NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 03-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2014 |
03-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
4.417 |
4.348 |
-0.069 |
-1.6% |
4.526 |
| High |
4.439 |
4.399 |
-0.040 |
-0.9% |
4.582 |
| Low |
4.329 |
4.320 |
-0.009 |
-0.2% |
4.357 |
| Close |
4.348 |
4.395 |
0.047 |
1.1% |
4.389 |
| Range |
0.110 |
0.079 |
-0.031 |
-28.2% |
0.225 |
| ATR |
0.111 |
0.108 |
-0.002 |
-2.0% |
0.000 |
| Volume |
19,792 |
33,071 |
13,279 |
67.1% |
113,691 |
|
| Daily Pivots for day following 03-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.608 |
4.581 |
4.438 |
|
| R3 |
4.529 |
4.502 |
4.417 |
|
| R2 |
4.450 |
4.450 |
4.409 |
|
| R1 |
4.423 |
4.423 |
4.402 |
4.437 |
| PP |
4.371 |
4.371 |
4.371 |
4.378 |
| S1 |
4.344 |
4.344 |
4.388 |
4.358 |
| S2 |
4.292 |
4.292 |
4.381 |
|
| S3 |
4.213 |
4.265 |
4.373 |
|
| S4 |
4.134 |
4.186 |
4.352 |
|
|
| Weekly Pivots for week ending 27-Jun-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.118 |
4.978 |
4.513 |
|
| R3 |
4.893 |
4.753 |
4.451 |
|
| R2 |
4.668 |
4.668 |
4.430 |
|
| R1 |
4.528 |
4.528 |
4.410 |
4.486 |
| PP |
4.443 |
4.443 |
4.443 |
4.421 |
| S1 |
4.303 |
4.303 |
4.368 |
4.261 |
| S2 |
4.218 |
4.218 |
4.348 |
|
| S3 |
3.993 |
4.078 |
4.327 |
|
| S4 |
3.768 |
3.853 |
4.265 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.470 |
4.320 |
0.150 |
3.4% |
0.094 |
2.1% |
50% |
False |
True |
26,552 |
| 10 |
4.614 |
4.320 |
0.294 |
6.7% |
0.105 |
2.4% |
26% |
False |
True |
24,885 |
| 20 |
4.874 |
4.320 |
0.554 |
12.6% |
0.110 |
2.5% |
14% |
False |
True |
31,244 |
| 40 |
4.874 |
4.264 |
0.610 |
13.9% |
0.110 |
2.5% |
21% |
False |
False |
23,462 |
| 60 |
4.874 |
4.264 |
0.610 |
13.9% |
0.106 |
2.4% |
21% |
False |
False |
19,189 |
| 80 |
4.874 |
4.264 |
0.610 |
13.9% |
0.103 |
2.3% |
21% |
False |
False |
15,885 |
| 100 |
4.874 |
4.264 |
0.610 |
13.9% |
0.109 |
2.5% |
21% |
False |
False |
13,778 |
| 120 |
4.874 |
3.998 |
0.876 |
19.9% |
0.108 |
2.5% |
45% |
False |
False |
12,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.735 |
|
2.618 |
4.606 |
|
1.618 |
4.527 |
|
1.000 |
4.478 |
|
0.618 |
4.448 |
|
HIGH |
4.399 |
|
0.618 |
4.369 |
|
0.500 |
4.360 |
|
0.382 |
4.350 |
|
LOW |
4.320 |
|
0.618 |
4.271 |
|
1.000 |
4.241 |
|
1.618 |
4.192 |
|
2.618 |
4.113 |
|
4.250 |
3.984 |
|
|
| Fisher Pivots for day following 03-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.383 |
4.395 |
| PP |
4.371 |
4.394 |
| S1 |
4.360 |
4.394 |
|