NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.787 |
3.829 |
0.042 |
1.1% |
3.742 |
| High |
3.890 |
3.877 |
-0.013 |
-0.3% |
3.890 |
| Low |
3.760 |
3.781 |
0.021 |
0.6% |
3.725 |
| Close |
3.841 |
3.798 |
-0.043 |
-1.1% |
3.798 |
| Range |
0.130 |
0.096 |
-0.034 |
-26.2% |
0.165 |
| ATR |
0.101 |
0.101 |
0.000 |
-0.3% |
0.000 |
| Volume |
131,859 |
89,631 |
-42,228 |
-32.0% |
473,663 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.107 |
4.048 |
3.851 |
|
| R3 |
4.011 |
3.952 |
3.824 |
|
| R2 |
3.915 |
3.915 |
3.816 |
|
| R1 |
3.856 |
3.856 |
3.807 |
3.838 |
| PP |
3.819 |
3.819 |
3.819 |
3.809 |
| S1 |
3.760 |
3.760 |
3.789 |
3.742 |
| S2 |
3.723 |
3.723 |
3.780 |
|
| S3 |
3.627 |
3.664 |
3.772 |
|
| S4 |
3.531 |
3.568 |
3.745 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.299 |
4.214 |
3.889 |
|
| R3 |
4.134 |
4.049 |
3.843 |
|
| R2 |
3.969 |
3.969 |
3.828 |
|
| R1 |
3.884 |
3.884 |
3.813 |
3.927 |
| PP |
3.804 |
3.804 |
3.804 |
3.826 |
| S1 |
3.719 |
3.719 |
3.783 |
3.762 |
| S2 |
3.639 |
3.639 |
3.768 |
|
| S3 |
3.474 |
3.554 |
3.753 |
|
| S4 |
3.309 |
3.389 |
3.707 |
|
|
| 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% |
0.106 |
2.8% |
44% |
False |
False |
94,732 |
| 10 |
3.910 |
3.725 |
0.185 |
4.9% |
0.100 |
2.6% |
39% |
False |
False |
79,893 |
| 20 |
4.340 |
3.725 |
0.615 |
16.2% |
0.094 |
2.5% |
12% |
False |
False |
66,534 |
| 40 |
4.874 |
3.725 |
1.149 |
30.3% |
0.102 |
2.7% |
6% |
False |
False |
49,127 |
| 60 |
4.874 |
3.725 |
1.149 |
30.3% |
0.102 |
2.7% |
6% |
False |
False |
38,187 |
| 80 |
4.874 |
3.725 |
1.149 |
30.3% |
0.103 |
2.7% |
6% |
False |
False |
31,261 |
| 100 |
4.874 |
3.725 |
1.149 |
30.3% |
0.100 |
2.6% |
6% |
False |
False |
26,267 |
| 120 |
4.874 |
3.725 |
1.149 |
30.3% |
0.106 |
2.8% |
6% |
False |
False |
22,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.285 |
|
2.618 |
4.128 |
|
1.618 |
4.032 |
|
1.000 |
3.973 |
|
0.618 |
3.936 |
|
HIGH |
3.877 |
|
0.618 |
3.840 |
|
0.500 |
3.829 |
|
0.382 |
3.818 |
|
LOW |
3.781 |
|
0.618 |
3.722 |
|
1.000 |
3.685 |
|
1.618 |
3.626 |
|
2.618 |
3.530 |
|
4.250 |
3.373 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.829 |
3.820 |
| PP |
3.819 |
3.812 |
| S1 |
3.808 |
3.805 |
|