NYMEX Natural Gas Future August 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.842 |
3.736 |
-0.106 |
-2.8% |
3.883 |
| High |
3.862 |
3.850 |
-0.012 |
-0.3% |
3.893 |
| Low |
3.764 |
3.728 |
-0.036 |
-1.0% |
3.744 |
| Close |
3.781 |
3.747 |
-0.034 |
-0.9% |
3.781 |
| Range |
0.098 |
0.122 |
0.024 |
24.5% |
0.149 |
| ATR |
0.105 |
0.106 |
0.001 |
1.2% |
0.000 |
| Volume |
34,659 |
52,286 |
17,627 |
50.9% |
367,271 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.141 |
4.066 |
3.814 |
|
| R3 |
4.019 |
3.944 |
3.781 |
|
| R2 |
3.897 |
3.897 |
3.769 |
|
| R1 |
3.822 |
3.822 |
3.758 |
3.860 |
| PP |
3.775 |
3.775 |
3.775 |
3.794 |
| S1 |
3.700 |
3.700 |
3.736 |
3.738 |
| S2 |
3.653 |
3.653 |
3.725 |
|
| S3 |
3.531 |
3.578 |
3.713 |
|
| S4 |
3.409 |
3.456 |
3.680 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.253 |
4.166 |
3.863 |
|
| R3 |
4.104 |
4.017 |
3.822 |
|
| R2 |
3.955 |
3.955 |
3.808 |
|
| R1 |
3.868 |
3.868 |
3.795 |
3.837 |
| PP |
3.806 |
3.806 |
3.806 |
3.791 |
| S1 |
3.719 |
3.719 |
3.767 |
3.688 |
| S2 |
3.657 |
3.657 |
3.754 |
|
| S3 |
3.508 |
3.570 |
3.740 |
|
| S4 |
3.359 |
3.421 |
3.699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.886 |
3.728 |
0.158 |
4.2% |
0.107 |
2.9% |
12% |
False |
True |
64,690 |
| 10 |
4.158 |
3.728 |
0.430 |
11.5% |
0.096 |
2.6% |
4% |
False |
True |
76,649 |
| 20 |
4.493 |
3.728 |
0.765 |
20.4% |
0.096 |
2.6% |
2% |
False |
True |
85,132 |
| 40 |
4.893 |
3.728 |
1.165 |
31.1% |
0.105 |
2.8% |
2% |
False |
True |
72,755 |
| 60 |
4.893 |
3.728 |
1.165 |
31.1% |
0.109 |
2.9% |
2% |
False |
True |
54,349 |
| 80 |
4.893 |
3.728 |
1.165 |
31.1% |
0.107 |
2.9% |
2% |
False |
True |
43,276 |
| 100 |
4.893 |
3.728 |
1.165 |
31.1% |
0.107 |
2.9% |
2% |
False |
True |
35,862 |
| 120 |
4.893 |
3.728 |
1.165 |
31.1% |
0.112 |
3.0% |
2% |
False |
True |
30,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.369 |
|
2.618 |
4.169 |
|
1.618 |
4.047 |
|
1.000 |
3.972 |
|
0.618 |
3.925 |
|
HIGH |
3.850 |
|
0.618 |
3.803 |
|
0.500 |
3.789 |
|
0.382 |
3.775 |
|
LOW |
3.728 |
|
0.618 |
3.653 |
|
1.000 |
3.606 |
|
1.618 |
3.531 |
|
2.618 |
3.409 |
|
4.250 |
3.210 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.789 |
3.807 |
| PP |
3.775 |
3.787 |
| S1 |
3.761 |
3.767 |
|