NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.755 |
3.821 |
0.066 |
1.8% |
3.910 |
| High |
3.831 |
3.830 |
-0.001 |
0.0% |
3.910 |
| Low |
3.739 |
3.749 |
0.010 |
0.3% |
3.759 |
| Close |
3.824 |
3.786 |
-0.038 |
-1.0% |
3.787 |
| Range |
0.092 |
0.081 |
-0.011 |
-12.0% |
0.151 |
| ATR |
0.100 |
0.099 |
-0.001 |
-1.4% |
0.000 |
| Volume |
95,710 |
67,337 |
-28,373 |
-29.6% |
325,275 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.031 |
3.990 |
3.831 |
|
| R3 |
3.950 |
3.909 |
3.808 |
|
| R2 |
3.869 |
3.869 |
3.801 |
|
| R1 |
3.828 |
3.828 |
3.793 |
3.808 |
| PP |
3.788 |
3.788 |
3.788 |
3.779 |
| S1 |
3.747 |
3.747 |
3.779 |
3.727 |
| S2 |
3.707 |
3.707 |
3.771 |
|
| S3 |
3.626 |
3.666 |
3.764 |
|
| S4 |
3.545 |
3.585 |
3.741 |
|
|
| 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% |
0.108 |
2.8% |
37% |
False |
False |
78,924 |
| 10 |
4.106 |
3.725 |
0.381 |
10.1% |
0.098 |
2.6% |
16% |
False |
False |
72,152 |
| 20 |
4.399 |
3.725 |
0.674 |
17.8% |
0.089 |
2.4% |
9% |
False |
False |
58,769 |
| 40 |
4.874 |
3.725 |
1.149 |
30.3% |
0.101 |
2.7% |
5% |
False |
False |
44,560 |
| 60 |
4.874 |
3.725 |
1.149 |
30.3% |
0.103 |
2.7% |
5% |
False |
False |
34,952 |
| 80 |
4.874 |
3.725 |
1.149 |
30.3% |
0.102 |
2.7% |
5% |
False |
False |
28,826 |
| 100 |
4.874 |
3.725 |
1.149 |
30.3% |
0.100 |
2.6% |
5% |
False |
False |
24,194 |
| 120 |
4.874 |
3.725 |
1.149 |
30.3% |
0.106 |
2.8% |
5% |
False |
False |
21,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.174 |
|
2.618 |
4.042 |
|
1.618 |
3.961 |
|
1.000 |
3.911 |
|
0.618 |
3.880 |
|
HIGH |
3.830 |
|
0.618 |
3.799 |
|
0.500 |
3.790 |
|
0.382 |
3.780 |
|
LOW |
3.749 |
|
0.618 |
3.699 |
|
1.000 |
3.668 |
|
1.618 |
3.618 |
|
2.618 |
3.537 |
|
4.250 |
3.405 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.790 |
3.791 |
| PP |
3.788 |
3.789 |
| S1 |
3.787 |
3.788 |
|