NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 30-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2014 |
30-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.817 |
3.867 |
0.050 |
1.3% |
3.995 |
| High |
3.889 |
3.887 |
-0.002 |
-0.1% |
3.995 |
| Low |
3.802 |
3.821 |
0.019 |
0.5% |
3.827 |
| Close |
3.884 |
3.858 |
-0.026 |
-0.7% |
3.847 |
| Range |
0.087 |
0.066 |
-0.021 |
-24.1% |
0.168 |
| ATR |
0.092 |
0.090 |
-0.002 |
-2.0% |
0.000 |
| Volume |
13,585 |
16,703 |
3,118 |
23.0% |
79,313 |
|
| Daily Pivots for day following 30-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.053 |
4.022 |
3.894 |
|
| R3 |
3.987 |
3.956 |
3.876 |
|
| R2 |
3.921 |
3.921 |
3.870 |
|
| R1 |
3.890 |
3.890 |
3.864 |
3.873 |
| PP |
3.855 |
3.855 |
3.855 |
3.847 |
| S1 |
3.824 |
3.824 |
3.852 |
3.807 |
| S2 |
3.789 |
3.789 |
3.846 |
|
| S3 |
3.723 |
3.758 |
3.840 |
|
| S4 |
3.657 |
3.692 |
3.822 |
|
|
| 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% |
0.098 |
2.5% |
46% |
False |
False |
15,572 |
| 10 |
4.139 |
3.786 |
0.353 |
9.1% |
0.091 |
2.4% |
20% |
False |
False |
15,149 |
| 20 |
4.458 |
3.786 |
0.672 |
17.4% |
0.085 |
2.2% |
11% |
False |
False |
14,303 |
| 40 |
4.905 |
3.786 |
1.119 |
29.0% |
0.093 |
2.4% |
6% |
False |
False |
12,939 |
| 60 |
4.905 |
3.786 |
1.119 |
29.0% |
0.094 |
2.4% |
6% |
False |
False |
11,209 |
| 80 |
4.905 |
3.786 |
1.119 |
29.0% |
0.092 |
2.4% |
6% |
False |
False |
9,475 |
| 100 |
4.905 |
3.786 |
1.119 |
29.0% |
0.090 |
2.3% |
6% |
False |
False |
8,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.168 |
|
2.618 |
4.060 |
|
1.618 |
3.994 |
|
1.000 |
3.953 |
|
0.618 |
3.928 |
|
HIGH |
3.887 |
|
0.618 |
3.862 |
|
0.500 |
3.854 |
|
0.382 |
3.846 |
|
LOW |
3.821 |
|
0.618 |
3.780 |
|
1.000 |
3.755 |
|
1.618 |
3.714 |
|
2.618 |
3.648 |
|
4.250 |
3.541 |
|
|
| Fisher Pivots for day following 30-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.857 |
3.855 |
| PP |
3.855 |
3.852 |
| S1 |
3.854 |
3.849 |
|