NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 28-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.899 |
3.842 |
-0.057 |
-1.5% |
3.995 |
| High |
3.926 |
3.911 |
-0.015 |
-0.4% |
3.995 |
| Low |
3.827 |
3.786 |
-0.041 |
-1.1% |
3.827 |
| Close |
3.847 |
3.824 |
-0.023 |
-0.6% |
3.847 |
| Range |
0.099 |
0.125 |
0.026 |
26.3% |
0.168 |
| ATR |
0.090 |
0.092 |
0.003 |
2.8% |
0.000 |
| Volume |
17,965 |
14,891 |
-3,074 |
-17.1% |
79,313 |
|
| Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.215 |
4.145 |
3.893 |
|
| R3 |
4.090 |
4.020 |
3.858 |
|
| R2 |
3.965 |
3.965 |
3.847 |
|
| R1 |
3.895 |
3.895 |
3.835 |
3.868 |
| PP |
3.840 |
3.840 |
3.840 |
3.827 |
| S1 |
3.770 |
3.770 |
3.813 |
3.743 |
| S2 |
3.715 |
3.715 |
3.801 |
|
| S3 |
3.590 |
3.645 |
3.790 |
|
| S4 |
3.465 |
3.520 |
3.755 |
|
|
| 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 |
3.942 |
3.786 |
0.156 |
4.1% |
0.097 |
2.5% |
24% |
False |
True |
16,949 |
| 10 |
4.186 |
3.786 |
0.400 |
10.5% |
0.086 |
2.2% |
10% |
False |
True |
14,823 |
| 20 |
4.489 |
3.786 |
0.703 |
18.4% |
0.086 |
2.2% |
5% |
False |
True |
13,806 |
| 40 |
4.905 |
3.786 |
1.119 |
29.3% |
0.093 |
2.4% |
3% |
False |
True |
12,663 |
| 60 |
4.905 |
3.786 |
1.119 |
29.3% |
0.093 |
2.4% |
3% |
False |
True |
10,886 |
| 80 |
4.905 |
3.786 |
1.119 |
29.3% |
0.092 |
2.4% |
3% |
False |
True |
9,237 |
| 100 |
4.905 |
3.786 |
1.119 |
29.3% |
0.090 |
2.4% |
3% |
False |
True |
8,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.442 |
|
2.618 |
4.238 |
|
1.618 |
4.113 |
|
1.000 |
4.036 |
|
0.618 |
3.988 |
|
HIGH |
3.911 |
|
0.618 |
3.863 |
|
0.500 |
3.849 |
|
0.382 |
3.834 |
|
LOW |
3.786 |
|
0.618 |
3.709 |
|
1.000 |
3.661 |
|
1.618 |
3.584 |
|
2.618 |
3.459 |
|
4.250 |
3.255 |
|
|
| Fisher Pivots for day following 28-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.849 |
3.864 |
| PP |
3.840 |
3.851 |
| S1 |
3.832 |
3.837 |
|