NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.784 |
3.794 |
0.010 |
0.3% |
4.140 |
| High |
3.835 |
3.902 |
0.067 |
1.7% |
4.164 |
| Low |
3.780 |
3.775 |
-0.005 |
-0.1% |
3.947 |
| Close |
3.787 |
3.859 |
0.072 |
1.9% |
3.962 |
| Range |
0.055 |
0.127 |
0.072 |
130.9% |
0.217 |
| ATR |
0.093 |
0.096 |
0.002 |
2.6% |
0.000 |
| Volume |
28,174 |
22,590 |
-5,584 |
-19.8% |
132,197 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.226 |
4.170 |
3.929 |
|
| R3 |
4.099 |
4.043 |
3.894 |
|
| R2 |
3.972 |
3.972 |
3.882 |
|
| R1 |
3.916 |
3.916 |
3.871 |
3.944 |
| PP |
3.845 |
3.845 |
3.845 |
3.860 |
| S1 |
3.789 |
3.789 |
3.847 |
3.817 |
| S2 |
3.718 |
3.718 |
3.836 |
|
| S3 |
3.591 |
3.662 |
3.824 |
|
| S4 |
3.464 |
3.535 |
3.789 |
|
|
| 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 |
3.985 |
3.775 |
0.210 |
5.4% |
0.078 |
2.0% |
40% |
False |
True |
29,123 |
| 10 |
4.164 |
3.775 |
0.389 |
10.1% |
0.080 |
2.1% |
22% |
False |
True |
26,593 |
| 20 |
4.575 |
3.775 |
0.800 |
20.7% |
0.093 |
2.4% |
11% |
False |
True |
24,571 |
| 40 |
4.879 |
3.775 |
1.104 |
28.6% |
0.098 |
2.5% |
8% |
False |
True |
24,375 |
| 60 |
4.879 |
3.775 |
1.104 |
28.6% |
0.102 |
2.6% |
8% |
False |
True |
22,881 |
| 80 |
4.879 |
3.775 |
1.104 |
28.6% |
0.102 |
2.6% |
8% |
False |
True |
20,751 |
| 100 |
4.879 |
3.775 |
1.104 |
28.6% |
0.102 |
2.6% |
8% |
False |
True |
19,329 |
| 120 |
4.879 |
3.775 |
1.104 |
28.6% |
0.109 |
2.8% |
8% |
False |
True |
19,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.442 |
|
2.618 |
4.234 |
|
1.618 |
4.107 |
|
1.000 |
4.029 |
|
0.618 |
3.980 |
|
HIGH |
3.902 |
|
0.618 |
3.853 |
|
0.500 |
3.839 |
|
0.382 |
3.824 |
|
LOW |
3.775 |
|
0.618 |
3.697 |
|
1.000 |
3.648 |
|
1.618 |
3.570 |
|
2.618 |
3.443 |
|
4.250 |
3.235 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.852 |
3.852 |
| PP |
3.845 |
3.845 |
| S1 |
3.839 |
3.839 |
|