NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.783 |
3.846 |
0.063 |
1.7% |
3.910 |
| High |
3.892 |
3.868 |
-0.024 |
-0.6% |
3.910 |
| Low |
3.759 |
3.767 |
0.008 |
0.2% |
3.759 |
| Close |
3.850 |
3.787 |
-0.063 |
-1.6% |
3.787 |
| Range |
0.133 |
0.101 |
-0.032 |
-24.1% |
0.151 |
| ATR |
0.098 |
0.098 |
0.000 |
0.2% |
0.000 |
| Volume |
86,194 |
56,257 |
-29,937 |
-34.7% |
325,275 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.110 |
4.050 |
3.843 |
|
| R3 |
4.009 |
3.949 |
3.815 |
|
| R2 |
3.908 |
3.908 |
3.806 |
|
| R1 |
3.848 |
3.848 |
3.796 |
3.828 |
| PP |
3.807 |
3.807 |
3.807 |
3.797 |
| S1 |
3.747 |
3.747 |
3.778 |
3.727 |
| S2 |
3.706 |
3.706 |
3.768 |
|
| S3 |
3.605 |
3.646 |
3.759 |
|
| S4 |
3.504 |
3.545 |
3.731 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.272 |
4.180 |
3.870 |
|
| R3 |
4.121 |
4.029 |
3.829 |
|
| R2 |
3.970 |
3.970 |
3.815 |
|
| R1 |
3.878 |
3.878 |
3.801 |
3.849 |
| PP |
3.819 |
3.819 |
3.819 |
3.804 |
| S1 |
3.727 |
3.727 |
3.773 |
3.698 |
| S2 |
3.668 |
3.668 |
3.759 |
|
| S3 |
3.517 |
3.576 |
3.745 |
|
| S4 |
3.366 |
3.425 |
3.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.910 |
3.759 |
0.151 |
4.0% |
0.094 |
2.5% |
19% |
False |
False |
65,055 |
| 10 |
4.159 |
3.759 |
0.400 |
10.6% |
0.089 |
2.3% |
7% |
False |
False |
60,649 |
| 20 |
4.470 |
3.759 |
0.711 |
18.8% |
0.089 |
2.4% |
4% |
False |
False |
49,683 |
| 40 |
4.874 |
3.759 |
1.115 |
29.4% |
0.099 |
2.6% |
3% |
False |
False |
39,622 |
| 60 |
4.874 |
3.759 |
1.115 |
29.4% |
0.103 |
2.7% |
3% |
False |
False |
31,134 |
| 80 |
4.874 |
3.759 |
1.115 |
29.4% |
0.101 |
2.7% |
3% |
False |
False |
25,876 |
| 100 |
4.874 |
3.759 |
1.115 |
29.4% |
0.100 |
2.7% |
3% |
False |
False |
21,804 |
| 120 |
4.874 |
3.759 |
1.115 |
29.4% |
0.107 |
2.8% |
3% |
False |
False |
19,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.297 |
|
2.618 |
4.132 |
|
1.618 |
4.031 |
|
1.000 |
3.969 |
|
0.618 |
3.930 |
|
HIGH |
3.868 |
|
0.618 |
3.829 |
|
0.500 |
3.818 |
|
0.382 |
3.806 |
|
LOW |
3.767 |
|
0.618 |
3.705 |
|
1.000 |
3.666 |
|
1.618 |
3.604 |
|
2.618 |
3.503 |
|
4.250 |
3.338 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.818 |
3.826 |
| PP |
3.807 |
3.813 |
| S1 |
3.797 |
3.800 |
|