NYMEX Natural Gas Future October 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 |
4.089 |
4.109 |
0.020 |
0.5% |
4.378 |
| High |
4.144 |
4.110 |
-0.034 |
-0.8% |
4.382 |
| Low |
4.089 |
3.950 |
-0.139 |
-3.4% |
4.105 |
| Close |
4.120 |
3.966 |
-0.154 |
-3.7% |
4.144 |
| Range |
0.055 |
0.160 |
0.105 |
190.9% |
0.277 |
| ATR |
0.094 |
0.100 |
0.005 |
5.8% |
0.000 |
| Volume |
24,014 |
20,173 |
-3,841 |
-16.0% |
139,046 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.489 |
4.387 |
4.054 |
|
| R3 |
4.329 |
4.227 |
4.010 |
|
| R2 |
4.169 |
4.169 |
3.995 |
|
| R1 |
4.067 |
4.067 |
3.981 |
4.038 |
| PP |
4.009 |
4.009 |
4.009 |
3.994 |
| S1 |
3.907 |
3.907 |
3.951 |
3.878 |
| S2 |
3.849 |
3.849 |
3.937 |
|
| S3 |
3.689 |
3.747 |
3.922 |
|
| S4 |
3.529 |
3.587 |
3.878 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.041 |
4.870 |
4.296 |
|
| R3 |
4.764 |
4.593 |
4.220 |
|
| R2 |
4.487 |
4.487 |
4.195 |
|
| R1 |
4.316 |
4.316 |
4.169 |
4.263 |
| PP |
4.210 |
4.210 |
4.210 |
4.184 |
| S1 |
4.039 |
4.039 |
4.119 |
3.986 |
| S2 |
3.933 |
3.933 |
4.093 |
|
| S3 |
3.656 |
3.762 |
4.068 |
|
| S4 |
3.379 |
3.485 |
3.992 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.164 |
3.950 |
0.214 |
5.4% |
0.082 |
2.1% |
7% |
False |
True |
24,063 |
| 10 |
4.394 |
3.950 |
0.444 |
11.2% |
0.091 |
2.3% |
4% |
False |
True |
25,086 |
| 20 |
4.688 |
3.950 |
0.738 |
18.6% |
0.098 |
2.5% |
2% |
False |
True |
22,513 |
| 40 |
4.879 |
3.950 |
0.929 |
23.4% |
0.102 |
2.6% |
2% |
False |
True |
23,346 |
| 60 |
4.879 |
3.950 |
0.929 |
23.4% |
0.103 |
2.6% |
2% |
False |
True |
21,345 |
| 80 |
4.879 |
3.950 |
0.929 |
23.4% |
0.104 |
2.6% |
2% |
False |
True |
19,702 |
| 100 |
4.879 |
3.950 |
0.929 |
23.4% |
0.105 |
2.7% |
2% |
False |
True |
19,042 |
| 120 |
4.879 |
3.950 |
0.929 |
23.4% |
0.112 |
2.8% |
2% |
False |
True |
19,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.790 |
|
2.618 |
4.529 |
|
1.618 |
4.369 |
|
1.000 |
4.270 |
|
0.618 |
4.209 |
|
HIGH |
4.110 |
|
0.618 |
4.049 |
|
0.500 |
4.030 |
|
0.382 |
4.011 |
|
LOW |
3.950 |
|
0.618 |
3.851 |
|
1.000 |
3.790 |
|
1.618 |
3.691 |
|
2.618 |
3.531 |
|
4.250 |
3.270 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.030 |
4.055 |
| PP |
4.009 |
4.025 |
| S1 |
3.987 |
3.996 |
|