NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 23-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2014 |
23-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.927 |
3.833 |
-0.094 |
-2.4% |
4.181 |
| High |
3.929 |
3.885 |
-0.044 |
-1.1% |
4.204 |
| Low |
3.834 |
3.831 |
-0.003 |
-0.1% |
3.994 |
| Close |
3.847 |
3.839 |
-0.008 |
-0.2% |
4.009 |
| Range |
0.095 |
0.054 |
-0.041 |
-43.2% |
0.210 |
| ATR |
0.090 |
0.087 |
-0.003 |
-2.9% |
0.000 |
| Volume |
21,092 |
16,081 |
-5,011 |
-23.8% |
65,500 |
|
| Daily Pivots for day following 23-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.014 |
3.980 |
3.869 |
|
| R3 |
3.960 |
3.926 |
3.854 |
|
| R2 |
3.906 |
3.906 |
3.849 |
|
| R1 |
3.872 |
3.872 |
3.844 |
3.889 |
| PP |
3.852 |
3.852 |
3.852 |
3.860 |
| S1 |
3.818 |
3.818 |
3.834 |
3.835 |
| S2 |
3.798 |
3.798 |
3.829 |
|
| S3 |
3.744 |
3.764 |
3.824 |
|
| S4 |
3.690 |
3.710 |
3.809 |
|
|
| 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 |
4.139 |
3.831 |
0.308 |
8.0% |
0.084 |
2.2% |
3% |
False |
True |
14,727 |
| 10 |
4.224 |
3.831 |
0.393 |
10.2% |
0.070 |
1.8% |
2% |
False |
True |
14,367 |
| 20 |
4.604 |
3.831 |
0.773 |
20.1% |
0.085 |
2.2% |
1% |
False |
True |
12,781 |
| 40 |
4.905 |
3.831 |
1.074 |
28.0% |
0.092 |
2.4% |
1% |
False |
True |
12,159 |
| 60 |
4.905 |
3.831 |
1.074 |
28.0% |
0.092 |
2.4% |
1% |
False |
True |
10,382 |
| 80 |
4.905 |
3.831 |
1.074 |
28.0% |
0.092 |
2.4% |
1% |
False |
True |
8,761 |
| 100 |
4.905 |
3.831 |
1.074 |
28.0% |
0.091 |
2.4% |
1% |
False |
True |
7,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.115 |
|
2.618 |
4.026 |
|
1.618 |
3.972 |
|
1.000 |
3.939 |
|
0.618 |
3.918 |
|
HIGH |
3.885 |
|
0.618 |
3.864 |
|
0.500 |
3.858 |
|
0.382 |
3.852 |
|
LOW |
3.831 |
|
0.618 |
3.798 |
|
1.000 |
3.777 |
|
1.618 |
3.744 |
|
2.618 |
3.690 |
|
4.250 |
3.602 |
|
|
| Fisher Pivots for day following 23-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.858 |
3.913 |
| PP |
3.852 |
3.888 |
| S1 |
3.845 |
3.864 |
|