NYMEX Natural Gas Future August 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.883 |
3.853 |
-0.030 |
-0.8% |
4.145 |
| High |
3.893 |
3.866 |
-0.027 |
-0.7% |
4.173 |
| Low |
3.827 |
3.756 |
-0.071 |
-1.9% |
3.934 |
| Close |
3.849 |
3.772 |
-0.077 |
-2.0% |
3.951 |
| Range |
0.066 |
0.110 |
0.044 |
66.7% |
0.239 |
| ATR |
0.105 |
0.105 |
0.000 |
0.4% |
0.000 |
| Volume |
96,107 |
86,609 |
-9,498 |
-9.9% |
438,674 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.128 |
4.060 |
3.833 |
|
| R3 |
4.018 |
3.950 |
3.802 |
|
| R2 |
3.908 |
3.908 |
3.792 |
|
| R1 |
3.840 |
3.840 |
3.782 |
3.819 |
| PP |
3.798 |
3.798 |
3.798 |
3.788 |
| S1 |
3.730 |
3.730 |
3.762 |
3.709 |
| S2 |
3.688 |
3.688 |
3.752 |
|
| S3 |
3.578 |
3.620 |
3.742 |
|
| S4 |
3.468 |
3.510 |
3.712 |
|
|
| 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 |
4.146 |
3.756 |
0.390 |
10.3% |
0.091 |
2.4% |
4% |
False |
True |
89,713 |
| 10 |
4.230 |
3.756 |
0.474 |
12.6% |
0.082 |
2.2% |
3% |
False |
True |
88,931 |
| 20 |
4.608 |
3.756 |
0.852 |
22.6% |
0.099 |
2.6% |
2% |
False |
True |
91,850 |
| 40 |
4.893 |
3.756 |
1.137 |
30.1% |
0.107 |
2.8% |
1% |
False |
True |
69,290 |
| 60 |
4.893 |
3.756 |
1.137 |
30.1% |
0.110 |
2.9% |
1% |
False |
True |
51,080 |
| 80 |
4.893 |
3.756 |
1.137 |
30.1% |
0.108 |
2.9% |
1% |
False |
True |
40,723 |
| 100 |
4.893 |
3.756 |
1.137 |
30.1% |
0.109 |
2.9% |
1% |
False |
True |
33,773 |
| 120 |
4.893 |
3.756 |
1.137 |
30.1% |
0.113 |
3.0% |
1% |
False |
True |
29,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.334 |
|
2.618 |
4.154 |
|
1.618 |
4.044 |
|
1.000 |
3.976 |
|
0.618 |
3.934 |
|
HIGH |
3.866 |
|
0.618 |
3.824 |
|
0.500 |
3.811 |
|
0.382 |
3.798 |
|
LOW |
3.756 |
|
0.618 |
3.688 |
|
1.000 |
3.646 |
|
1.618 |
3.578 |
|
2.618 |
3.468 |
|
4.250 |
3.289 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.811 |
3.866 |
| PP |
3.798 |
3.835 |
| S1 |
3.785 |
3.803 |
|