NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 07-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2014 |
07-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.358 |
4.345 |
-0.013 |
-0.3% |
4.419 |
High |
4.411 |
4.356 |
-0.055 |
-1.2% |
4.493 |
Low |
4.329 |
4.200 |
-0.129 |
-3.0% |
4.329 |
Close |
4.406 |
4.225 |
-0.181 |
-4.1% |
4.406 |
Range |
0.082 |
0.156 |
0.074 |
90.2% |
0.164 |
ATR |
0.114 |
0.121 |
0.007 |
5.7% |
0.000 |
Volume |
92,666 |
112,622 |
19,956 |
21.5% |
336,828 |
|
Daily Pivots for day following 07-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.728 |
4.633 |
4.311 |
|
R3 |
4.572 |
4.477 |
4.268 |
|
R2 |
4.416 |
4.416 |
4.254 |
|
R1 |
4.321 |
4.321 |
4.239 |
4.291 |
PP |
4.260 |
4.260 |
4.260 |
4.245 |
S1 |
4.165 |
4.165 |
4.211 |
4.135 |
S2 |
4.104 |
4.104 |
4.196 |
|
S3 |
3.948 |
4.009 |
4.182 |
|
S4 |
3.792 |
3.853 |
4.139 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.901 |
4.818 |
4.496 |
|
R3 |
4.737 |
4.654 |
4.451 |
|
R2 |
4.573 |
4.573 |
4.436 |
|
R1 |
4.490 |
4.490 |
4.421 |
4.450 |
PP |
4.409 |
4.409 |
4.409 |
4.389 |
S1 |
4.326 |
4.326 |
4.391 |
4.286 |
S2 |
4.245 |
4.245 |
4.376 |
|
S3 |
4.081 |
4.162 |
4.361 |
|
S4 |
3.917 |
3.998 |
4.316 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.493 |
4.200 |
0.293 |
6.9% |
0.112 |
2.6% |
9% |
False |
True |
89,890 |
10 |
4.608 |
4.200 |
0.408 |
9.7% |
0.119 |
2.8% |
6% |
False |
True |
88,646 |
20 |
4.893 |
4.200 |
0.693 |
16.4% |
0.121 |
2.9% |
4% |
False |
True |
76,444 |
40 |
4.893 |
4.200 |
0.693 |
16.4% |
0.115 |
2.7% |
4% |
False |
True |
48,631 |
60 |
4.893 |
4.200 |
0.693 |
16.4% |
0.113 |
2.7% |
4% |
False |
True |
36,119 |
80 |
4.893 |
4.200 |
0.693 |
16.4% |
0.109 |
2.6% |
4% |
False |
True |
28,838 |
100 |
4.893 |
4.200 |
0.693 |
16.4% |
0.115 |
2.7% |
4% |
False |
True |
24,351 |
120 |
4.893 |
4.061 |
0.832 |
19.7% |
0.114 |
2.7% |
20% |
False |
False |
21,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.019 |
2.618 |
4.764 |
1.618 |
4.608 |
1.000 |
4.512 |
0.618 |
4.452 |
HIGH |
4.356 |
0.618 |
4.296 |
0.500 |
4.278 |
0.382 |
4.260 |
LOW |
4.200 |
0.618 |
4.104 |
1.000 |
4.044 |
1.618 |
3.948 |
2.618 |
3.792 |
4.250 |
3.537 |
|
|
Fisher Pivots for day following 07-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.278 |
4.330 |
PP |
4.260 |
4.295 |
S1 |
4.243 |
4.260 |
|