NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 09-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2014 |
09-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.228 |
4.205 |
-0.023 |
-0.5% |
4.419 |
High |
4.238 |
4.230 |
-0.008 |
-0.2% |
4.493 |
Low |
4.129 |
4.163 |
0.034 |
0.8% |
4.329 |
Close |
4.204 |
4.170 |
-0.034 |
-0.8% |
4.406 |
Range |
0.109 |
0.067 |
-0.042 |
-38.5% |
0.164 |
ATR |
0.120 |
0.116 |
-0.004 |
-3.2% |
0.000 |
Volume |
127,050 |
89,084 |
-37,966 |
-29.9% |
336,828 |
|
Daily Pivots for day following 09-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.389 |
4.346 |
4.207 |
|
R3 |
4.322 |
4.279 |
4.188 |
|
R2 |
4.255 |
4.255 |
4.182 |
|
R1 |
4.212 |
4.212 |
4.176 |
4.200 |
PP |
4.188 |
4.188 |
4.188 |
4.182 |
S1 |
4.145 |
4.145 |
4.164 |
4.133 |
S2 |
4.121 |
4.121 |
4.158 |
|
S3 |
4.054 |
4.078 |
4.152 |
|
S4 |
3.987 |
4.011 |
4.133 |
|
|
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 |
4.459 |
4.129 |
0.330 |
7.9% |
0.107 |
2.6% |
12% |
False |
False |
102,890 |
10 |
4.608 |
4.129 |
0.479 |
11.5% |
0.110 |
2.6% |
9% |
False |
False |
95,720 |
20 |
4.893 |
4.129 |
0.764 |
18.3% |
0.119 |
2.9% |
5% |
False |
False |
80,793 |
40 |
4.893 |
4.129 |
0.764 |
18.3% |
0.113 |
2.7% |
5% |
False |
False |
53,238 |
60 |
4.893 |
4.129 |
0.764 |
18.3% |
0.112 |
2.7% |
5% |
False |
False |
39,198 |
80 |
4.893 |
4.129 |
0.764 |
18.3% |
0.109 |
2.6% |
5% |
False |
False |
31,308 |
100 |
4.893 |
4.129 |
0.764 |
18.3% |
0.115 |
2.8% |
5% |
False |
False |
26,417 |
120 |
4.893 |
4.061 |
0.832 |
20.0% |
0.114 |
2.7% |
13% |
False |
False |
22,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.515 |
2.618 |
4.405 |
1.618 |
4.338 |
1.000 |
4.297 |
0.618 |
4.271 |
HIGH |
4.230 |
0.618 |
4.204 |
0.500 |
4.197 |
0.382 |
4.189 |
LOW |
4.163 |
0.618 |
4.122 |
1.000 |
4.096 |
1.618 |
4.055 |
2.618 |
3.988 |
4.250 |
3.878 |
|
|
Fisher Pivots for day following 09-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.197 |
4.243 |
PP |
4.188 |
4.218 |
S1 |
4.179 |
4.194 |
|