NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.863 |
3.909 |
0.046 |
1.2% |
3.842 |
| High |
3.970 |
3.956 |
-0.014 |
-0.4% |
3.970 |
| Low |
3.844 |
3.870 |
0.026 |
0.7% |
3.786 |
| Close |
3.925 |
3.885 |
-0.040 |
-1.0% |
3.885 |
| Range |
0.126 |
0.086 |
-0.040 |
-31.7% |
0.184 |
| ATR |
0.093 |
0.092 |
0.000 |
-0.5% |
0.000 |
| Volume |
16,578 |
27,749 |
11,171 |
67.4% |
89,506 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.162 |
4.109 |
3.932 |
|
| R3 |
4.076 |
4.023 |
3.909 |
|
| R2 |
3.990 |
3.990 |
3.901 |
|
| R1 |
3.937 |
3.937 |
3.893 |
3.921 |
| PP |
3.904 |
3.904 |
3.904 |
3.895 |
| S1 |
3.851 |
3.851 |
3.877 |
3.835 |
| S2 |
3.818 |
3.818 |
3.869 |
|
| S3 |
3.732 |
3.765 |
3.861 |
|
| S4 |
3.646 |
3.679 |
3.838 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.432 |
4.343 |
3.986 |
|
| R3 |
4.248 |
4.159 |
3.936 |
|
| R2 |
4.064 |
4.064 |
3.919 |
|
| R1 |
3.975 |
3.975 |
3.902 |
4.020 |
| PP |
3.880 |
3.880 |
3.880 |
3.903 |
| S1 |
3.791 |
3.791 |
3.868 |
3.836 |
| S2 |
3.696 |
3.696 |
3.851 |
|
| S3 |
3.512 |
3.607 |
3.834 |
|
| S4 |
3.328 |
3.423 |
3.784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.970 |
3.786 |
0.184 |
4.7% |
0.098 |
2.5% |
54% |
False |
False |
17,901 |
| 10 |
3.995 |
3.786 |
0.209 |
5.4% |
0.094 |
2.4% |
47% |
False |
False |
16,881 |
| 20 |
4.412 |
3.786 |
0.626 |
16.1% |
0.087 |
2.2% |
16% |
False |
False |
15,459 |
| 40 |
4.905 |
3.786 |
1.119 |
28.8% |
0.094 |
2.4% |
9% |
False |
False |
13,619 |
| 60 |
4.905 |
3.786 |
1.119 |
28.8% |
0.095 |
2.4% |
9% |
False |
False |
11,846 |
| 80 |
4.905 |
3.786 |
1.119 |
28.8% |
0.093 |
2.4% |
9% |
False |
False |
9,960 |
| 100 |
4.905 |
3.786 |
1.119 |
28.8% |
0.090 |
2.3% |
9% |
False |
False |
8,783 |
| 120 |
4.905 |
3.786 |
1.119 |
28.8% |
0.095 |
2.5% |
9% |
False |
False |
8,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.322 |
|
2.618 |
4.181 |
|
1.618 |
4.095 |
|
1.000 |
4.042 |
|
0.618 |
4.009 |
|
HIGH |
3.956 |
|
0.618 |
3.923 |
|
0.500 |
3.913 |
|
0.382 |
3.903 |
|
LOW |
3.870 |
|
0.618 |
3.817 |
|
1.000 |
3.784 |
|
1.618 |
3.731 |
|
2.618 |
3.645 |
|
4.250 |
3.505 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.913 |
3.896 |
| PP |
3.904 |
3.892 |
| S1 |
3.894 |
3.889 |
|