NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.766 |
3.765 |
-0.001 |
0.0% |
3.921 |
| High |
3.863 |
3.844 |
-0.019 |
-0.5% |
3.921 |
| Low |
3.740 |
3.752 |
0.012 |
0.3% |
3.775 |
| Close |
3.776 |
3.836 |
0.060 |
1.6% |
3.797 |
| Range |
0.123 |
0.092 |
-0.031 |
-25.2% |
0.146 |
| ATR |
0.098 |
0.098 |
0.000 |
-0.4% |
0.000 |
| Volume |
14,774 |
25,051 |
10,277 |
69.6% |
136,066 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.087 |
4.053 |
3.887 |
|
| R3 |
3.995 |
3.961 |
3.861 |
|
| R2 |
3.903 |
3.903 |
3.853 |
|
| R1 |
3.869 |
3.869 |
3.844 |
3.886 |
| PP |
3.811 |
3.811 |
3.811 |
3.819 |
| S1 |
3.777 |
3.777 |
3.828 |
3.794 |
| S2 |
3.719 |
3.719 |
3.819 |
|
| S3 |
3.627 |
3.685 |
3.811 |
|
| S4 |
3.535 |
3.593 |
3.785 |
|
|
| 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 |
3.902 |
3.740 |
0.162 |
4.2% |
0.099 |
2.6% |
59% |
False |
False |
24,774 |
| 10 |
4.144 |
3.740 |
0.404 |
10.5% |
0.092 |
2.4% |
24% |
False |
False |
26,291 |
| 20 |
4.460 |
3.740 |
0.720 |
18.8% |
0.090 |
2.3% |
13% |
False |
False |
25,388 |
| 40 |
4.879 |
3.740 |
1.139 |
29.7% |
0.098 |
2.6% |
8% |
False |
False |
24,197 |
| 60 |
4.879 |
3.740 |
1.139 |
29.7% |
0.103 |
2.7% |
8% |
False |
False |
23,197 |
| 80 |
4.879 |
3.740 |
1.139 |
29.7% |
0.101 |
2.6% |
8% |
False |
False |
21,016 |
| 100 |
4.879 |
3.740 |
1.139 |
29.7% |
0.101 |
2.6% |
8% |
False |
False |
19,569 |
| 120 |
4.879 |
3.740 |
1.139 |
29.7% |
0.108 |
2.8% |
8% |
False |
False |
19,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.235 |
|
2.618 |
4.085 |
|
1.618 |
3.993 |
|
1.000 |
3.936 |
|
0.618 |
3.901 |
|
HIGH |
3.844 |
|
0.618 |
3.809 |
|
0.500 |
3.798 |
|
0.382 |
3.787 |
|
LOW |
3.752 |
|
0.618 |
3.695 |
|
1.000 |
3.660 |
|
1.618 |
3.603 |
|
2.618 |
3.511 |
|
4.250 |
3.361 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.823 |
3.827 |
| PP |
3.811 |
3.818 |
| S1 |
3.798 |
3.809 |
|