389 |
| 120 |
4.893 |
3.744 |
1.149 |
30.4% |
0.112 |
3.0% |
3% |
False |
False |
30,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.279 |
|
2.618 |
4.119 |
|
1.618 |
4.021 |
|
1.000 |
3.960 |
|
0.618 |
3.923 |
|
HIGH |
3.862 |
|
0.618 |
3.825 |
|
0.500 |
3.813 |
|
0.382 |
3.801 |
|
LOW |
3.764 |
|
0.618 |
3.703 |
|
1.000 |
3.666 |
|
1.618 |
3.605 |
|
2.618 |
3.507 |
|
4.250 |
3.348 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.813 |
3.815 |
| PP |
3.802 |
3.804 |
| S1 |
3.792 |
3.792 |
|