NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.884 |
3.784 |
-0.100 |
-2.6% |
4.140 |
| High |
3.884 |
3.835 |
-0.049 |
-1.3% |
4.164 |
| Low |
3.782 |
3.780 |
-0.002 |
-0.1% |
3.947 |
| Close |
3.797 |
3.787 |
-0.010 |
-0.3% |
3.962 |
| Range |
0.102 |
0.055 |
-0.047 |
-46.1% |
0.217 |
| ATR |
0.096 |
0.093 |
-0.003 |
-3.1% |
0.000 |
| Volume |
34,754 |
28,174 |
-6,580 |
-18.9% |
132,197 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.966 |
3.931 |
3.817 |
|
| R3 |
3.911 |
3.876 |
3.802 |
|
| R2 |
3.856 |
3.856 |
3.797 |
|
| R1 |
3.821 |
3.821 |
3.792 |
3.839 |
| PP |
3.801 |
3.801 |
3.801 |
3.809 |
| S1 |
3.766 |
3.766 |
3.782 |
3.784 |
| S2 |
3.746 |
3.746 |
3.777 |
|
| S3 |
3.691 |
3.711 |
3.772 |
|
| S4 |
3.636 |
3.656 |
3.757 |
|
|
| 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 |
4.110 |
3.780 |
0.330 |
8.7% |
0.084 |
2.2% |
2% |
False |
True |
28,640 |
| 10 |
4.192 |
3.780 |
0.412 |
10.9% |
0.075 |
2.0% |
2% |
False |
True |
26,653 |
| 20 |
4.575 |
3.780 |
0.795 |
21.0% |
0.090 |
2.4% |
1% |
False |
True |
24,492 |
| 40 |
4.879 |
3.780 |
1.099 |
29.0% |
0.098 |
2.6% |
1% |
False |
True |
24,354 |
| 60 |
4.879 |
3.780 |
1.099 |
29.0% |
0.101 |
2.7% |
1% |
False |
True |
22,694 |
| 80 |
4.879 |
3.780 |
1.099 |
29.0% |
0.102 |
2.7% |
1% |
False |
True |
20,557 |
| 100 |
4.879 |
3.780 |
1.099 |
29.0% |
0.103 |
2.7% |
1% |
False |
True |
19,401 |
| 120 |
4.879 |
3.780 |
1.099 |
29.0% |
0.109 |
2.9% |
1% |
False |
True |
19,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.069 |
|
2.618 |
3.979 |
|
1.618 |
3.924 |
|
1.000 |
3.890 |
|
0.618 |
3.869 |
|
HIGH |
3.835 |
|
0.618 |
3.814 |
|
0.500 |
3.808 |
|
0.382 |
3.801 |
|
LOW |
3.780 |
|
0.618 |
3.746 |
|
1.000 |
3.725 |
|
1.618 |
3.691 |
|
2.618 |
3.636 |
|
4.250 |
3.546 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.808 |
3.851 |
| PP |
3.801 |
3.829 |
| S1 |
3.794 |
3.808 |
|