NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.765 |
3.816 |
0.051 |
1.4% |
3.921 |
| High |
3.844 |
3.841 |
-0.003 |
-0.1% |
3.921 |
| Low |
3.752 |
3.768 |
0.016 |
0.4% |
3.775 |
| Close |
3.836 |
3.805 |
-0.031 |
-0.8% |
3.797 |
| Range |
0.092 |
0.073 |
-0.019 |
-20.7% |
0.146 |
| ATR |
0.098 |
0.096 |
-0.002 |
-1.8% |
0.000 |
| Volume |
25,051 |
29,201 |
4,150 |
16.6% |
136,066 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.024 |
3.987 |
3.845 |
|
| R3 |
3.951 |
3.914 |
3.825 |
|
| R2 |
3.878 |
3.878 |
3.818 |
|
| R1 |
3.841 |
3.841 |
3.812 |
3.823 |
| PP |
3.805 |
3.805 |
3.805 |
3.796 |
| S1 |
3.768 |
3.768 |
3.798 |
3.750 |
| S2 |
3.732 |
3.732 |
3.792 |
|
| S3 |
3.659 |
3.695 |
3.785 |
|
| S4 |
3.586 |
3.622 |
3.765 |
|
|
| 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% |
0.103 |
2.7% |
40% |
False |
False |
24,979 |
| 10 |
4.110 |
3.740 |
0.370 |
9.7% |
0.094 |
2.5% |
18% |
False |
False |
26,809 |
| 20 |
4.433 |
3.740 |
0.693 |
18.2% |
0.089 |
2.4% |
9% |
False |
False |
25,726 |
| 40 |
4.879 |
3.740 |
1.139 |
29.9% |
0.098 |
2.6% |
6% |
False |
False |
24,374 |
| 60 |
4.879 |
3.740 |
1.139 |
29.9% |
0.102 |
2.7% |
6% |
False |
False |
23,418 |
| 80 |
4.879 |
3.740 |
1.139 |
29.9% |
0.101 |
2.6% |
6% |
False |
False |
21,208 |
| 100 |
4.879 |
3.740 |
1.139 |
29.9% |
0.101 |
2.7% |
6% |
False |
False |
19,726 |
| 120 |
4.879 |
3.740 |
1.139 |
29.9% |
0.108 |
2.8% |
6% |
False |
False |
19,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.151 |
|
2.618 |
4.032 |
|
1.618 |
3.959 |
|
1.000 |
3.914 |
|
0.618 |
3.886 |
|
HIGH |
3.841 |
|
0.618 |
3.813 |
|
0.500 |
3.805 |
|
0.382 |
3.796 |
|
LOW |
3.768 |
|
0.618 |
3.723 |
|
1.000 |
3.695 |
|
1.618 |
3.650 |
|
2.618 |
3.577 |
|
4.250 |
3.458 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.805 |
3.804 |
| PP |
3.805 |
3.803 |
| S1 |
3.805 |
3.802 |
|