NYMEX Natural Gas Future August 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.736 |
3.737 |
0.001 |
0.0% |
3.883 |
| High |
3.850 |
3.834 |
-0.016 |
-0.4% |
3.893 |
| Low |
3.728 |
3.724 |
-0.004 |
-0.1% |
3.744 |
| Close |
3.747 |
3.808 |
0.061 |
1.6% |
3.781 |
| Range |
0.122 |
0.110 |
-0.012 |
-9.8% |
0.149 |
| ATR |
0.106 |
0.106 |
0.000 |
0.3% |
0.000 |
| Volume |
52,286 |
10,664 |
-41,622 |
-79.6% |
367,271 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.119 |
4.073 |
3.869 |
|
| R3 |
4.009 |
3.963 |
3.838 |
|
| R2 |
3.899 |
3.899 |
3.828 |
|
| R1 |
3.853 |
3.853 |
3.818 |
3.876 |
| PP |
3.789 |
3.789 |
3.789 |
3.800 |
| S1 |
3.743 |
3.743 |
3.798 |
3.766 |
| S2 |
3.679 |
3.679 |
3.788 |
|
| S3 |
3.569 |
3.633 |
3.778 |
|
| S4 |
3.459 |
3.523 |
3.748 |
|
|
| 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 |
3.724 |
0.162 |
4.3% |
0.107 |
2.8% |
52% |
False |
True |
49,501 |
| 10 |
4.146 |
3.724 |
0.422 |
11.1% |
0.099 |
2.6% |
20% |
False |
True |
69,607 |
| 20 |
4.488 |
3.724 |
0.764 |
20.1% |
0.095 |
2.5% |
11% |
False |
True |
81,294 |
| 40 |
4.893 |
3.724 |
1.169 |
30.7% |
0.106 |
2.8% |
7% |
False |
True |
72,367 |
| 60 |
4.893 |
3.724 |
1.169 |
30.7% |
0.110 |
2.9% |
7% |
False |
True |
54,339 |
| 80 |
4.893 |
3.724 |
1.169 |
30.7% |
0.107 |
2.8% |
7% |
False |
True |
43,310 |
| 100 |
4.893 |
3.724 |
1.169 |
30.7% |
0.107 |
2.8% |
7% |
False |
True |
35,927 |
| 120 |
4.893 |
3.724 |
1.169 |
30.7% |
0.111 |
2.9% |
7% |
False |
True |
31,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.302 |
|
2.618 |
4.122 |
|
1.618 |
4.012 |
|
1.000 |
3.944 |
|
0.618 |
3.902 |
|
HIGH |
3.834 |
|
0.618 |
3.792 |
|
0.500 |
3.779 |
|
0.382 |
3.766 |
|
LOW |
3.724 |
|
0.618 |
3.656 |
|
1.000 |
3.614 |
|
1.618 |
3.546 |
|
2.618 |
3.436 |
|
4.250 |
3.257 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.798 |
3.803 |
| PP |
3.789 |
3.798 |
| S1 |
3.779 |
3.793 |
|