NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 04-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
04-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
4.348 |
4.385 |
0.037 |
0.9% |
4.399 |
| High |
4.399 |
4.388 |
-0.011 |
-0.3% |
4.470 |
| Low |
4.320 |
4.327 |
0.007 |
0.2% |
4.320 |
| Close |
4.395 |
4.353 |
-0.042 |
-1.0% |
4.353 |
| Range |
0.079 |
0.061 |
-0.018 |
-22.8% |
0.150 |
| ATR |
0.108 |
0.105 |
-0.003 |
-2.7% |
0.000 |
| Volume |
33,071 |
33,119 |
48 |
0.1% |
136,644 |
|
| Daily Pivots for day following 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.539 |
4.507 |
4.387 |
|
| R3 |
4.478 |
4.446 |
4.370 |
|
| R2 |
4.417 |
4.417 |
4.364 |
|
| R1 |
4.385 |
4.385 |
4.359 |
4.371 |
| PP |
4.356 |
4.356 |
4.356 |
4.349 |
| S1 |
4.324 |
4.324 |
4.347 |
4.310 |
| S2 |
4.295 |
4.295 |
4.342 |
|
| S3 |
4.234 |
4.263 |
4.336 |
|
| S4 |
4.173 |
4.202 |
4.319 |
|
|
| Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.831 |
4.742 |
4.436 |
|
| R3 |
4.681 |
4.592 |
4.394 |
|
| R2 |
4.531 |
4.531 |
4.381 |
|
| R1 |
4.442 |
4.442 |
4.367 |
4.412 |
| PP |
4.381 |
4.381 |
4.381 |
4.366 |
| S1 |
4.292 |
4.292 |
4.339 |
4.262 |
| S2 |
4.231 |
4.231 |
4.326 |
|
| S3 |
4.081 |
4.142 |
4.312 |
|
| S4 |
3.931 |
3.992 |
4.271 |
|
|
| 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% |
0.089 |
2.0% |
22% |
False |
False |
27,328 |
| 10 |
4.582 |
4.320 |
0.262 |
6.0% |
0.103 |
2.4% |
13% |
False |
False |
25,033 |
| 20 |
4.874 |
4.320 |
0.554 |
12.7% |
0.110 |
2.5% |
6% |
False |
False |
31,719 |
| 40 |
4.874 |
4.264 |
0.610 |
14.0% |
0.106 |
2.4% |
15% |
False |
False |
24,014 |
| 60 |
4.874 |
4.264 |
0.610 |
14.0% |
0.106 |
2.4% |
15% |
False |
False |
19,503 |
| 80 |
4.874 |
4.264 |
0.610 |
14.0% |
0.102 |
2.3% |
15% |
False |
False |
16,200 |
| 100 |
4.874 |
4.264 |
0.610 |
14.0% |
0.108 |
2.5% |
15% |
False |
False |
14,070 |
| 120 |
4.874 |
4.096 |
0.778 |
17.9% |
0.108 |
2.5% |
33% |
False |
False |
12,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.647 |
|
2.618 |
4.548 |
|
1.618 |
4.487 |
|
1.000 |
4.449 |
|
0.618 |
4.426 |
|
HIGH |
4.388 |
|
0.618 |
4.365 |
|
0.500 |
4.358 |
|
0.382 |
4.350 |
|
LOW |
4.327 |
|
0.618 |
4.289 |
|
1.000 |
4.266 |
|
1.618 |
4.228 |
|
2.618 |
4.167 |
|
4.250 |
4.068 |
|
|
| Fisher Pivots for day following 04-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.358 |
4.380 |
| PP |
4.356 |
4.371 |
| S1 |
4.355 |
4.362 |
|