NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 11-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
4.164 |
4.123 |
-0.041 |
-1.0% |
4.335 |
| High |
4.188 |
4.151 |
-0.037 |
-0.9% |
4.340 |
| Low |
4.102 |
4.098 |
-0.004 |
-0.1% |
4.098 |
| Close |
4.113 |
4.136 |
0.023 |
0.6% |
4.136 |
| Range |
0.086 |
0.053 |
-0.033 |
-38.4% |
0.242 |
| ATR |
0.104 |
0.101 |
-0.004 |
-3.5% |
0.000 |
| Volume |
66,498 |
35,915 |
-30,583 |
-46.0% |
250,529 |
|
| Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.287 |
4.265 |
4.165 |
|
| R3 |
4.234 |
4.212 |
4.151 |
|
| R2 |
4.181 |
4.181 |
4.146 |
|
| R1 |
4.159 |
4.159 |
4.141 |
4.170 |
| PP |
4.128 |
4.128 |
4.128 |
4.134 |
| S1 |
4.106 |
4.106 |
4.131 |
4.117 |
| S2 |
4.075 |
4.075 |
4.126 |
|
| S3 |
4.022 |
4.053 |
4.121 |
|
| S4 |
3.969 |
4.000 |
4.107 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.917 |
4.769 |
4.269 |
|
| R3 |
4.675 |
4.527 |
4.203 |
|
| R2 |
4.433 |
4.433 |
4.180 |
|
| R1 |
4.285 |
4.285 |
4.158 |
4.238 |
| PP |
4.191 |
4.191 |
4.191 |
4.168 |
| S1 |
4.043 |
4.043 |
4.114 |
3.996 |
| S2 |
3.949 |
3.949 |
4.092 |
|
| S3 |
3.707 |
3.801 |
4.069 |
|
| S4 |
3.465 |
3.559 |
4.003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.340 |
4.098 |
0.242 |
5.9% |
0.091 |
2.2% |
16% |
False |
True |
50,105 |
| 10 |
4.470 |
4.098 |
0.372 |
9.0% |
0.090 |
2.2% |
10% |
False |
True |
38,717 |
| 20 |
4.874 |
4.098 |
0.776 |
18.8% |
0.104 |
2.5% |
5% |
False |
True |
30,904 |
| 40 |
4.874 |
4.098 |
0.776 |
18.8% |
0.103 |
2.5% |
5% |
False |
True |
28,384 |
| 60 |
4.874 |
4.098 |
0.776 |
18.8% |
0.105 |
2.5% |
5% |
False |
True |
22,390 |
| 80 |
4.874 |
4.098 |
0.776 |
18.8% |
0.103 |
2.5% |
5% |
False |
True |
18,968 |
| 100 |
4.874 |
4.098 |
0.776 |
18.8% |
0.107 |
2.6% |
5% |
False |
True |
16,324 |
| 120 |
4.874 |
4.098 |
0.776 |
18.8% |
0.109 |
2.6% |
5% |
False |
True |
14,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.376 |
|
2.618 |
4.290 |
|
1.618 |
4.237 |
|
1.000 |
4.204 |
|
0.618 |
4.184 |
|
HIGH |
4.151 |
|
0.618 |
4.131 |
|
0.500 |
4.125 |
|
0.382 |
4.118 |
|
LOW |
4.098 |
|
0.618 |
4.065 |
|
1.000 |
4.045 |
|
1.618 |
4.012 |
|
2.618 |
3.959 |
|
4.250 |
3.873 |
|
|
| Fisher Pivots for day following 11-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.132 |
4.162 |
| PP |
4.128 |
4.153 |
| S1 |
4.125 |
4.145 |
|