NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
4.088 |
4.106 |
0.018 |
0.4% |
4.335 |
| High |
4.142 |
4.106 |
-0.036 |
-0.9% |
4.340 |
| Low |
4.081 |
3.940 |
-0.141 |
-3.5% |
4.098 |
| Close |
4.116 |
3.957 |
-0.159 |
-3.9% |
4.136 |
| Range |
0.061 |
0.166 |
0.105 |
172.1% |
0.242 |
| ATR |
0.095 |
0.100 |
0.006 |
6.1% |
0.000 |
| Volume |
31,906 |
99,192 |
67,286 |
210.9% |
250,529 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.499 |
4.394 |
4.048 |
|
| R3 |
4.333 |
4.228 |
4.003 |
|
| R2 |
4.167 |
4.167 |
3.987 |
|
| R1 |
4.062 |
4.062 |
3.972 |
4.032 |
| PP |
4.001 |
4.001 |
4.001 |
3.986 |
| S1 |
3.896 |
3.896 |
3.942 |
3.866 |
| S2 |
3.835 |
3.835 |
3.927 |
|
| S3 |
3.669 |
3.730 |
3.911 |
|
| S4 |
3.503 |
3.564 |
3.866 |
|
|
| 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 |
4.159 |
3.940 |
0.219 |
5.5% |
0.086 |
2.2% |
8% |
False |
True |
54,450 |
| 10 |
4.388 |
3.940 |
0.448 |
11.3% |
0.089 |
2.3% |
4% |
False |
True |
51,998 |
| 20 |
4.614 |
3.940 |
0.674 |
17.0% |
0.097 |
2.5% |
3% |
False |
True |
38,442 |
| 40 |
4.874 |
3.940 |
0.934 |
23.6% |
0.103 |
2.6% |
2% |
False |
True |
33,055 |
| 60 |
4.874 |
3.940 |
0.934 |
23.6% |
0.104 |
2.6% |
2% |
False |
True |
25,759 |
| 80 |
4.874 |
3.940 |
0.934 |
23.6% |
0.104 |
2.6% |
2% |
False |
True |
21,723 |
| 100 |
4.874 |
3.940 |
0.934 |
23.6% |
0.103 |
2.6% |
2% |
False |
True |
18,459 |
| 120 |
4.874 |
3.940 |
0.934 |
23.6% |
0.108 |
2.7% |
2% |
False |
True |
16,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.812 |
|
2.618 |
4.541 |
|
1.618 |
4.375 |
|
1.000 |
4.272 |
|
0.618 |
4.209 |
|
HIGH |
4.106 |
|
0.618 |
4.043 |
|
0.500 |
4.023 |
|
0.382 |
4.003 |
|
LOW |
3.940 |
|
0.618 |
3.837 |
|
1.000 |
3.774 |
|
1.618 |
3.671 |
|
2.618 |
3.505 |
|
4.250 |
3.235 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.023 |
4.047 |
| PP |
4.001 |
4.017 |
| S1 |
3.979 |
3.987 |
|