NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.969 |
3.921 |
-0.048 |
-1.2% |
4.140 |
| High |
3.985 |
3.921 |
-0.064 |
-1.6% |
4.164 |
| Low |
3.947 |
3.855 |
-0.092 |
-2.3% |
3.947 |
| Close |
3.962 |
3.872 |
-0.090 |
-2.3% |
3.962 |
| Range |
0.038 |
0.066 |
0.028 |
73.7% |
0.217 |
| ATR |
0.095 |
0.096 |
0.001 |
0.9% |
0.000 |
| Volume |
42,834 |
17,266 |
-25,568 |
-59.7% |
132,197 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.081 |
4.042 |
3.908 |
|
| R3 |
4.015 |
3.976 |
3.890 |
|
| R2 |
3.949 |
3.949 |
3.884 |
|
| R1 |
3.910 |
3.910 |
3.878 |
3.897 |
| PP |
3.883 |
3.883 |
3.883 |
3.876 |
| S1 |
3.844 |
3.844 |
3.866 |
3.831 |
| S2 |
3.817 |
3.817 |
3.860 |
|
| S3 |
3.751 |
3.778 |
3.854 |
|
| S4 |
3.685 |
3.712 |
3.836 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.675 |
4.536 |
4.081 |
|
| R3 |
4.458 |
4.319 |
4.022 |
|
| R2 |
4.241 |
4.241 |
4.002 |
|
| R1 |
4.102 |
4.102 |
3.982 |
4.063 |
| PP |
4.024 |
4.024 |
4.024 |
4.005 |
| S1 |
3.885 |
3.885 |
3.942 |
3.846 |
| S2 |
3.807 |
3.807 |
3.922 |
|
| S3 |
3.590 |
3.668 |
3.902 |
|
| S4 |
3.373 |
3.451 |
3.843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.159 |
3.855 |
0.304 |
7.9% |
0.079 |
2.0% |
6% |
False |
True |
26,091 |
| 10 |
4.229 |
3.855 |
0.374 |
9.7% |
0.075 |
1.9% |
5% |
False |
True |
26,666 |
| 20 |
4.575 |
3.855 |
0.720 |
18.6% |
0.093 |
2.4% |
2% |
False |
True |
23,470 |
| 40 |
4.879 |
3.855 |
1.024 |
26.4% |
0.098 |
2.5% |
2% |
False |
True |
23,798 |
| 60 |
4.879 |
3.855 |
1.024 |
26.4% |
0.102 |
2.6% |
2% |
False |
True |
21,956 |
| 80 |
4.879 |
3.855 |
1.024 |
26.4% |
0.103 |
2.7% |
2% |
False |
True |
20,159 |
| 100 |
4.879 |
3.855 |
1.024 |
26.4% |
0.103 |
2.7% |
2% |
False |
True |
19,188 |
| 120 |
4.879 |
3.855 |
1.024 |
26.4% |
0.110 |
2.8% |
2% |
False |
True |
19,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.202 |
|
2.618 |
4.094 |
|
1.618 |
4.028 |
|
1.000 |
3.987 |
|
0.618 |
3.962 |
|
HIGH |
3.921 |
|
0.618 |
3.896 |
|
0.500 |
3.888 |
|
0.382 |
3.880 |
|
LOW |
3.855 |
|
0.618 |
3.814 |
|
1.000 |
3.789 |
|
1.618 |
3.748 |
|
2.618 |
3.682 |
|
4.250 |
3.575 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.888 |
3.983 |
| PP |
3.883 |
3.946 |
| S1 |
3.877 |
3.909 |
|