NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 16-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2014 |
16-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.159 |
4.089 |
-0.070 |
-1.7% |
4.378 |
High |
4.159 |
4.144 |
-0.015 |
-0.4% |
4.382 |
Low |
4.084 |
4.089 |
0.005 |
0.1% |
4.105 |
Close |
4.099 |
4.120 |
0.021 |
0.5% |
4.144 |
Range |
0.075 |
0.055 |
-0.020 |
-26.7% |
0.277 |
ATR |
0.097 |
0.094 |
-0.003 |
-3.1% |
0.000 |
Volume |
26,171 |
24,014 |
-2,157 |
-8.2% |
139,046 |
|
Daily Pivots for day following 16-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.283 |
4.256 |
4.150 |
|
R3 |
4.228 |
4.201 |
4.135 |
|
R2 |
4.173 |
4.173 |
4.130 |
|
R1 |
4.146 |
4.146 |
4.125 |
4.160 |
PP |
4.118 |
4.118 |
4.118 |
4.124 |
S1 |
4.091 |
4.091 |
4.115 |
4.105 |
S2 |
4.063 |
4.063 |
4.110 |
|
S3 |
4.008 |
4.036 |
4.105 |
|
S4 |
3.953 |
3.981 |
4.090 |
|
|
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 |
4.192 |
4.084 |
0.108 |
2.6% |
0.066 |
1.6% |
33% |
False |
False |
24,665 |
10 |
4.433 |
4.084 |
0.349 |
8.5% |
0.085 |
2.1% |
10% |
False |
False |
24,643 |
20 |
4.757 |
4.084 |
0.673 |
16.3% |
0.096 |
2.3% |
5% |
False |
False |
22,139 |
40 |
4.879 |
4.084 |
0.795 |
19.3% |
0.101 |
2.5% |
5% |
False |
False |
23,196 |
60 |
4.879 |
4.084 |
0.795 |
19.3% |
0.102 |
2.5% |
5% |
False |
False |
21,216 |
80 |
4.879 |
4.084 |
0.795 |
19.3% |
0.103 |
2.5% |
5% |
False |
False |
19,625 |
100 |
4.879 |
4.084 |
0.795 |
19.3% |
0.107 |
2.6% |
5% |
False |
False |
19,015 |
120 |
4.879 |
4.084 |
0.795 |
19.3% |
0.111 |
2.7% |
5% |
False |
False |
19,202 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.378 |
2.618 |
4.288 |
1.618 |
4.233 |
1.000 |
4.199 |
0.618 |
4.178 |
HIGH |
4.144 |
0.618 |
4.123 |
0.500 |
4.117 |
0.382 |
4.110 |
LOW |
4.089 |
0.618 |
4.055 |
1.000 |
4.034 |
1.618 |
4.000 |
2.618 |
3.945 |
4.250 |
3.855 |
|
|
Fisher Pivots for day following 16-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.119 |
4.124 |
PP |
4.118 |
4.123 |
S1 |
4.117 |
4.121 |
|