NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.841 |
3.899 |
0.058 |
1.5% |
3.995 |
| High |
3.942 |
3.926 |
-0.016 |
-0.4% |
3.995 |
| Low |
3.828 |
3.827 |
-0.001 |
0.0% |
3.827 |
| Close |
3.906 |
3.847 |
-0.059 |
-1.5% |
3.847 |
| Range |
0.114 |
0.099 |
-0.015 |
-13.2% |
0.168 |
| ATR |
0.089 |
0.090 |
0.001 |
0.8% |
0.000 |
| Volume |
14,716 |
17,965 |
3,249 |
22.1% |
79,313 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.164 |
4.104 |
3.901 |
|
| R3 |
4.065 |
4.005 |
3.874 |
|
| R2 |
3.966 |
3.966 |
3.865 |
|
| R1 |
3.906 |
3.906 |
3.856 |
3.887 |
| PP |
3.867 |
3.867 |
3.867 |
3.857 |
| S1 |
3.807 |
3.807 |
3.838 |
3.788 |
| S2 |
3.768 |
3.768 |
3.829 |
|
| S3 |
3.669 |
3.708 |
3.820 |
|
| S4 |
3.570 |
3.609 |
3.793 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.394 |
4.288 |
3.939 |
|
| R3 |
4.226 |
4.120 |
3.893 |
|
| R2 |
4.058 |
4.058 |
3.878 |
|
| R1 |
3.952 |
3.952 |
3.862 |
3.921 |
| PP |
3.890 |
3.890 |
3.890 |
3.874 |
| S1 |
3.784 |
3.784 |
3.832 |
3.753 |
| S2 |
3.722 |
3.722 |
3.816 |
|
| S3 |
3.554 |
3.616 |
3.801 |
|
| S4 |
3.386 |
3.448 |
3.755 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.995 |
3.827 |
0.168 |
4.4% |
0.090 |
2.3% |
12% |
False |
True |
15,862 |
| 10 |
4.204 |
3.827 |
0.377 |
9.8% |
0.080 |
2.1% |
5% |
False |
True |
14,481 |
| 20 |
4.489 |
3.827 |
0.662 |
17.2% |
0.083 |
2.2% |
3% |
False |
True |
13,634 |
| 40 |
4.905 |
3.827 |
1.078 |
28.0% |
0.092 |
2.4% |
2% |
False |
True |
12,607 |
| 60 |
4.905 |
3.827 |
1.078 |
28.0% |
0.093 |
2.4% |
2% |
False |
True |
10,760 |
| 80 |
4.905 |
3.827 |
1.078 |
28.0% |
0.092 |
2.4% |
2% |
False |
True |
9,087 |
| 100 |
4.905 |
3.827 |
1.078 |
28.0% |
0.090 |
2.4% |
2% |
False |
True |
8,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.347 |
|
2.618 |
4.185 |
|
1.618 |
4.086 |
|
1.000 |
4.025 |
|
0.618 |
3.987 |
|
HIGH |
3.926 |
|
0.618 |
3.888 |
|
0.500 |
3.877 |
|
0.382 |
3.865 |
|
LOW |
3.827 |
|
0.618 |
3.766 |
|
1.000 |
3.728 |
|
1.618 |
3.667 |
|
2.618 |
3.568 |
|
4.250 |
3.406 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.877 |
3.885 |
| PP |
3.867 |
3.872 |
| S1 |
3.857 |
3.860 |
|