NYMEX Natural Gas Future August 2014
Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.126 |
4.145 |
0.019 |
0.5% |
4.345 |
High |
4.159 |
4.173 |
0.014 |
0.3% |
4.356 |
Low |
4.106 |
4.092 |
-0.014 |
-0.3% |
4.106 |
Close |
4.146 |
4.147 |
0.001 |
0.0% |
4.146 |
Range |
0.053 |
0.081 |
0.028 |
52.8% |
0.250 |
ATR |
0.110 |
0.108 |
-0.002 |
-1.9% |
0.000 |
Volume |
62,696 |
91,733 |
29,037 |
46.3% |
507,598 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.380 |
4.345 |
4.192 |
|
R3 |
4.299 |
4.264 |
4.169 |
|
R2 |
4.218 |
4.218 |
4.162 |
|
R1 |
4.183 |
4.183 |
4.154 |
4.201 |
PP |
4.137 |
4.137 |
4.137 |
4.146 |
S1 |
4.102 |
4.102 |
4.140 |
4.120 |
S2 |
4.056 |
4.056 |
4.132 |
|
S3 |
3.975 |
4.021 |
4.125 |
|
S4 |
3.894 |
3.940 |
4.102 |
|
|
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 |
4.238 |
4.092 |
0.146 |
3.5% |
0.079 |
1.9% |
38% |
False |
True |
97,341 |
10 |
4.493 |
4.092 |
0.401 |
9.7% |
0.095 |
2.3% |
14% |
False |
True |
93,615 |
20 |
4.893 |
4.092 |
0.801 |
19.3% |
0.111 |
2.7% |
7% |
False |
True |
82,452 |
40 |
4.893 |
4.092 |
0.801 |
19.3% |
0.109 |
2.6% |
7% |
False |
True |
58,754 |
60 |
4.893 |
4.092 |
0.801 |
19.3% |
0.112 |
2.7% |
7% |
False |
True |
43,209 |
80 |
4.893 |
4.092 |
0.801 |
19.3% |
0.110 |
2.6% |
7% |
False |
True |
34,494 |
100 |
4.893 |
4.092 |
0.801 |
19.3% |
0.113 |
2.7% |
7% |
False |
True |
28,912 |
120 |
4.893 |
4.092 |
0.801 |
19.3% |
0.113 |
2.7% |
7% |
False |
True |
24,969 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.517 |
2.618 |
4.385 |
1.618 |
4.304 |
1.000 |
4.254 |
0.618 |
4.223 |
HIGH |
4.173 |
0.618 |
4.142 |
0.500 |
4.133 |
0.382 |
4.123 |
LOW |
4.092 |
0.618 |
4.042 |
1.000 |
4.011 |
1.618 |
3.961 |
2.618 |
3.880 |
4.250 |
3.748 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.142 |
4.146 |
PP |
4.137 |
4.144 |
S1 |
4.133 |
4.143 |
|