NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 11-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2014 |
11-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.175 |
4.127 |
-0.048 |
-1.1% |
4.378 |
High |
4.192 |
4.153 |
-0.039 |
-0.9% |
4.382 |
Low |
4.115 |
4.105 |
-0.010 |
-0.2% |
4.105 |
Close |
4.122 |
4.144 |
0.022 |
0.5% |
4.144 |
Range |
0.077 |
0.048 |
-0.029 |
-37.7% |
0.277 |
ATR |
0.105 |
0.101 |
-0.004 |
-3.9% |
0.000 |
Volume |
23,185 |
30,954 |
7,769 |
33.5% |
139,046 |
|
Daily Pivots for day following 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.278 |
4.259 |
4.170 |
|
R3 |
4.230 |
4.211 |
4.157 |
|
R2 |
4.182 |
4.182 |
4.153 |
|
R1 |
4.163 |
4.163 |
4.148 |
4.173 |
PP |
4.134 |
4.134 |
4.134 |
4.139 |
S1 |
4.115 |
4.115 |
4.140 |
4.125 |
S2 |
4.086 |
4.086 |
4.135 |
|
S3 |
4.038 |
4.067 |
4.131 |
|
S4 |
3.990 |
4.019 |
4.118 |
|
|
Weekly Pivots for week ending 11-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.041 |
4.870 |
4.296 |
|
R3 |
4.764 |
4.593 |
4.220 |
|
R2 |
4.487 |
4.487 |
4.195 |
|
R1 |
4.316 |
4.316 |
4.169 |
4.263 |
PP |
4.210 |
4.210 |
4.210 |
4.184 |
S1 |
4.039 |
4.039 |
4.119 |
3.986 |
S2 |
3.933 |
3.933 |
4.093 |
|
S3 |
3.656 |
3.762 |
4.068 |
|
S4 |
3.379 |
3.485 |
3.992 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.382 |
4.105 |
0.277 |
6.7% |
0.094 |
2.3% |
14% |
False |
True |
27,809 |
10 |
4.464 |
4.105 |
0.359 |
8.7% |
0.092 |
2.2% |
11% |
False |
True |
24,286 |
20 |
4.879 |
4.105 |
0.774 |
18.7% |
0.103 |
2.5% |
5% |
False |
True |
22,829 |
40 |
4.879 |
4.105 |
0.774 |
18.7% |
0.105 |
2.5% |
5% |
False |
True |
22,711 |
60 |
4.879 |
4.105 |
0.774 |
18.7% |
0.105 |
2.5% |
5% |
False |
True |
20,694 |
80 |
4.879 |
4.105 |
0.774 |
18.7% |
0.104 |
2.5% |
5% |
False |
True |
19,166 |
100 |
4.879 |
4.105 |
0.774 |
18.7% |
0.110 |
2.6% |
5% |
False |
True |
19,148 |
120 |
4.879 |
4.060 |
0.819 |
19.8% |
0.113 |
2.7% |
10% |
False |
False |
18,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.357 |
2.618 |
4.279 |
1.618 |
4.231 |
1.000 |
4.201 |
0.618 |
4.183 |
HIGH |
4.153 |
0.618 |
4.135 |
0.500 |
4.129 |
0.382 |
4.123 |
LOW |
4.105 |
0.618 |
4.075 |
1.000 |
4.057 |
1.618 |
4.027 |
2.618 |
3.979 |
4.250 |
3.901 |
|
|
Fisher Pivots for day following 11-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.139 |
4.165 |
PP |
4.134 |
4.158 |
S1 |
4.129 |
4.151 |
|