NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.821 |
3.787 |
-0.034 |
-0.9% |
3.910 |
| High |
3.830 |
3.890 |
0.060 |
1.6% |
3.910 |
| Low |
3.749 |
3.760 |
0.011 |
0.3% |
3.759 |
| Close |
3.786 |
3.841 |
0.055 |
1.5% |
3.787 |
| Range |
0.081 |
0.130 |
0.049 |
60.5% |
0.151 |
| ATR |
0.099 |
0.101 |
0.002 |
2.3% |
0.000 |
| Volume |
67,337 |
131,859 |
64,522 |
95.8% |
325,275 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.220 |
4.161 |
3.913 |
|
| R3 |
4.090 |
4.031 |
3.877 |
|
| R2 |
3.960 |
3.960 |
3.865 |
|
| R1 |
3.901 |
3.901 |
3.853 |
3.931 |
| PP |
3.830 |
3.830 |
3.830 |
3.845 |
| S1 |
3.771 |
3.771 |
3.829 |
3.801 |
| S2 |
3.700 |
3.700 |
3.817 |
|
| S3 |
3.570 |
3.641 |
3.805 |
|
| S4 |
3.440 |
3.511 |
3.770 |
|
|
| 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 |
3.890 |
3.725 |
0.165 |
4.3% |
0.107 |
2.8% |
70% |
True |
False |
88,057 |
| 10 |
3.981 |
3.725 |
0.256 |
6.7% |
0.095 |
2.5% |
45% |
False |
False |
75,419 |
| 20 |
4.388 |
3.725 |
0.663 |
17.3% |
0.092 |
2.4% |
17% |
False |
False |
63,708 |
| 40 |
4.874 |
3.725 |
1.149 |
29.9% |
0.101 |
2.6% |
10% |
False |
False |
47,476 |
| 60 |
4.874 |
3.725 |
1.149 |
29.9% |
0.104 |
2.7% |
10% |
False |
False |
36,878 |
| 80 |
4.874 |
3.725 |
1.149 |
29.9% |
0.102 |
2.7% |
10% |
False |
False |
30,319 |
| 100 |
4.874 |
3.725 |
1.149 |
29.9% |
0.101 |
2.6% |
10% |
False |
False |
25,450 |
| 120 |
4.874 |
3.725 |
1.149 |
29.9% |
0.106 |
2.8% |
10% |
False |
False |
22,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.443 |
|
2.618 |
4.230 |
|
1.618 |
4.100 |
|
1.000 |
4.020 |
|
0.618 |
3.970 |
|
HIGH |
3.890 |
|
0.618 |
3.840 |
|
0.500 |
3.825 |
|
0.382 |
3.810 |
|
LOW |
3.760 |
|
0.618 |
3.680 |
|
1.000 |
3.630 |
|
1.618 |
3.550 |
|
2.618 |
3.420 |
|
4.250 |
3.208 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.836 |
3.832 |
| PP |
3.830 |
3.823 |
| S1 |
3.825 |
3.815 |
|