NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.153 |
4.088 |
-0.065 |
-1.6% |
4.335 |
High |
4.153 |
4.142 |
-0.011 |
-0.3% |
4.340 |
Low |
4.078 |
4.081 |
0.003 |
0.1% |
4.098 |
Close |
4.094 |
4.116 |
0.022 |
0.5% |
4.136 |
Range |
0.075 |
0.061 |
-0.014 |
-18.7% |
0.242 |
ATR |
0.097 |
0.095 |
-0.003 |
-2.7% |
0.000 |
Volume |
51,329 |
31,906 |
-19,423 |
-37.8% |
250,529 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.296 |
4.267 |
4.150 |
|
R3 |
4.235 |
4.206 |
4.133 |
|
R2 |
4.174 |
4.174 |
4.127 |
|
R1 |
4.145 |
4.145 |
4.122 |
4.160 |
PP |
4.113 |
4.113 |
4.113 |
4.120 |
S1 |
4.084 |
4.084 |
4.110 |
4.099 |
S2 |
4.052 |
4.052 |
4.105 |
|
S3 |
3.991 |
4.023 |
4.099 |
|
S4 |
3.930 |
3.962 |
4.082 |
|
|
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 |
4.188 |
4.078 |
0.110 |
2.7% |
0.070 |
1.7% |
35% |
False |
False |
47,911 |
10 |
4.399 |
4.078 |
0.321 |
7.8% |
0.081 |
2.0% |
12% |
False |
False |
45,386 |
20 |
4.695 |
4.078 |
0.617 |
15.0% |
0.095 |
2.3% |
6% |
False |
False |
34,336 |
40 |
4.874 |
4.078 |
0.796 |
19.3% |
0.102 |
2.5% |
5% |
False |
False |
30,986 |
60 |
4.874 |
4.078 |
0.796 |
19.3% |
0.102 |
2.5% |
5% |
False |
False |
24,218 |
80 |
4.874 |
4.078 |
0.796 |
19.3% |
0.103 |
2.5% |
5% |
False |
False |
20,536 |
100 |
4.874 |
4.078 |
0.796 |
19.3% |
0.103 |
2.5% |
5% |
False |
False |
17,552 |
120 |
4.874 |
4.078 |
0.796 |
19.3% |
0.108 |
2.6% |
5% |
False |
False |
15,459 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.401 |
2.618 |
4.302 |
1.618 |
4.241 |
1.000 |
4.203 |
0.618 |
4.180 |
HIGH |
4.142 |
0.618 |
4.119 |
0.500 |
4.112 |
0.382 |
4.104 |
LOW |
4.081 |
0.618 |
4.043 |
1.000 |
4.020 |
1.618 |
3.982 |
2.618 |
3.921 |
4.250 |
3.822 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.115 |
4.119 |
PP |
4.113 |
4.118 |
S1 |
4.112 |
4.117 |
|