NYMEX Natural Gas Future August 2014
| Trading Metrics calculated at close of trading on 17-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2014 |
17-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
4.087 |
4.109 |
0.022 |
0.5% |
4.345 |
| High |
4.146 |
4.110 |
-0.036 |
-0.9% |
4.356 |
| Low |
4.084 |
3.936 |
-0.148 |
-3.6% |
4.106 |
| Close |
4.119 |
3.954 |
-0.165 |
-4.0% |
4.146 |
| Range |
0.062 |
0.174 |
0.112 |
180.6% |
0.250 |
| ATR |
0.102 |
0.108 |
0.006 |
5.6% |
0.000 |
| Volume |
58,848 |
150,974 |
92,126 |
156.5% |
507,598 |
|
| Daily Pivots for day following 17-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.522 |
4.412 |
4.050 |
|
| R3 |
4.348 |
4.238 |
4.002 |
|
| R2 |
4.174 |
4.174 |
3.986 |
|
| R1 |
4.064 |
4.064 |
3.970 |
4.032 |
| PP |
4.000 |
4.000 |
4.000 |
3.984 |
| S1 |
3.890 |
3.890 |
3.938 |
3.858 |
| S2 |
3.826 |
3.826 |
3.922 |
|
| S3 |
3.652 |
3.716 |
3.906 |
|
| S4 |
3.478 |
3.542 |
3.858 |
|
|
| 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 |
4.173 |
3.936 |
0.237 |
6.0% |
0.089 |
2.3% |
8% |
False |
True |
89,067 |
| 10 |
4.411 |
3.936 |
0.475 |
12.0% |
0.095 |
2.4% |
4% |
False |
True |
98,290 |
| 20 |
4.716 |
3.936 |
0.780 |
19.7% |
0.106 |
2.7% |
2% |
False |
True |
90,189 |
| 40 |
4.893 |
3.936 |
0.957 |
24.2% |
0.110 |
2.8% |
2% |
False |
True |
65,017 |
| 60 |
4.893 |
3.936 |
0.957 |
24.2% |
0.110 |
2.8% |
2% |
False |
True |
47,524 |
| 80 |
4.893 |
3.936 |
0.957 |
24.2% |
0.110 |
2.8% |
2% |
False |
True |
37,933 |
| 100 |
4.893 |
3.936 |
0.957 |
24.2% |
0.110 |
2.8% |
2% |
False |
True |
31,619 |
| 120 |
4.893 |
3.936 |
0.957 |
24.2% |
0.114 |
2.9% |
2% |
False |
True |
27,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.850 |
|
2.618 |
4.566 |
|
1.618 |
4.392 |
|
1.000 |
4.284 |
|
0.618 |
4.218 |
|
HIGH |
4.110 |
|
0.618 |
4.044 |
|
0.500 |
4.023 |
|
0.382 |
4.002 |
|
LOW |
3.936 |
|
0.618 |
3.828 |
|
1.000 |
3.762 |
|
1.618 |
3.654 |
|
2.618 |
3.480 |
|
4.250 |
3.197 |
|
|
| Fisher Pivots for day following 17-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.023 |
4.047 |
| PP |
4.000 |
4.016 |
| S1 |
3.977 |
3.985 |
|