NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.771 |
3.783 |
0.012 |
0.3% |
4.140 |
| High |
3.825 |
3.892 |
0.067 |
1.8% |
4.159 |
| Low |
3.769 |
3.759 |
-0.010 |
-0.3% |
3.938 |
| Close |
3.776 |
3.850 |
0.074 |
2.0% |
3.955 |
| Range |
0.056 |
0.133 |
0.077 |
137.5% |
0.221 |
| ATR |
0.095 |
0.098 |
0.003 |
2.8% |
0.000 |
| Volume |
46,915 |
86,194 |
39,279 |
83.7% |
281,222 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.233 |
4.174 |
3.923 |
|
| R3 |
4.100 |
4.041 |
3.887 |
|
| R2 |
3.967 |
3.967 |
3.874 |
|
| R1 |
3.908 |
3.908 |
3.862 |
3.938 |
| PP |
3.834 |
3.834 |
3.834 |
3.848 |
| S1 |
3.775 |
3.775 |
3.838 |
3.805 |
| S2 |
3.701 |
3.701 |
3.826 |
|
| S3 |
3.568 |
3.642 |
3.813 |
|
| S4 |
3.435 |
3.509 |
3.777 |
|
|
| 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 |
3.981 |
3.759 |
0.222 |
5.8% |
0.082 |
2.1% |
41% |
False |
True |
62,780 |
| 10 |
4.159 |
3.759 |
0.400 |
10.4% |
0.084 |
2.2% |
23% |
False |
True |
58,615 |
| 20 |
4.470 |
3.759 |
0.711 |
18.5% |
0.089 |
2.3% |
13% |
False |
True |
48,332 |
| 40 |
4.874 |
3.759 |
1.115 |
29.0% |
0.099 |
2.6% |
8% |
False |
True |
38,809 |
| 60 |
4.874 |
3.759 |
1.115 |
29.0% |
0.103 |
2.7% |
8% |
False |
True |
30,358 |
| 80 |
4.874 |
3.759 |
1.115 |
29.0% |
0.102 |
2.6% |
8% |
False |
True |
25,293 |
| 100 |
4.874 |
3.759 |
1.115 |
29.0% |
0.101 |
2.6% |
8% |
False |
True |
21,279 |
| 120 |
4.874 |
3.759 |
1.115 |
29.0% |
0.107 |
2.8% |
8% |
False |
True |
18,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.457 |
|
2.618 |
4.240 |
|
1.618 |
4.107 |
|
1.000 |
4.025 |
|
0.618 |
3.974 |
|
HIGH |
3.892 |
|
0.618 |
3.841 |
|
0.500 |
3.826 |
|
0.382 |
3.810 |
|
LOW |
3.759 |
|
0.618 |
3.677 |
|
1.000 |
3.626 |
|
1.618 |
3.544 |
|
2.618 |
3.411 |
|
4.250 |
3.194 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.842 |
3.842 |
| PP |
3.834 |
3.834 |
| S1 |
3.826 |
3.826 |
|