NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.794 |
3.856 |
0.062 |
1.6% |
3.921 |
| High |
3.902 |
3.878 |
-0.024 |
-0.6% |
3.921 |
| Low |
3.775 |
3.778 |
0.003 |
0.1% |
3.775 |
| Close |
3.859 |
3.797 |
-0.062 |
-1.6% |
3.797 |
| Range |
0.127 |
0.100 |
-0.027 |
-21.3% |
0.146 |
| ATR |
0.096 |
0.096 |
0.000 |
0.3% |
0.000 |
| Volume |
22,590 |
33,282 |
10,692 |
47.3% |
136,066 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.118 |
4.057 |
3.852 |
|
| R3 |
4.018 |
3.957 |
3.825 |
|
| R2 |
3.918 |
3.918 |
3.815 |
|
| R1 |
3.857 |
3.857 |
3.806 |
3.838 |
| PP |
3.818 |
3.818 |
3.818 |
3.808 |
| S1 |
3.757 |
3.757 |
3.788 |
3.738 |
| S2 |
3.718 |
3.718 |
3.779 |
|
| S3 |
3.618 |
3.657 |
3.770 |
|
| S4 |
3.518 |
3.557 |
3.742 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.269 |
4.179 |
3.877 |
|
| R3 |
4.123 |
4.033 |
3.837 |
|
| R2 |
3.977 |
3.977 |
3.824 |
|
| R1 |
3.887 |
3.887 |
3.810 |
3.859 |
| PP |
3.831 |
3.831 |
3.831 |
3.817 |
| S1 |
3.741 |
3.741 |
3.784 |
3.713 |
| S2 |
3.685 |
3.685 |
3.770 |
|
| S3 |
3.539 |
3.595 |
3.757 |
|
| S4 |
3.393 |
3.449 |
3.717 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.921 |
3.775 |
0.146 |
3.8% |
0.090 |
2.4% |
15% |
False |
False |
27,213 |
| 10 |
4.164 |
3.775 |
0.389 |
10.2% |
0.085 |
2.2% |
6% |
False |
False |
26,826 |
| 20 |
4.464 |
3.775 |
0.689 |
18.1% |
0.088 |
2.3% |
3% |
False |
False |
25,556 |
| 40 |
4.879 |
3.775 |
1.104 |
29.1% |
0.097 |
2.6% |
2% |
False |
False |
24,635 |
| 60 |
4.879 |
3.775 |
1.104 |
29.1% |
0.102 |
2.7% |
2% |
False |
False |
23,141 |
| 80 |
4.879 |
3.775 |
1.104 |
29.1% |
0.102 |
2.7% |
2% |
False |
False |
20,987 |
| 100 |
4.879 |
3.775 |
1.104 |
29.1% |
0.102 |
2.7% |
2% |
False |
False |
19,492 |
| 120 |
4.879 |
3.775 |
1.104 |
29.1% |
0.109 |
2.9% |
2% |
False |
False |
19,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.303 |
|
2.618 |
4.140 |
|
1.618 |
4.040 |
|
1.000 |
3.978 |
|
0.618 |
3.940 |
|
HIGH |
3.878 |
|
0.618 |
3.840 |
|
0.500 |
3.828 |
|
0.382 |
3.816 |
|
LOW |
3.778 |
|
0.618 |
3.716 |
|
1.000 |
3.678 |
|
1.618 |
3.616 |
|
2.618 |
3.516 |
|
4.250 |
3.353 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.828 |
3.839 |
| PP |
3.818 |
3.825 |
| S1 |
3.807 |
3.811 |
|