NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 08-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2014 |
08-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
4.335 |
4.223 |
-0.112 |
-2.6% |
4.399 |
| High |
4.340 |
4.229 |
-0.111 |
-2.6% |
4.470 |
| Low |
4.193 |
4.128 |
-0.065 |
-1.6% |
4.320 |
| Close |
4.219 |
4.194 |
-0.025 |
-0.6% |
4.353 |
| Range |
0.147 |
0.101 |
-0.046 |
-31.3% |
0.150 |
| ATR |
0.109 |
0.109 |
-0.001 |
-0.5% |
0.000 |
| Volume |
41,272 |
60,492 |
19,220 |
46.6% |
136,644 |
|
| Daily Pivots for day following 08-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.487 |
4.441 |
4.250 |
|
| R3 |
4.386 |
4.340 |
4.222 |
|
| R2 |
4.285 |
4.285 |
4.213 |
|
| R1 |
4.239 |
4.239 |
4.203 |
4.212 |
| PP |
4.184 |
4.184 |
4.184 |
4.170 |
| S1 |
4.138 |
4.138 |
4.185 |
4.111 |
| S2 |
4.083 |
4.083 |
4.175 |
|
| S3 |
3.982 |
4.037 |
4.166 |
|
| S4 |
3.881 |
3.936 |
4.138 |
|
|
| 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 |
4.439 |
4.128 |
0.311 |
7.4% |
0.100 |
2.4% |
21% |
False |
True |
37,549 |
| 10 |
4.582 |
4.128 |
0.454 |
10.8% |
0.104 |
2.5% |
15% |
False |
True |
31,053 |
| 20 |
4.874 |
4.128 |
0.746 |
17.8% |
0.112 |
2.7% |
9% |
False |
True |
32,029 |
| 40 |
4.874 |
4.128 |
0.746 |
17.8% |
0.108 |
2.6% |
9% |
False |
True |
25,877 |
| 60 |
4.874 |
4.128 |
0.746 |
17.8% |
0.106 |
2.5% |
9% |
False |
True |
20,458 |
| 80 |
4.874 |
4.128 |
0.746 |
17.8% |
0.102 |
2.4% |
9% |
False |
True |
17,261 |
| 100 |
4.874 |
4.128 |
0.746 |
17.8% |
0.109 |
2.6% |
9% |
False |
True |
15,006 |
| 120 |
4.874 |
4.096 |
0.778 |
18.6% |
0.109 |
2.6% |
13% |
False |
False |
13,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.658 |
|
2.618 |
4.493 |
|
1.618 |
4.392 |
|
1.000 |
4.330 |
|
0.618 |
4.291 |
|
HIGH |
4.229 |
|
0.618 |
4.190 |
|
0.500 |
4.179 |
|
0.382 |
4.167 |
|
LOW |
4.128 |
|
0.618 |
4.066 |
|
1.000 |
4.027 |
|
1.618 |
3.965 |
|
2.618 |
3.864 |
|
4.250 |
3.699 |
|
|
| Fisher Pivots for day following 08-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.189 |
4.258 |
| PP |
4.184 |
4.237 |
| S1 |
4.179 |
4.215 |
|