NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.921 |
3.884 |
-0.037 |
-0.9% |
4.140 |
| High |
3.921 |
3.884 |
-0.037 |
-0.9% |
4.164 |
| Low |
3.855 |
3.782 |
-0.073 |
-1.9% |
3.947 |
| Close |
3.872 |
3.797 |
-0.075 |
-1.9% |
3.962 |
| Range |
0.066 |
0.102 |
0.036 |
54.5% |
0.217 |
| ATR |
0.096 |
0.096 |
0.000 |
0.4% |
0.000 |
| Volume |
17,266 |
34,754 |
17,488 |
101.3% |
132,197 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.127 |
4.064 |
3.853 |
|
| R3 |
4.025 |
3.962 |
3.825 |
|
| R2 |
3.923 |
3.923 |
3.816 |
|
| R1 |
3.860 |
3.860 |
3.806 |
3.841 |
| PP |
3.821 |
3.821 |
3.821 |
3.811 |
| S1 |
3.758 |
3.758 |
3.788 |
3.739 |
| S2 |
3.719 |
3.719 |
3.778 |
|
| S3 |
3.617 |
3.656 |
3.769 |
|
| S4 |
3.515 |
3.554 |
3.741 |
|
|
| 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 |
4.144 |
3.782 |
0.362 |
9.5% |
0.084 |
2.2% |
4% |
False |
True |
27,808 |
| 10 |
4.225 |
3.782 |
0.443 |
11.7% |
0.076 |
2.0% |
3% |
False |
True |
27,267 |
| 20 |
4.575 |
3.782 |
0.793 |
20.9% |
0.092 |
2.4% |
2% |
False |
True |
24,114 |
| 40 |
4.879 |
3.782 |
1.097 |
28.9% |
0.100 |
2.6% |
1% |
False |
True |
23,897 |
| 60 |
4.879 |
3.782 |
1.097 |
28.9% |
0.103 |
2.7% |
1% |
False |
True |
22,341 |
| 80 |
4.879 |
3.782 |
1.097 |
28.9% |
0.102 |
2.7% |
1% |
False |
True |
20,436 |
| 100 |
4.879 |
3.782 |
1.097 |
28.9% |
0.103 |
2.7% |
1% |
False |
True |
19,329 |
| 120 |
4.879 |
3.782 |
1.097 |
28.9% |
0.110 |
2.9% |
1% |
False |
True |
19,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.318 |
|
2.618 |
4.151 |
|
1.618 |
4.049 |
|
1.000 |
3.986 |
|
0.618 |
3.947 |
|
HIGH |
3.884 |
|
0.618 |
3.845 |
|
0.500 |
3.833 |
|
0.382 |
3.821 |
|
LOW |
3.782 |
|
0.618 |
3.719 |
|
1.000 |
3.680 |
|
1.618 |
3.617 |
|
2.618 |
3.515 |
|
4.250 |
3.349 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.833 |
3.884 |
| PP |
3.821 |
3.855 |
| S1 |
3.809 |
3.826 |
|