NYMEX Natural Gas Future August 2014
| Trading Metrics calculated at close of trading on 21-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.962 |
3.883 |
-0.079 |
-2.0% |
4.145 |
| High |
3.976 |
3.893 |
-0.083 |
-2.1% |
4.173 |
| Low |
3.934 |
3.827 |
-0.107 |
-2.7% |
3.934 |
| Close |
3.951 |
3.849 |
-0.102 |
-2.6% |
3.951 |
| Range |
0.042 |
0.066 |
0.024 |
57.1% |
0.239 |
| ATR |
0.103 |
0.105 |
0.001 |
1.4% |
0.000 |
| Volume |
56,031 |
96,107 |
40,076 |
71.5% |
438,674 |
|
| Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.054 |
4.018 |
3.885 |
|
| R3 |
3.988 |
3.952 |
3.867 |
|
| R2 |
3.922 |
3.922 |
3.861 |
|
| R1 |
3.886 |
3.886 |
3.855 |
3.871 |
| PP |
3.856 |
3.856 |
3.856 |
3.849 |
| S1 |
3.820 |
3.820 |
3.843 |
3.805 |
| S2 |
3.790 |
3.790 |
3.837 |
|
| S3 |
3.724 |
3.754 |
3.831 |
|
| S4 |
3.658 |
3.688 |
3.813 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.736 |
4.583 |
4.082 |
|
| R3 |
4.497 |
4.344 |
4.017 |
|
| R2 |
4.258 |
4.258 |
3.995 |
|
| R1 |
4.105 |
4.105 |
3.973 |
4.062 |
| PP |
4.019 |
4.019 |
4.019 |
3.998 |
| S1 |
3.866 |
3.866 |
3.929 |
3.823 |
| S2 |
3.780 |
3.780 |
3.907 |
|
| S3 |
3.541 |
3.627 |
3.885 |
|
| S4 |
3.302 |
3.388 |
3.820 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.158 |
3.827 |
0.331 |
8.6% |
0.084 |
2.2% |
7% |
False |
True |
88,609 |
| 10 |
4.238 |
3.827 |
0.411 |
10.7% |
0.082 |
2.1% |
5% |
False |
True |
92,975 |
| 20 |
4.608 |
3.827 |
0.781 |
20.3% |
0.100 |
2.6% |
3% |
False |
True |
90,811 |
| 40 |
4.893 |
3.827 |
1.066 |
27.7% |
0.106 |
2.7% |
2% |
False |
True |
67,789 |
| 60 |
4.893 |
3.827 |
1.066 |
27.7% |
0.109 |
2.8% |
2% |
False |
True |
49,799 |
| 80 |
4.893 |
3.827 |
1.066 |
27.7% |
0.109 |
2.8% |
2% |
False |
True |
39,706 |
| 100 |
4.893 |
3.827 |
1.066 |
27.7% |
0.108 |
2.8% |
2% |
False |
True |
32,961 |
| 120 |
4.893 |
3.827 |
1.066 |
27.7% |
0.113 |
2.9% |
2% |
False |
True |
28,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.174 |
|
2.618 |
4.066 |
|
1.618 |
4.000 |
|
1.000 |
3.959 |
|
0.618 |
3.934 |
|
HIGH |
3.893 |
|
0.618 |
3.868 |
|
0.500 |
3.860 |
|
0.382 |
3.852 |
|
LOW |
3.827 |
|
0.618 |
3.786 |
|
1.000 |
3.761 |
|
1.618 |
3.720 |
|
2.618 |
3.654 |
|
4.250 |
3.547 |
|
|
| Fisher Pivots for day following 21-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.860 |
3.969 |
| PP |
3.856 |
3.929 |
| S1 |
3.853 |
3.889 |
|