NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.173 |
4.126 |
-0.047 |
-1.1% |
4.345 |
High |
4.193 |
4.159 |
-0.034 |
-0.8% |
4.356 |
Low |
4.108 |
4.106 |
-0.002 |
0.0% |
4.106 |
Close |
4.120 |
4.146 |
0.026 |
0.6% |
4.146 |
Range |
0.085 |
0.053 |
-0.032 |
-37.6% |
0.250 |
ATR |
0.114 |
0.110 |
-0.004 |
-3.8% |
0.000 |
Volume |
116,146 |
62,696 |
-53,450 |
-46.0% |
507,598 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.296 |
4.274 |
4.175 |
|
R3 |
4.243 |
4.221 |
4.161 |
|
R2 |
4.190 |
4.190 |
4.156 |
|
R1 |
4.168 |
4.168 |
4.151 |
4.179 |
PP |
4.137 |
4.137 |
4.137 |
4.143 |
S1 |
4.115 |
4.115 |
4.141 |
4.126 |
S2 |
4.084 |
4.084 |
4.136 |
|
S3 |
4.031 |
4.062 |
4.131 |
|
S4 |
3.978 |
4.009 |
4.117 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.953 |
4.799 |
4.284 |
|
R3 |
4.703 |
4.549 |
4.215 |
|
R2 |
4.453 |
4.453 |
4.192 |
|
R1 |
4.299 |
4.299 |
4.169 |
4.251 |
PP |
4.203 |
4.203 |
4.203 |
4.179 |
S1 |
4.049 |
4.049 |
4.123 |
4.001 |
S2 |
3.953 |
3.953 |
4.100 |
|
S3 |
3.703 |
3.799 |
4.077 |
|
S4 |
3.453 |
3.549 |
4.009 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.356 |
4.106 |
0.250 |
6.0% |
0.094 |
2.3% |
16% |
False |
True |
101,519 |
10 |
4.493 |
4.106 |
0.387 |
9.3% |
0.096 |
2.3% |
10% |
False |
True |
92,075 |
20 |
4.893 |
4.106 |
0.787 |
19.0% |
0.110 |
2.7% |
5% |
False |
True |
81,333 |
40 |
4.893 |
4.106 |
0.787 |
19.0% |
0.112 |
2.7% |
5% |
False |
True |
56,769 |
60 |
4.893 |
4.106 |
0.787 |
19.0% |
0.112 |
2.7% |
5% |
False |
True |
41,825 |
80 |
4.893 |
4.106 |
0.787 |
19.0% |
0.110 |
2.6% |
5% |
False |
True |
33,403 |
100 |
4.893 |
4.106 |
0.787 |
19.0% |
0.114 |
2.7% |
5% |
False |
True |
28,044 |
120 |
4.893 |
4.061 |
0.832 |
20.1% |
0.114 |
2.8% |
10% |
False |
False |
24,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.384 |
2.618 |
4.298 |
1.618 |
4.245 |
1.000 |
4.212 |
0.618 |
4.192 |
HIGH |
4.159 |
0.618 |
4.139 |
0.500 |
4.133 |
0.382 |
4.126 |
LOW |
4.106 |
0.618 |
4.073 |
1.000 |
4.053 |
1.618 |
4.020 |
2.618 |
3.967 |
4.250 |
3.881 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.142 |
4.168 |
PP |
4.137 |
4.161 |
S1 |
4.133 |
4.153 |
|