NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.842 |
3.817 |
-0.025 |
-0.7% |
3.995 |
| High |
3.911 |
3.889 |
-0.022 |
-0.6% |
3.995 |
| Low |
3.786 |
3.802 |
0.016 |
0.4% |
3.827 |
| Close |
3.824 |
3.884 |
0.060 |
1.6% |
3.847 |
| Range |
0.125 |
0.087 |
-0.038 |
-30.4% |
0.168 |
| ATR |
0.092 |
0.092 |
0.000 |
-0.4% |
0.000 |
| Volume |
14,891 |
13,585 |
-1,306 |
-8.8% |
79,313 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.119 |
4.089 |
3.932 |
|
| R3 |
4.032 |
4.002 |
3.908 |
|
| R2 |
3.945 |
3.945 |
3.900 |
|
| R1 |
3.915 |
3.915 |
3.892 |
3.930 |
| PP |
3.858 |
3.858 |
3.858 |
3.866 |
| S1 |
3.828 |
3.828 |
3.876 |
3.843 |
| S2 |
3.771 |
3.771 |
3.868 |
|
| S3 |
3.684 |
3.741 |
3.860 |
|
| S4 |
3.597 |
3.654 |
3.836 |
|
|
| 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 |
4.0% |
0.096 |
2.5% |
63% |
False |
False |
15,447 |
| 10 |
4.180 |
3.786 |
0.394 |
10.1% |
0.088 |
2.3% |
25% |
False |
False |
14,599 |
| 20 |
4.487 |
3.786 |
0.701 |
18.0% |
0.085 |
2.2% |
14% |
False |
False |
14,022 |
| 40 |
4.905 |
3.786 |
1.119 |
28.8% |
0.093 |
2.4% |
9% |
False |
False |
12,751 |
| 60 |
4.905 |
3.786 |
1.119 |
28.8% |
0.094 |
2.4% |
9% |
False |
False |
11,039 |
| 80 |
4.905 |
3.786 |
1.119 |
28.8% |
0.091 |
2.4% |
9% |
False |
False |
9,355 |
| 100 |
4.905 |
3.786 |
1.119 |
28.8% |
0.090 |
2.3% |
9% |
False |
False |
8,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.259 |
|
2.618 |
4.117 |
|
1.618 |
4.030 |
|
1.000 |
3.976 |
|
0.618 |
3.943 |
|
HIGH |
3.889 |
|
0.618 |
3.856 |
|
0.500 |
3.846 |
|
0.382 |
3.835 |
|
LOW |
3.802 |
|
0.618 |
3.748 |
|
1.000 |
3.715 |
|
1.618 |
3.661 |
|
2.618 |
3.574 |
|
4.250 |
3.432 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.871 |
3.875 |
| PP |
3.858 |
3.865 |
| S1 |
3.846 |
3.856 |
|