NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.846 |
3.742 |
-0.104 |
-2.7% |
3.910 |
| High |
3.868 |
3.857 |
-0.011 |
-0.3% |
3.910 |
| Low |
3.767 |
3.725 |
-0.042 |
-1.1% |
3.759 |
| Close |
3.787 |
3.765 |
-0.022 |
-0.6% |
3.787 |
| Range |
0.101 |
0.132 |
0.031 |
30.7% |
0.151 |
| ATR |
0.098 |
0.101 |
0.002 |
2.5% |
0.000 |
| Volume |
56,257 |
89,126 |
32,869 |
58.4% |
325,275 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.178 |
4.104 |
3.838 |
|
| R3 |
4.046 |
3.972 |
3.801 |
|
| R2 |
3.914 |
3.914 |
3.789 |
|
| R1 |
3.840 |
3.840 |
3.777 |
3.877 |
| PP |
3.782 |
3.782 |
3.782 |
3.801 |
| S1 |
3.708 |
3.708 |
3.753 |
3.745 |
| S2 |
3.650 |
3.650 |
3.741 |
|
| S3 |
3.518 |
3.576 |
3.729 |
|
| S4 |
3.386 |
3.444 |
3.692 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.272 |
4.180 |
3.870 |
|
| R3 |
4.121 |
4.029 |
3.829 |
|
| R2 |
3.970 |
3.970 |
3.815 |
|
| R1 |
3.878 |
3.878 |
3.801 |
3.849 |
| PP |
3.819 |
3.819 |
3.819 |
3.804 |
| S1 |
3.727 |
3.727 |
3.773 |
3.698 |
| S2 |
3.668 |
3.668 |
3.759 |
|
| S3 |
3.517 |
3.576 |
3.745 |
|
| S4 |
3.366 |
3.425 |
3.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.892 |
3.725 |
0.167 |
4.4% |
0.107 |
2.8% |
24% |
False |
True |
68,018 |
| 10 |
4.153 |
3.725 |
0.428 |
11.4% |
0.095 |
2.5% |
9% |
False |
True |
64,171 |
| 20 |
4.467 |
3.725 |
0.742 |
19.7% |
0.091 |
2.4% |
5% |
False |
True |
53,009 |
| 40 |
4.874 |
3.725 |
1.149 |
30.5% |
0.100 |
2.7% |
3% |
False |
True |
41,344 |
| 60 |
4.874 |
3.725 |
1.149 |
30.5% |
0.103 |
2.7% |
3% |
False |
True |
32,459 |
| 80 |
4.874 |
3.725 |
1.149 |
30.5% |
0.101 |
2.7% |
3% |
False |
True |
26,925 |
| 100 |
4.874 |
3.725 |
1.149 |
30.5% |
0.100 |
2.7% |
3% |
False |
True |
22,661 |
| 120 |
4.874 |
3.725 |
1.149 |
30.5% |
0.106 |
2.8% |
3% |
False |
True |
19,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.418 |
|
2.618 |
4.203 |
|
1.618 |
4.071 |
|
1.000 |
3.989 |
|
0.618 |
3.939 |
|
HIGH |
3.857 |
|
0.618 |
3.807 |
|
0.500 |
3.791 |
|
0.382 |
3.775 |
|
LOW |
3.725 |
|
0.618 |
3.643 |
|
1.000 |
3.593 |
|
1.618 |
3.511 |
|
2.618 |
3.379 |
|
4.250 |
3.164 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.791 |
3.809 |
| PP |
3.782 |
3.794 |
| S1 |
3.774 |
3.780 |
|