NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.910 |
3.869 |
-0.041 |
-1.0% |
4.140 |
| High |
3.910 |
3.880 |
-0.030 |
-0.8% |
4.159 |
| Low |
3.844 |
3.768 |
-0.076 |
-2.0% |
3.938 |
| Close |
3.862 |
3.785 |
-0.077 |
-2.0% |
3.955 |
| Range |
0.066 |
0.112 |
0.046 |
69.7% |
0.221 |
| ATR |
0.097 |
0.098 |
0.001 |
1.1% |
0.000 |
| Volume |
74,311 |
61,598 |
-12,713 |
-17.1% |
281,222 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.147 |
4.078 |
3.847 |
|
| R3 |
4.035 |
3.966 |
3.816 |
|
| R2 |
3.923 |
3.923 |
3.806 |
|
| R1 |
3.854 |
3.854 |
3.795 |
3.833 |
| PP |
3.811 |
3.811 |
3.811 |
3.800 |
| S1 |
3.742 |
3.742 |
3.775 |
3.721 |
| S2 |
3.699 |
3.699 |
3.764 |
|
| S3 |
3.587 |
3.630 |
3.754 |
|
| S4 |
3.475 |
3.518 |
3.723 |
|
|
| 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 |
4.142 |
3.768 |
0.374 |
9.9% |
0.090 |
2.4% |
5% |
False |
True |
62,378 |
| 10 |
4.226 |
3.768 |
0.458 |
12.1% |
0.081 |
2.1% |
4% |
False |
True |
56,589 |
| 20 |
4.582 |
3.768 |
0.814 |
21.5% |
0.092 |
2.4% |
2% |
False |
True |
43,821 |
| 40 |
4.874 |
3.768 |
1.106 |
29.2% |
0.101 |
2.7% |
2% |
False |
True |
36,265 |
| 60 |
4.874 |
3.768 |
1.106 |
29.2% |
0.103 |
2.7% |
2% |
False |
True |
28,436 |
| 80 |
4.874 |
3.768 |
1.106 |
29.2% |
0.102 |
2.7% |
2% |
False |
True |
23,750 |
| 100 |
4.874 |
3.768 |
1.106 |
29.2% |
0.102 |
2.7% |
2% |
False |
True |
20,044 |
| 120 |
4.874 |
3.768 |
1.106 |
29.2% |
0.107 |
2.8% |
2% |
False |
True |
17,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.356 |
|
2.618 |
4.173 |
|
1.618 |
4.061 |
|
1.000 |
3.992 |
|
0.618 |
3.949 |
|
HIGH |
3.880 |
|
0.618 |
3.837 |
|
0.500 |
3.824 |
|
0.382 |
3.811 |
|
LOW |
3.768 |
|
0.618 |
3.699 |
|
1.000 |
3.656 |
|
1.618 |
3.587 |
|
2.618 |
3.475 |
|
4.250 |
3.292 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.824 |
3.875 |
| PP |
3.811 |
3.845 |
| S1 |
3.798 |
3.815 |
|