NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.869 |
3.771 |
-0.098 |
-2.5% |
4.140 |
| High |
3.880 |
3.825 |
-0.055 |
-1.4% |
4.159 |
| Low |
3.768 |
3.769 |
0.001 |
0.0% |
3.938 |
| Close |
3.785 |
3.776 |
-0.009 |
-0.2% |
3.955 |
| Range |
0.112 |
0.056 |
-0.056 |
-50.0% |
0.221 |
| ATR |
0.098 |
0.095 |
-0.003 |
-3.1% |
0.000 |
| Volume |
61,598 |
46,915 |
-14,683 |
-23.8% |
281,222 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.958 |
3.923 |
3.807 |
|
| R3 |
3.902 |
3.867 |
3.791 |
|
| R2 |
3.846 |
3.846 |
3.786 |
|
| R1 |
3.811 |
3.811 |
3.781 |
3.829 |
| PP |
3.790 |
3.790 |
3.790 |
3.799 |
| S1 |
3.755 |
3.755 |
3.771 |
3.773 |
| S2 |
3.734 |
3.734 |
3.766 |
|
| S3 |
3.678 |
3.699 |
3.761 |
|
| S4 |
3.622 |
3.643 |
3.745 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.680 |
4.539 |
4.077 |
|
| R3 |
4.459 |
4.318 |
4.016 |
|
| R2 |
4.238 |
4.238 |
3.996 |
|
| R1 |
4.097 |
4.097 |
3.975 |
4.057 |
| PP |
4.017 |
4.017 |
4.017 |
3.998 |
| S1 |
3.876 |
3.876 |
3.935 |
3.836 |
| S2 |
3.796 |
3.796 |
3.914 |
|
| S3 |
3.575 |
3.655 |
3.894 |
|
| S4 |
3.354 |
3.434 |
3.833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.106 |
3.768 |
0.338 |
9.0% |
0.089 |
2.3% |
2% |
False |
False |
65,380 |
| 10 |
4.188 |
3.768 |
0.420 |
11.1% |
0.079 |
2.1% |
2% |
False |
False |
56,645 |
| 20 |
4.582 |
3.768 |
0.814 |
21.6% |
0.092 |
2.4% |
1% |
False |
False |
44,866 |
| 40 |
4.874 |
3.768 |
1.106 |
29.3% |
0.099 |
2.6% |
1% |
False |
False |
37,068 |
| 60 |
4.874 |
3.768 |
1.106 |
29.3% |
0.102 |
2.7% |
1% |
False |
False |
29,090 |
| 80 |
4.874 |
3.768 |
1.106 |
29.3% |
0.101 |
2.7% |
1% |
False |
False |
24,290 |
| 100 |
4.874 |
3.768 |
1.106 |
29.3% |
0.100 |
2.7% |
1% |
False |
False |
20,461 |
| 120 |
4.874 |
3.768 |
1.106 |
29.3% |
0.106 |
2.8% |
1% |
False |
False |
17,971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.063 |
|
2.618 |
3.972 |
|
1.618 |
3.916 |
|
1.000 |
3.881 |
|
0.618 |
3.860 |
|
HIGH |
3.825 |
|
0.618 |
3.804 |
|
0.500 |
3.797 |
|
0.382 |
3.790 |
|
LOW |
3.769 |
|
0.618 |
3.734 |
|
1.000 |
3.713 |
|
1.618 |
3.678 |
|
2.618 |
3.622 |
|
4.250 |
3.531 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.797 |
3.839 |
| PP |
3.790 |
3.818 |
| S1 |
3.783 |
3.797 |
|