NYMEX Natural Gas Future November 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 |
4.141 |
4.139 |
-0.002 |
0.0% |
4.409 |
| High |
4.180 |
4.139 |
-0.041 |
-1.0% |
4.412 |
| Low |
4.141 |
3.995 |
-0.146 |
-3.5% |
4.148 |
| Close |
4.159 |
4.012 |
-0.147 |
-3.5% |
4.186 |
| Range |
0.039 |
0.144 |
0.105 |
269.2% |
0.264 |
| ATR |
0.087 |
0.092 |
0.006 |
6.3% |
0.000 |
| Volume |
11,204 |
8,251 |
-2,953 |
-26.4% |
74,870 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.481 |
4.390 |
4.091 |
|
| R3 |
4.337 |
4.246 |
4.052 |
|
| R2 |
4.193 |
4.193 |
4.038 |
|
| R1 |
4.102 |
4.102 |
4.025 |
4.076 |
| PP |
4.049 |
4.049 |
4.049 |
4.035 |
| S1 |
3.958 |
3.958 |
3.999 |
3.932 |
| S2 |
3.905 |
3.905 |
3.986 |
|
| S3 |
3.761 |
3.814 |
3.972 |
|
| S4 |
3.617 |
3.670 |
3.933 |
|
|
| Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.041 |
4.877 |
4.331 |
|
| R3 |
4.777 |
4.613 |
4.259 |
|
| R2 |
4.513 |
4.513 |
4.234 |
|
| R1 |
4.349 |
4.349 |
4.210 |
4.299 |
| PP |
4.249 |
4.249 |
4.249 |
4.224 |
| S1 |
4.085 |
4.085 |
4.162 |
4.035 |
| S2 |
3.985 |
3.985 |
4.138 |
|
| S3 |
3.721 |
3.821 |
4.113 |
|
| S4 |
3.457 |
3.557 |
4.041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.204 |
3.995 |
0.209 |
5.2% |
0.071 |
1.8% |
8% |
False |
True |
13,234 |
| 10 |
4.426 |
3.995 |
0.431 |
10.7% |
0.083 |
2.1% |
4% |
False |
True |
13,332 |
| 20 |
4.715 |
3.995 |
0.720 |
17.9% |
0.090 |
2.3% |
2% |
False |
True |
11,630 |
| 40 |
4.905 |
3.995 |
0.910 |
22.7% |
0.094 |
2.4% |
2% |
False |
True |
11,223 |
| 60 |
4.905 |
3.995 |
0.910 |
22.7% |
0.093 |
2.3% |
2% |
False |
True |
9,516 |
| 80 |
4.905 |
3.995 |
0.910 |
22.7% |
0.094 |
2.3% |
2% |
False |
True |
8,288 |
| 100 |
4.905 |
3.995 |
0.910 |
22.7% |
0.093 |
2.3% |
2% |
False |
True |
7,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.751 |
|
2.618 |
4.516 |
|
1.618 |
4.372 |
|
1.000 |
4.283 |
|
0.618 |
4.228 |
|
HIGH |
4.139 |
|
0.618 |
4.084 |
|
0.500 |
4.067 |
|
0.382 |
4.050 |
|
LOW |
3.995 |
|
0.618 |
3.906 |
|
1.000 |
3.851 |
|
1.618 |
3.762 |
|
2.618 |
3.618 |
|
4.250 |
3.383 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.067 |
4.091 |
| PP |
4.049 |
4.064 |
| S1 |
4.030 |
4.038 |
|