NYMEX Natural Gas Future August 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.853 |
3.758 |
-0.095 |
-2.5% |
4.145 |
| High |
3.866 |
3.817 |
-0.049 |
-1.3% |
4.173 |
| Low |
3.756 |
3.752 |
-0.004 |
-0.1% |
3.934 |
| Close |
3.772 |
3.762 |
-0.010 |
-0.3% |
3.951 |
| Range |
0.110 |
0.065 |
-0.045 |
-40.9% |
0.239 |
| ATR |
0.105 |
0.102 |
-0.003 |
-2.7% |
0.000 |
| Volume |
86,609 |
58,117 |
-28,492 |
-32.9% |
438,674 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.972 |
3.932 |
3.798 |
|
| R3 |
3.907 |
3.867 |
3.780 |
|
| R2 |
3.842 |
3.842 |
3.774 |
|
| R1 |
3.802 |
3.802 |
3.768 |
3.822 |
| PP |
3.777 |
3.777 |
3.777 |
3.787 |
| S1 |
3.737 |
3.737 |
3.756 |
3.757 |
| S2 |
3.712 |
3.712 |
3.750 |
|
| S3 |
3.647 |
3.672 |
3.744 |
|
| S4 |
3.582 |
3.607 |
3.726 |
|
|
| 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 |
4.110 |
3.752 |
0.358 |
9.5% |
0.091 |
2.4% |
3% |
False |
True |
89,567 |
| 10 |
4.193 |
3.752 |
0.441 |
11.7% |
0.082 |
2.2% |
2% |
False |
True |
85,834 |
| 20 |
4.608 |
3.752 |
0.856 |
22.8% |
0.096 |
2.5% |
1% |
False |
True |
90,777 |
| 40 |
4.893 |
3.752 |
1.141 |
30.3% |
0.105 |
2.8% |
1% |
False |
True |
70,490 |
| 60 |
4.893 |
3.752 |
1.141 |
30.3% |
0.108 |
2.9% |
1% |
False |
True |
51,933 |
| 80 |
4.893 |
3.752 |
1.141 |
30.3% |
0.108 |
2.9% |
1% |
False |
True |
41,360 |
| 100 |
4.893 |
3.752 |
1.141 |
30.3% |
0.108 |
2.9% |
1% |
False |
True |
34,277 |
| 120 |
4.893 |
3.752 |
1.141 |
30.3% |
0.112 |
3.0% |
1% |
False |
True |
29,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.093 |
|
2.618 |
3.987 |
|
1.618 |
3.922 |
|
1.000 |
3.882 |
|
0.618 |
3.857 |
|
HIGH |
3.817 |
|
0.618 |
3.792 |
|
0.500 |
3.785 |
|
0.382 |
3.777 |
|
LOW |
3.752 |
|
0.618 |
3.712 |
|
1.000 |
3.687 |
|
1.618 |
3.647 |
|
2.618 |
3.582 |
|
4.250 |
3.476 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.785 |
3.823 |
| PP |
3.777 |
3.802 |
| S1 |
3.770 |
3.782 |
|