NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.742 |
3.755 |
0.013 |
0.3% |
3.910 |
| High |
3.857 |
3.831 |
-0.026 |
-0.7% |
3.910 |
| Low |
3.725 |
3.739 |
0.014 |
0.4% |
3.759 |
| Close |
3.765 |
3.824 |
0.059 |
1.6% |
3.787 |
| Range |
0.132 |
0.092 |
-0.040 |
-30.3% |
0.151 |
| ATR |
0.101 |
0.100 |
-0.001 |
-0.6% |
0.000 |
| Volume |
89,126 |
95,710 |
6,584 |
7.4% |
325,275 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
4.041 |
3.875 |
|
| R3 |
3.982 |
3.949 |
3.849 |
|
| R2 |
3.890 |
3.890 |
3.841 |
|
| R1 |
3.857 |
3.857 |
3.832 |
3.874 |
| PP |
3.798 |
3.798 |
3.798 |
3.806 |
| S1 |
3.765 |
3.765 |
3.816 |
3.782 |
| S2 |
3.706 |
3.706 |
3.807 |
|
| S3 |
3.614 |
3.673 |
3.799 |
|
| S4 |
3.522 |
3.581 |
3.773 |
|
|
| 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 |
3.892 |
3.725 |
0.167 |
4.4% |
0.103 |
2.7% |
59% |
False |
False |
74,840 |
| 10 |
4.142 |
3.725 |
0.417 |
10.9% |
0.096 |
2.5% |
24% |
False |
False |
68,609 |
| 20 |
4.439 |
3.725 |
0.714 |
18.7% |
0.091 |
2.4% |
14% |
False |
False |
56,392 |
| 40 |
4.874 |
3.725 |
1.149 |
30.0% |
0.101 |
2.6% |
9% |
False |
False |
43,308 |
| 60 |
4.874 |
3.725 |
1.149 |
30.0% |
0.103 |
2.7% |
9% |
False |
False |
33,931 |
| 80 |
4.874 |
3.725 |
1.149 |
30.0% |
0.101 |
2.7% |
9% |
False |
False |
28,052 |
| 100 |
4.874 |
3.725 |
1.149 |
30.0% |
0.101 |
2.6% |
9% |
False |
False |
23,586 |
| 120 |
4.874 |
3.725 |
1.149 |
30.0% |
0.106 |
2.8% |
9% |
False |
False |
20,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.222 |
|
2.618 |
4.072 |
|
1.618 |
3.980 |
|
1.000 |
3.923 |
|
0.618 |
3.888 |
|
HIGH |
3.831 |
|
0.618 |
3.796 |
|
0.500 |
3.785 |
|
0.382 |
3.774 |
|
LOW |
3.739 |
|
0.618 |
3.682 |
|
1.000 |
3.647 |
|
1.618 |
3.590 |
|
2.618 |
3.498 |
|
4.250 |
3.348 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.811 |
3.815 |
| PP |
3.798 |
3.806 |
| S1 |
3.785 |
3.797 |
|