NYMEX Natural Gas Future August 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.758 |
3.767 |
0.009 |
0.2% |
4.145 |
| High |
3.817 |
3.886 |
0.069 |
1.8% |
4.173 |
| Low |
3.752 |
3.744 |
-0.008 |
-0.2% |
3.934 |
| Close |
3.762 |
3.847 |
0.085 |
2.3% |
3.951 |
| Range |
0.065 |
0.142 |
0.077 |
118.5% |
0.239 |
| ATR |
0.102 |
0.105 |
0.003 |
2.8% |
0.000 |
| Volume |
58,117 |
91,779 |
33,662 |
57.9% |
438,674 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.252 |
4.191 |
3.925 |
|
| R3 |
4.110 |
4.049 |
3.886 |
|
| R2 |
3.968 |
3.968 |
3.873 |
|
| R1 |
3.907 |
3.907 |
3.860 |
3.938 |
| PP |
3.826 |
3.826 |
3.826 |
3.841 |
| S1 |
3.765 |
3.765 |
3.834 |
3.796 |
| S2 |
3.684 |
3.684 |
3.821 |
|
| S3 |
3.542 |
3.623 |
3.808 |
|
| S4 |
3.400 |
3.481 |
3.769 |
|
|
| 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 |
3.976 |
3.744 |
0.232 |
6.0% |
0.085 |
2.2% |
44% |
False |
True |
77,728 |
| 10 |
4.173 |
3.744 |
0.429 |
11.2% |
0.087 |
2.3% |
24% |
False |
True |
83,398 |
| 20 |
4.608 |
3.744 |
0.864 |
22.5% |
0.099 |
2.6% |
12% |
False |
True |
91,552 |
| 40 |
4.893 |
3.744 |
1.149 |
29.9% |
0.106 |
2.7% |
9% |
False |
True |
72,299 |
| 60 |
4.893 |
3.744 |
1.149 |
29.9% |
0.109 |
2.8% |
9% |
False |
True |
53,288 |
| 80 |
4.893 |
3.744 |
1.149 |
29.9% |
0.108 |
2.8% |
9% |
False |
True |
42,444 |
| 100 |
4.893 |
3.744 |
1.149 |
29.9% |
0.107 |
2.8% |
9% |
False |
True |
35,092 |
| 120 |
4.893 |
3.744 |
1.149 |
29.9% |
0.112 |
2.9% |
9% |
False |
True |
30,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.490 |
|
2.618 |
4.258 |
|
1.618 |
4.116 |
|
1.000 |
4.028 |
|
0.618 |
3.974 |
|
HIGH |
3.886 |
|
0.618 |
3.832 |
|
0.500 |
3.815 |
|
0.382 |
3.798 |
|
LOW |
3.744 |
|
0.618 |
3.656 |
|
1.000 |
3.602 |
|
1.618 |
3.514 |
|
2.618 |
3.372 |
|
4.250 |
3.141 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.836 |
3.836 |
| PP |
3.826 |
3.826 |
| S1 |
3.815 |
3.815 |
|