NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.800 |
3.858 |
0.058 |
1.5% |
3.766 |
| High |
3.914 |
3.900 |
-0.014 |
-0.4% |
3.914 |
| Low |
3.784 |
3.809 |
0.025 |
0.7% |
3.740 |
| Close |
3.867 |
3.822 |
-0.045 |
-1.2% |
3.822 |
| Range |
0.130 |
0.091 |
-0.039 |
-30.0% |
0.174 |
| ATR |
0.098 |
0.098 |
-0.001 |
-0.5% |
0.000 |
| Volume |
28,302 |
49,889 |
21,587 |
76.3% |
147,217 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.117 |
4.060 |
3.872 |
|
| R3 |
4.026 |
3.969 |
3.847 |
|
| R2 |
3.935 |
3.935 |
3.839 |
|
| R1 |
3.878 |
3.878 |
3.830 |
3.861 |
| PP |
3.844 |
3.844 |
3.844 |
3.835 |
| S1 |
3.787 |
3.787 |
3.814 |
3.770 |
| S2 |
3.753 |
3.753 |
3.805 |
|
| S3 |
3.662 |
3.696 |
3.797 |
|
| S4 |
3.571 |
3.605 |
3.772 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.347 |
4.259 |
3.918 |
|
| R3 |
4.173 |
4.085 |
3.870 |
|
| R2 |
3.999 |
3.999 |
3.854 |
|
| R1 |
3.911 |
3.911 |
3.838 |
3.955 |
| PP |
3.825 |
3.825 |
3.825 |
3.848 |
| S1 |
3.737 |
3.737 |
3.806 |
3.781 |
| S2 |
3.651 |
3.651 |
3.790 |
|
| S3 |
3.477 |
3.563 |
3.774 |
|
| S4 |
3.303 |
3.389 |
3.726 |
|
|
| 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 |
4.6% |
0.102 |
2.7% |
47% |
False |
False |
29,443 |
| 10 |
3.921 |
3.740 |
0.181 |
4.7% |
0.096 |
2.5% |
45% |
False |
False |
28,328 |
| 20 |
4.382 |
3.740 |
0.642 |
16.8% |
0.092 |
2.4% |
13% |
False |
False |
27,726 |
| 40 |
4.879 |
3.740 |
1.139 |
29.8% |
0.099 |
2.6% |
7% |
False |
False |
25,345 |
| 60 |
4.879 |
3.740 |
1.139 |
29.8% |
0.102 |
2.7% |
7% |
False |
False |
24,285 |
| 80 |
4.879 |
3.740 |
1.139 |
29.8% |
0.102 |
2.7% |
7% |
False |
False |
21,883 |
| 100 |
4.879 |
3.740 |
1.139 |
29.8% |
0.101 |
2.6% |
7% |
False |
False |
20,262 |
| 120 |
4.879 |
3.740 |
1.139 |
29.8% |
0.108 |
2.8% |
7% |
False |
False |
20,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.287 |
|
2.618 |
4.138 |
|
1.618 |
4.047 |
|
1.000 |
3.991 |
|
0.618 |
3.956 |
|
HIGH |
3.900 |
|
0.618 |
3.865 |
|
0.500 |
3.855 |
|
0.382 |
3.844 |
|
LOW |
3.809 |
|
0.618 |
3.753 |
|
1.000 |
3.718 |
|
1.618 |
3.662 |
|
2.618 |
3.571 |
|
4.250 |
3.422 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.855 |
3.841 |
| PP |
3.844 |
3.835 |
| S1 |
3.833 |
3.828 |
|