NYMEX Natural Gas Future October 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 |
3.856 |
3.766 |
-0.090 |
-2.3% |
3.921 |
| High |
3.878 |
3.863 |
-0.015 |
-0.4% |
3.921 |
| Low |
3.778 |
3.740 |
-0.038 |
-1.0% |
3.775 |
| Close |
3.797 |
3.776 |
-0.021 |
-0.6% |
3.797 |
| Range |
0.100 |
0.123 |
0.023 |
23.0% |
0.146 |
| ATR |
0.096 |
0.098 |
0.002 |
2.0% |
0.000 |
| Volume |
33,282 |
14,774 |
-18,508 |
-55.6% |
136,066 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.162 |
4.092 |
3.844 |
|
| R3 |
4.039 |
3.969 |
3.810 |
|
| R2 |
3.916 |
3.916 |
3.799 |
|
| R1 |
3.846 |
3.846 |
3.787 |
3.881 |
| PP |
3.793 |
3.793 |
3.793 |
3.811 |
| S1 |
3.723 |
3.723 |
3.765 |
3.758 |
| S2 |
3.670 |
3.670 |
3.753 |
|
| S3 |
3.547 |
3.600 |
3.742 |
|
| S4 |
3.424 |
3.477 |
3.708 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.269 |
4.179 |
3.877 |
|
| R3 |
4.123 |
4.033 |
3.837 |
|
| R2 |
3.977 |
3.977 |
3.824 |
|
| R1 |
3.887 |
3.887 |
3.810 |
3.859 |
| PP |
3.831 |
3.831 |
3.831 |
3.817 |
| S1 |
3.741 |
3.741 |
3.784 |
3.713 |
| S2 |
3.685 |
3.685 |
3.770 |
|
| S3 |
3.539 |
3.595 |
3.757 |
|
| S4 |
3.393 |
3.449 |
3.717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.902 |
3.740 |
0.162 |
4.3% |
0.101 |
2.7% |
22% |
False |
True |
26,714 |
| 10 |
4.159 |
3.740 |
0.419 |
11.1% |
0.090 |
2.4% |
9% |
False |
True |
26,403 |
| 20 |
4.464 |
3.740 |
0.724 |
19.2% |
0.091 |
2.4% |
5% |
False |
True |
24,995 |
| 40 |
4.879 |
3.740 |
1.139 |
30.2% |
0.098 |
2.6% |
3% |
False |
True |
24,228 |
| 60 |
4.879 |
3.740 |
1.139 |
30.2% |
0.102 |
2.7% |
3% |
False |
True |
23,051 |
| 80 |
4.879 |
3.740 |
1.139 |
30.2% |
0.101 |
2.7% |
3% |
False |
True |
20,915 |
| 100 |
4.879 |
3.740 |
1.139 |
30.2% |
0.102 |
2.7% |
3% |
False |
True |
19,464 |
| 120 |
4.879 |
3.740 |
1.139 |
30.2% |
0.109 |
2.9% |
3% |
False |
True |
19,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.386 |
|
2.618 |
4.185 |
|
1.618 |
4.062 |
|
1.000 |
3.986 |
|
0.618 |
3.939 |
|
HIGH |
3.863 |
|
0.618 |
3.816 |
|
0.500 |
3.802 |
|
0.382 |
3.787 |
|
LOW |
3.740 |
|
0.618 |
3.664 |
|
1.000 |
3.617 |
|
1.618 |
3.541 |
|
2.618 |
3.418 |
|
4.250 |
3.217 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.802 |
3.821 |
| PP |
3.793 |
3.806 |
| S1 |
3.785 |
3.791 |
|