NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 14-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2014 |
14-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.123 |
4.140 |
0.017 |
0.4% |
4.335 |
High |
4.151 |
4.159 |
0.008 |
0.2% |
4.340 |
Low |
4.098 |
4.084 |
-0.014 |
-0.3% |
4.098 |
Close |
4.136 |
4.140 |
0.004 |
0.1% |
4.136 |
Range |
0.053 |
0.075 |
0.022 |
41.5% |
0.242 |
ATR |
0.101 |
0.099 |
-0.002 |
-1.8% |
0.000 |
Volume |
35,915 |
53,911 |
17,996 |
50.1% |
250,529 |
|
Daily Pivots for day following 14-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.353 |
4.321 |
4.181 |
|
R3 |
4.278 |
4.246 |
4.161 |
|
R2 |
4.203 |
4.203 |
4.154 |
|
R1 |
4.171 |
4.171 |
4.147 |
4.178 |
PP |
4.128 |
4.128 |
4.128 |
4.131 |
S1 |
4.096 |
4.096 |
4.133 |
4.103 |
S2 |
4.053 |
4.053 |
4.126 |
|
S3 |
3.978 |
4.021 |
4.119 |
|
S4 |
3.903 |
3.946 |
4.099 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.917 |
4.769 |
4.269 |
|
R3 |
4.675 |
4.527 |
4.203 |
|
R2 |
4.433 |
4.433 |
4.180 |
|
R1 |
4.285 |
4.285 |
4.158 |
4.238 |
PP |
4.191 |
4.191 |
4.191 |
4.168 |
S1 |
4.043 |
4.043 |
4.114 |
3.996 |
S2 |
3.949 |
3.949 |
4.092 |
|
S3 |
3.707 |
3.801 |
4.069 |
|
S4 |
3.465 |
3.559 |
4.003 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.229 |
4.084 |
0.145 |
3.5% |
0.077 |
1.9% |
39% |
False |
True |
52,633 |
10 |
4.467 |
4.084 |
0.383 |
9.3% |
0.087 |
2.1% |
15% |
False |
True |
41,847 |
20 |
4.764 |
4.084 |
0.680 |
16.4% |
0.097 |
2.4% |
8% |
False |
True |
32,080 |
40 |
4.874 |
4.084 |
0.790 |
19.1% |
0.104 |
2.5% |
7% |
False |
True |
29,363 |
60 |
4.874 |
4.084 |
0.790 |
19.1% |
0.103 |
2.5% |
7% |
False |
True |
23,188 |
80 |
4.874 |
4.084 |
0.790 |
19.1% |
0.103 |
2.5% |
7% |
False |
True |
19,608 |
100 |
4.874 |
4.084 |
0.790 |
19.1% |
0.106 |
2.6% |
7% |
False |
True |
16,815 |
120 |
4.874 |
4.084 |
0.790 |
19.1% |
0.109 |
2.6% |
7% |
False |
True |
14,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.478 |
2.618 |
4.355 |
1.618 |
4.280 |
1.000 |
4.234 |
0.618 |
4.205 |
HIGH |
4.159 |
0.618 |
4.130 |
0.500 |
4.122 |
0.382 |
4.113 |
LOW |
4.084 |
0.618 |
4.038 |
1.000 |
4.009 |
1.618 |
3.963 |
2.618 |
3.888 |
4.250 |
3.765 |
|
|
Fisher Pivots for day following 14-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.134 |
4.139 |
PP |
4.128 |
4.137 |
S1 |
4.122 |
4.136 |
|