NYMEX Natural Gas Future December 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 |
3.979 |
3.911 |
-0.068 |
-1.7% |
4.053 |
| High |
4.004 |
3.994 |
-0.010 |
-0.2% |
4.053 |
| Low |
3.909 |
3.877 |
-0.032 |
-0.8% |
3.907 |
| Close |
3.930 |
3.907 |
-0.023 |
-0.6% |
3.930 |
| Range |
0.095 |
0.117 |
0.022 |
23.2% |
0.146 |
| ATR |
0.089 |
0.091 |
0.002 |
2.3% |
0.000 |
| Volume |
8,578 |
11,023 |
2,445 |
28.5% |
57,661 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.277 |
4.209 |
3.971 |
|
| R3 |
4.160 |
4.092 |
3.939 |
|
| R2 |
4.043 |
4.043 |
3.928 |
|
| R1 |
3.975 |
3.975 |
3.918 |
3.951 |
| PP |
3.926 |
3.926 |
3.926 |
3.914 |
| S1 |
3.858 |
3.858 |
3.896 |
3.834 |
| S2 |
3.809 |
3.809 |
3.886 |
|
| S3 |
3.692 |
3.741 |
3.875 |
|
| S4 |
3.575 |
3.624 |
3.843 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.401 |
4.312 |
4.010 |
|
| R3 |
4.255 |
4.166 |
3.970 |
|
| R2 |
4.109 |
4.109 |
3.957 |
|
| R1 |
4.020 |
4.020 |
3.943 |
3.992 |
| PP |
3.963 |
3.963 |
3.963 |
3.949 |
| S1 |
3.874 |
3.874 |
3.917 |
3.846 |
| S2 |
3.817 |
3.817 |
3.903 |
|
| S3 |
3.671 |
3.728 |
3.890 |
|
| S4 |
3.525 |
3.582 |
3.850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.026 |
3.877 |
0.149 |
3.8% |
0.094 |
2.4% |
20% |
False |
True |
12,064 |
| 10 |
4.267 |
3.877 |
0.390 |
10.0% |
0.083 |
2.1% |
8% |
False |
True |
11,982 |
| 20 |
4.555 |
3.877 |
0.678 |
17.4% |
0.083 |
2.1% |
4% |
False |
True |
10,440 |
| 40 |
4.985 |
3.877 |
1.108 |
28.4% |
0.090 |
2.3% |
3% |
False |
True |
8,294 |
| 60 |
4.985 |
3.877 |
1.108 |
28.4% |
0.093 |
2.4% |
3% |
False |
True |
7,357 |
| 80 |
4.988 |
3.877 |
1.111 |
28.4% |
0.091 |
2.3% |
3% |
False |
True |
6,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.491 |
|
2.618 |
4.300 |
|
1.618 |
4.183 |
|
1.000 |
4.111 |
|
0.618 |
4.066 |
|
HIGH |
3.994 |
|
0.618 |
3.949 |
|
0.500 |
3.936 |
|
0.382 |
3.922 |
|
LOW |
3.877 |
|
0.618 |
3.805 |
|
1.000 |
3.760 |
|
1.618 |
3.688 |
|
2.618 |
3.571 |
|
4.250 |
3.380 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.936 |
3.952 |
| PP |
3.926 |
3.937 |
| S1 |
3.917 |
3.922 |
|