NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 18-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2014 |
18-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
4.109 |
3.969 |
-0.140 |
-3.4% |
4.140 |
| High |
4.110 |
3.985 |
-0.125 |
-3.0% |
4.164 |
| Low |
3.950 |
3.947 |
-0.003 |
-0.1% |
3.947 |
| Close |
3.966 |
3.962 |
-0.004 |
-0.1% |
3.962 |
| Range |
0.160 |
0.038 |
-0.122 |
-76.3% |
0.217 |
| ATR |
0.100 |
0.095 |
-0.004 |
-4.4% |
0.000 |
| Volume |
20,173 |
42,834 |
22,661 |
112.3% |
132,197 |
|
| Daily Pivots for day following 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.079 |
4.058 |
3.983 |
|
| R3 |
4.041 |
4.020 |
3.972 |
|
| R2 |
4.003 |
4.003 |
3.969 |
|
| R1 |
3.982 |
3.982 |
3.965 |
3.974 |
| PP |
3.965 |
3.965 |
3.965 |
3.960 |
| S1 |
3.944 |
3.944 |
3.959 |
3.936 |
| S2 |
3.927 |
3.927 |
3.955 |
|
| S3 |
3.889 |
3.906 |
3.952 |
|
| S4 |
3.851 |
3.868 |
3.941 |
|
|
| Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.675 |
4.536 |
4.081 |
|
| R3 |
4.458 |
4.319 |
4.022 |
|
| R2 |
4.241 |
4.241 |
4.002 |
|
| R1 |
4.102 |
4.102 |
3.982 |
4.063 |
| PP |
4.024 |
4.024 |
4.024 |
4.005 |
| S1 |
3.885 |
3.885 |
3.942 |
3.846 |
| S2 |
3.807 |
3.807 |
3.922 |
|
| S3 |
3.590 |
3.668 |
3.902 |
|
| S4 |
3.373 |
3.451 |
3.843 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.164 |
3.947 |
0.217 |
5.5% |
0.080 |
2.0% |
7% |
False |
True |
26,439 |
| 10 |
4.382 |
3.947 |
0.435 |
11.0% |
0.087 |
2.2% |
3% |
False |
True |
27,124 |
| 20 |
4.604 |
3.947 |
0.657 |
16.6% |
0.094 |
2.4% |
2% |
False |
True |
23,973 |
| 40 |
4.879 |
3.947 |
0.932 |
23.5% |
0.100 |
2.5% |
2% |
False |
True |
23,848 |
| 60 |
4.879 |
3.947 |
0.932 |
23.5% |
0.103 |
2.6% |
2% |
False |
True |
21,895 |
| 80 |
4.879 |
3.947 |
0.932 |
23.5% |
0.103 |
2.6% |
2% |
False |
True |
20,110 |
| 100 |
4.879 |
3.947 |
0.932 |
23.5% |
0.104 |
2.6% |
2% |
False |
True |
19,227 |
| 120 |
4.879 |
3.947 |
0.932 |
23.5% |
0.110 |
2.8% |
2% |
False |
True |
19,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.147 |
|
2.618 |
4.084 |
|
1.618 |
4.046 |
|
1.000 |
4.023 |
|
0.618 |
4.008 |
|
HIGH |
3.985 |
|
0.618 |
3.970 |
|
0.500 |
3.966 |
|
0.382 |
3.962 |
|
LOW |
3.947 |
|
0.618 |
3.924 |
|
1.000 |
3.909 |
|
1.618 |
3.886 |
|
2.618 |
3.848 |
|
4.250 |
3.786 |
|
|
| Fisher Pivots for day following 18-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.966 |
4.046 |
| PP |
3.965 |
4.018 |
| S1 |
3.963 |
3.990 |
|