NYMEX Natural Gas Future November 2014
Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.019 |
3.995 |
-0.024 |
-0.6% |
4.181 |
High |
4.031 |
3.995 |
-0.036 |
-0.9% |
4.204 |
Low |
3.994 |
3.905 |
-0.089 |
-2.2% |
3.994 |
Close |
4.009 |
3.922 |
-0.087 |
-2.2% |
4.009 |
Range |
0.037 |
0.090 |
0.053 |
143.2% |
0.210 |
ATR |
0.088 |
0.090 |
0.001 |
1.3% |
0.000 |
Volume |
18,755 |
9,459 |
-9,296 |
-49.6% |
65,500 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.211 |
4.156 |
3.972 |
|
R3 |
4.121 |
4.066 |
3.947 |
|
R2 |
4.031 |
4.031 |
3.939 |
|
R1 |
3.976 |
3.976 |
3.930 |
3.959 |
PP |
3.941 |
3.941 |
3.941 |
3.932 |
S1 |
3.886 |
3.886 |
3.914 |
3.869 |
S2 |
3.851 |
3.851 |
3.906 |
|
S3 |
3.761 |
3.796 |
3.897 |
|
S4 |
3.671 |
3.706 |
3.873 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.699 |
4.564 |
4.125 |
|
R3 |
4.489 |
4.354 |
4.067 |
|
R2 |
4.279 |
4.279 |
4.048 |
|
R1 |
4.144 |
4.144 |
4.028 |
4.107 |
PP |
4.069 |
4.069 |
4.069 |
4.050 |
S1 |
3.934 |
3.934 |
3.990 |
3.897 |
S2 |
3.859 |
3.859 |
3.971 |
|
S3 |
3.649 |
3.724 |
3.951 |
|
S4 |
3.439 |
3.514 |
3.894 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.186 |
3.905 |
0.281 |
7.2% |
0.074 |
1.9% |
6% |
False |
True |
12,697 |
10 |
4.267 |
3.905 |
0.362 |
9.2% |
0.071 |
1.8% |
5% |
False |
True |
13,966 |
20 |
4.604 |
3.905 |
0.699 |
17.8% |
0.087 |
2.2% |
2% |
False |
True |
11,921 |
40 |
4.905 |
3.905 |
1.000 |
25.5% |
0.092 |
2.3% |
2% |
False |
True |
11,576 |
60 |
4.905 |
3.905 |
1.000 |
25.5% |
0.093 |
2.4% |
2% |
False |
True |
9,861 |
80 |
4.905 |
3.905 |
1.000 |
25.5% |
0.093 |
2.4% |
2% |
False |
True |
8,415 |
100 |
4.905 |
3.905 |
1.000 |
25.5% |
0.092 |
2.3% |
2% |
False |
True |
7,801 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.378 |
2.618 |
4.231 |
1.618 |
4.141 |
1.000 |
4.085 |
0.618 |
4.051 |
HIGH |
3.995 |
0.618 |
3.961 |
0.500 |
3.950 |
0.382 |
3.939 |
LOW |
3.905 |
0.618 |
3.849 |
1.000 |
3.815 |
1.618 |
3.759 |
2.618 |
3.669 |
4.250 |
3.523 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
3.950 |
4.022 |
PP |
3.941 |
3.989 |
S1 |
3.931 |
3.955 |
|