NYMEX Natural Gas Future December 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 |
3.902 |
3.944 |
0.042 |
1.1% |
4.053 |
| High |
3.970 |
3.965 |
-0.005 |
-0.1% |
4.053 |
| Low |
3.884 |
3.901 |
0.017 |
0.4% |
3.907 |
| Close |
3.964 |
3.939 |
-0.025 |
-0.6% |
3.930 |
| Range |
0.086 |
0.064 |
-0.022 |
-25.6% |
0.146 |
| ATR |
0.090 |
0.089 |
-0.002 |
-2.1% |
0.000 |
| Volume |
12,223 |
10,489 |
-1,734 |
-14.2% |
57,661 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.127 |
4.097 |
3.974 |
|
| R3 |
4.063 |
4.033 |
3.957 |
|
| R2 |
3.999 |
3.999 |
3.951 |
|
| R1 |
3.969 |
3.969 |
3.945 |
3.952 |
| PP |
3.935 |
3.935 |
3.935 |
3.927 |
| S1 |
3.905 |
3.905 |
3.933 |
3.888 |
| S2 |
3.871 |
3.871 |
3.927 |
|
| S3 |
3.807 |
3.841 |
3.921 |
|
| S4 |
3.743 |
3.777 |
3.904 |
|
|
| 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% |
0.096 |
2.4% |
42% |
False |
False |
10,612 |
| 10 |
4.219 |
3.877 |
0.342 |
8.7% |
0.087 |
2.2% |
18% |
False |
False |
11,908 |
| 20 |
4.522 |
3.877 |
0.645 |
16.4% |
0.082 |
2.1% |
10% |
False |
False |
10,818 |
| 40 |
4.985 |
3.877 |
1.108 |
28.1% |
0.090 |
2.3% |
6% |
False |
False |
8,612 |
| 60 |
4.985 |
3.877 |
1.108 |
28.1% |
0.093 |
2.4% |
6% |
False |
False |
7,600 |
| 80 |
4.988 |
3.877 |
1.111 |
28.2% |
0.091 |
2.3% |
6% |
False |
False |
6,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.237 |
|
2.618 |
4.133 |
|
1.618 |
4.069 |
|
1.000 |
4.029 |
|
0.618 |
4.005 |
|
HIGH |
3.965 |
|
0.618 |
3.941 |
|
0.500 |
3.933 |
|
0.382 |
3.925 |
|
LOW |
3.901 |
|
0.618 |
3.861 |
|
1.000 |
3.837 |
|
1.618 |
3.797 |
|
2.618 |
3.733 |
|
4.250 |
3.629 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.937 |
3.938 |
| PP |
3.935 |
3.937 |
| S1 |
3.933 |
3.936 |
|