NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
4.106 |
3.968 |
-0.138 |
-3.4% |
4.140 |
| High |
4.106 |
3.981 |
-0.125 |
-3.0% |
4.159 |
| Low |
3.940 |
3.938 |
-0.002 |
-0.1% |
3.938 |
| Close |
3.957 |
3.955 |
-0.002 |
-0.1% |
3.955 |
| Range |
0.166 |
0.043 |
-0.123 |
-74.1% |
0.221 |
| ATR |
0.100 |
0.096 |
-0.004 |
-4.1% |
0.000 |
| Volume |
99,192 |
44,884 |
-54,308 |
-54.8% |
281,222 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.087 |
4.064 |
3.979 |
|
| R3 |
4.044 |
4.021 |
3.967 |
|
| R2 |
4.001 |
4.001 |
3.963 |
|
| R1 |
3.978 |
3.978 |
3.959 |
3.968 |
| PP |
3.958 |
3.958 |
3.958 |
3.953 |
| S1 |
3.935 |
3.935 |
3.951 |
3.925 |
| S2 |
3.915 |
3.915 |
3.947 |
|
| S3 |
3.872 |
3.892 |
3.943 |
|
| S4 |
3.829 |
3.849 |
3.931 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.680 |
4.539 |
4.077 |
|
| R3 |
4.459 |
4.318 |
4.016 |
|
| R2 |
4.238 |
4.238 |
3.996 |
|
| R1 |
4.097 |
4.097 |
3.975 |
4.057 |
| PP |
4.017 |
4.017 |
4.017 |
3.998 |
| S1 |
3.876 |
3.876 |
3.935 |
3.836 |
| S2 |
3.796 |
3.796 |
3.914 |
|
| S3 |
3.575 |
3.655 |
3.894 |
|
| S4 |
3.354 |
3.434 |
3.833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.159 |
3.938 |
0.221 |
5.6% |
0.084 |
2.1% |
8% |
False |
True |
56,244 |
| 10 |
4.340 |
3.938 |
0.402 |
10.2% |
0.088 |
2.2% |
4% |
False |
True |
53,175 |
| 20 |
4.582 |
3.938 |
0.644 |
16.3% |
0.095 |
2.4% |
3% |
False |
True |
39,104 |
| 40 |
4.874 |
3.938 |
0.936 |
23.7% |
0.101 |
2.5% |
2% |
False |
True |
33,782 |
| 60 |
4.874 |
3.938 |
0.936 |
23.7% |
0.103 |
2.6% |
2% |
False |
True |
26,391 |
| 80 |
4.874 |
3.938 |
0.936 |
23.7% |
0.103 |
2.6% |
2% |
False |
True |
22,212 |
| 100 |
4.874 |
3.938 |
0.936 |
23.7% |
0.102 |
2.6% |
2% |
False |
True |
18,837 |
| 120 |
4.874 |
3.938 |
0.936 |
23.7% |
0.107 |
2.7% |
2% |
False |
True |
16,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.164 |
|
2.618 |
4.094 |
|
1.618 |
4.051 |
|
1.000 |
4.024 |
|
0.618 |
4.008 |
|
HIGH |
3.981 |
|
0.618 |
3.965 |
|
0.500 |
3.960 |
|
0.382 |
3.954 |
|
LOW |
3.938 |
|
0.618 |
3.911 |
|
1.000 |
3.895 |
|
1.618 |
3.868 |
|
2.618 |
3.825 |
|
4.250 |
3.755 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.960 |
4.040 |
| PP |
3.958 |
4.012 |
| S1 |
3.957 |
3.983 |
|