NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.816 |
3.800 |
-0.016 |
-0.4% |
3.921 |
| High |
3.841 |
3.914 |
0.073 |
1.9% |
3.921 |
| Low |
3.768 |
3.784 |
0.016 |
0.4% |
3.775 |
| Close |
3.805 |
3.867 |
0.062 |
1.6% |
3.797 |
| Range |
0.073 |
0.130 |
0.057 |
78.1% |
0.146 |
| ATR |
0.096 |
0.098 |
0.002 |
2.5% |
0.000 |
| Volume |
29,201 |
28,302 |
-899 |
-3.1% |
136,066 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.245 |
4.186 |
3.939 |
|
| R3 |
4.115 |
4.056 |
3.903 |
|
| R2 |
3.985 |
3.985 |
3.891 |
|
| R1 |
3.926 |
3.926 |
3.879 |
3.956 |
| PP |
3.855 |
3.855 |
3.855 |
3.870 |
| S1 |
3.796 |
3.796 |
3.855 |
3.826 |
| S2 |
3.725 |
3.725 |
3.843 |
|
| S3 |
3.595 |
3.666 |
3.831 |
|
| S4 |
3.465 |
3.536 |
3.796 |
|
|
| 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 |
3.914 |
3.740 |
0.174 |
4.5% |
0.104 |
2.7% |
73% |
True |
False |
26,122 |
| 10 |
3.985 |
3.740 |
0.245 |
6.3% |
0.091 |
2.3% |
52% |
False |
False |
27,622 |
| 20 |
4.394 |
3.740 |
0.654 |
16.9% |
0.091 |
2.3% |
19% |
False |
False |
26,354 |
| 40 |
4.879 |
3.740 |
1.139 |
29.5% |
0.100 |
2.6% |
11% |
False |
False |
24,621 |
| 60 |
4.879 |
3.740 |
1.139 |
29.5% |
0.103 |
2.7% |
11% |
False |
False |
23,744 |
| 80 |
4.879 |
3.740 |
1.139 |
29.5% |
0.102 |
2.6% |
11% |
False |
False |
21,461 |
| 100 |
4.879 |
3.740 |
1.139 |
29.5% |
0.101 |
2.6% |
11% |
False |
False |
19,878 |
| 120 |
4.879 |
3.740 |
1.139 |
29.5% |
0.108 |
2.8% |
11% |
False |
False |
19,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.467 |
|
2.618 |
4.254 |
|
1.618 |
4.124 |
|
1.000 |
4.044 |
|
0.618 |
3.994 |
|
HIGH |
3.914 |
|
0.618 |
3.864 |
|
0.500 |
3.849 |
|
0.382 |
3.834 |
|
LOW |
3.784 |
|
0.618 |
3.704 |
|
1.000 |
3.654 |
|
1.618 |
3.574 |
|
2.618 |
3.444 |
|
4.250 |
3.232 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.861 |
3.856 |
| PP |
3.855 |
3.844 |
| S1 |
3.849 |
3.833 |
|