NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 15-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2014 |
15-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
4.140 |
4.153 |
0.013 |
0.3% |
4.335 |
| High |
4.159 |
4.153 |
-0.006 |
-0.1% |
4.340 |
| Low |
4.084 |
4.078 |
-0.006 |
-0.1% |
4.098 |
| Close |
4.140 |
4.094 |
-0.046 |
-1.1% |
4.136 |
| Range |
0.075 |
0.075 |
0.000 |
0.0% |
0.242 |
| ATR |
0.099 |
0.097 |
-0.002 |
-1.7% |
0.000 |
| Volume |
53,911 |
51,329 |
-2,582 |
-4.8% |
250,529 |
|
| Daily Pivots for day following 15-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.333 |
4.289 |
4.135 |
|
| R3 |
4.258 |
4.214 |
4.115 |
|
| R2 |
4.183 |
4.183 |
4.108 |
|
| R1 |
4.139 |
4.139 |
4.101 |
4.124 |
| PP |
4.108 |
4.108 |
4.108 |
4.101 |
| S1 |
4.064 |
4.064 |
4.087 |
4.049 |
| S2 |
4.033 |
4.033 |
4.080 |
|
| S3 |
3.958 |
3.989 |
4.073 |
|
| S4 |
3.883 |
3.914 |
4.053 |
|
|
| 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 |
4.226 |
4.078 |
0.148 |
3.6% |
0.071 |
1.7% |
11% |
False |
True |
50,801 |
| 10 |
4.439 |
4.078 |
0.361 |
8.8% |
0.086 |
2.1% |
4% |
False |
True |
44,175 |
| 20 |
4.764 |
4.078 |
0.686 |
16.8% |
0.098 |
2.4% |
2% |
False |
True |
33,560 |
| 40 |
4.874 |
4.078 |
0.796 |
19.4% |
0.103 |
2.5% |
2% |
False |
True |
30,488 |
| 60 |
4.874 |
4.078 |
0.796 |
19.4% |
0.103 |
2.5% |
2% |
False |
True |
23,791 |
| 80 |
4.874 |
4.078 |
0.796 |
19.4% |
0.103 |
2.5% |
2% |
False |
True |
20,181 |
| 100 |
4.874 |
4.078 |
0.796 |
19.4% |
0.105 |
2.6% |
2% |
False |
True |
17,292 |
| 120 |
4.874 |
4.078 |
0.796 |
19.4% |
0.108 |
2.6% |
2% |
False |
True |
15,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.472 |
|
2.618 |
4.349 |
|
1.618 |
4.274 |
|
1.000 |
4.228 |
|
0.618 |
4.199 |
|
HIGH |
4.153 |
|
0.618 |
4.124 |
|
0.500 |
4.116 |
|
0.382 |
4.107 |
|
LOW |
4.078 |
|
0.618 |
4.032 |
|
1.000 |
4.003 |
|
1.618 |
3.957 |
|
2.618 |
3.882 |
|
4.250 |
3.759 |
|
|
| Fisher Pivots for day following 15-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.116 |
4.119 |
| PP |
4.108 |
4.110 |
| S1 |
4.101 |
4.102 |
|