NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.995 |
3.927 |
-0.068 |
-1.7% |
4.181 |
| High |
3.995 |
3.929 |
-0.066 |
-1.7% |
4.204 |
| Low |
3.905 |
3.834 |
-0.071 |
-1.8% |
3.994 |
| Close |
3.922 |
3.847 |
-0.075 |
-1.9% |
4.009 |
| Range |
0.090 |
0.095 |
0.005 |
5.6% |
0.210 |
| ATR |
0.090 |
0.090 |
0.000 |
0.4% |
0.000 |
| Volume |
9,459 |
21,092 |
11,633 |
123.0% |
65,500 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.155 |
4.096 |
3.899 |
|
| R3 |
4.060 |
4.001 |
3.873 |
|
| R2 |
3.965 |
3.965 |
3.864 |
|
| R1 |
3.906 |
3.906 |
3.856 |
3.888 |
| PP |
3.870 |
3.870 |
3.870 |
3.861 |
| S1 |
3.811 |
3.811 |
3.838 |
3.793 |
| S2 |
3.775 |
3.775 |
3.830 |
|
| S3 |
3.680 |
3.716 |
3.821 |
|
| S4 |
3.585 |
3.621 |
3.795 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.699 |
4.564 |
4.125 |
|
| R3 |
4.489 |
4.354 |
4.067 |
|
| R2 |
4.279 |
4.279 |
4.048 |
|
| R1 |
4.144 |
4.144 |
4.028 |
4.107 |
| PP |
4.069 |
4.069 |
4.069 |
4.050 |
| S1 |
3.934 |
3.934 |
3.990 |
3.897 |
| S2 |
3.859 |
3.859 |
3.971 |
|
| S3 |
3.649 |
3.724 |
3.951 |
|
| S4 |
3.439 |
3.514 |
3.894 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.180 |
3.834 |
0.346 |
9.0% |
0.081 |
2.1% |
4% |
False |
True |
13,752 |
| 10 |
4.259 |
3.834 |
0.425 |
11.0% |
0.071 |
1.8% |
3% |
False |
True |
14,682 |
| 20 |
4.604 |
3.834 |
0.770 |
20.0% |
0.087 |
2.2% |
2% |
False |
True |
12,594 |
| 40 |
4.905 |
3.834 |
1.071 |
27.8% |
0.093 |
2.4% |
1% |
False |
True |
11,895 |
| 60 |
4.905 |
3.834 |
1.071 |
27.8% |
0.093 |
2.4% |
1% |
False |
True |
10,151 |
| 80 |
4.905 |
3.834 |
1.071 |
27.8% |
0.092 |
2.4% |
1% |
False |
True |
8,650 |
| 100 |
4.905 |
3.834 |
1.071 |
27.8% |
0.092 |
2.4% |
1% |
False |
True |
7,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.333 |
|
2.618 |
4.178 |
|
1.618 |
4.083 |
|
1.000 |
4.024 |
|
0.618 |
3.988 |
|
HIGH |
3.929 |
|
0.618 |
3.893 |
|
0.500 |
3.882 |
|
0.382 |
3.870 |
|
LOW |
3.834 |
|
0.618 |
3.775 |
|
1.000 |
3.739 |
|
1.618 |
3.680 |
|
2.618 |
3.585 |
|
4.250 |
3.430 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.882 |
3.933 |
| PP |
3.870 |
3.904 |
| S1 |
3.859 |
3.876 |
|