NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 24-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2014 |
24-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.833 |
3.841 |
0.008 |
0.2% |
4.181 |
| High |
3.885 |
3.942 |
0.057 |
1.5% |
4.204 |
| Low |
3.831 |
3.828 |
-0.003 |
-0.1% |
3.994 |
| Close |
3.839 |
3.906 |
0.067 |
1.7% |
4.009 |
| Range |
0.054 |
0.114 |
0.060 |
111.1% |
0.210 |
| ATR |
0.087 |
0.089 |
0.002 |
2.2% |
0.000 |
| Volume |
16,081 |
14,716 |
-1,365 |
-8.5% |
65,500 |
|
| Daily Pivots for day following 24-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.234 |
4.184 |
3.969 |
|
| R3 |
4.120 |
4.070 |
3.937 |
|
| R2 |
4.006 |
4.006 |
3.927 |
|
| R1 |
3.956 |
3.956 |
3.916 |
3.981 |
| PP |
3.892 |
3.892 |
3.892 |
3.905 |
| S1 |
3.842 |
3.842 |
3.896 |
3.867 |
| S2 |
3.778 |
3.778 |
3.885 |
|
| S3 |
3.664 |
3.728 |
3.875 |
|
| S4 |
3.550 |
3.614 |
3.843 |
|
|
| 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 |
4.031 |
3.828 |
0.203 |
5.2% |
0.078 |
2.0% |
38% |
False |
True |
16,020 |
| 10 |
4.204 |
3.828 |
0.376 |
9.6% |
0.075 |
1.9% |
21% |
False |
True |
14,627 |
| 20 |
4.599 |
3.828 |
0.771 |
19.7% |
0.087 |
2.2% |
10% |
False |
True |
13,068 |
| 40 |
4.905 |
3.828 |
1.077 |
27.6% |
0.092 |
2.4% |
7% |
False |
True |
12,362 |
| 60 |
4.905 |
3.828 |
1.077 |
27.6% |
0.092 |
2.4% |
7% |
False |
True |
10,556 |
| 80 |
4.905 |
3.828 |
1.077 |
27.6% |
0.092 |
2.4% |
7% |
False |
True |
8,919 |
| 100 |
4.905 |
3.828 |
1.077 |
27.6% |
0.091 |
2.3% |
7% |
False |
True |
7,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.427 |
|
2.618 |
4.240 |
|
1.618 |
4.126 |
|
1.000 |
4.056 |
|
0.618 |
4.012 |
|
HIGH |
3.942 |
|
0.618 |
3.898 |
|
0.500 |
3.885 |
|
0.382 |
3.872 |
|
LOW |
3.828 |
|
0.618 |
3.758 |
|
1.000 |
3.714 |
|
1.618 |
3.644 |
|
2.618 |
3.530 |
|
4.250 |
3.344 |
|
|
| Fisher Pivots for day following 24-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.899 |
3.899 |
| PP |
3.892 |
3.892 |
| S1 |
3.885 |
3.885 |
|