NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.909 |
3.871 |
-0.038 |
-1.0% |
3.842 |
| High |
3.956 |
3.943 |
-0.013 |
-0.3% |
3.970 |
| Low |
3.870 |
3.853 |
-0.017 |
-0.4% |
3.786 |
| Close |
3.885 |
3.926 |
0.041 |
1.1% |
3.885 |
| Range |
0.086 |
0.090 |
0.004 |
4.7% |
0.184 |
| ATR |
0.092 |
0.092 |
0.000 |
-0.2% |
0.000 |
| Volume |
27,749 |
24,977 |
-2,772 |
-10.0% |
89,506 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.177 |
4.142 |
3.976 |
|
| R3 |
4.087 |
4.052 |
3.951 |
|
| R2 |
3.997 |
3.997 |
3.943 |
|
| R1 |
3.962 |
3.962 |
3.934 |
3.980 |
| PP |
3.907 |
3.907 |
3.907 |
3.916 |
| S1 |
3.872 |
3.872 |
3.918 |
3.890 |
| S2 |
3.817 |
3.817 |
3.910 |
|
| S3 |
3.727 |
3.782 |
3.901 |
|
| S4 |
3.637 |
3.692 |
3.877 |
|
|
| 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 |
3.802 |
0.168 |
4.3% |
0.091 |
2.3% |
74% |
False |
False |
19,918 |
| 10 |
3.970 |
3.786 |
0.184 |
4.7% |
0.094 |
2.4% |
76% |
False |
False |
18,433 |
| 20 |
4.267 |
3.786 |
0.481 |
12.3% |
0.083 |
2.1% |
29% |
False |
False |
16,199 |
| 40 |
4.905 |
3.786 |
1.119 |
28.5% |
0.094 |
2.4% |
13% |
False |
False |
13,925 |
| 60 |
4.905 |
3.786 |
1.119 |
28.5% |
0.094 |
2.4% |
13% |
False |
False |
12,035 |
| 80 |
4.905 |
3.786 |
1.119 |
28.5% |
0.093 |
2.4% |
13% |
False |
False |
10,217 |
| 100 |
4.905 |
3.786 |
1.119 |
28.5% |
0.090 |
2.3% |
13% |
False |
False |
8,950 |
| 120 |
4.905 |
3.786 |
1.119 |
28.5% |
0.095 |
2.4% |
13% |
False |
False |
8,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.326 |
|
2.618 |
4.179 |
|
1.618 |
4.089 |
|
1.000 |
4.033 |
|
0.618 |
3.999 |
|
HIGH |
3.943 |
|
0.618 |
3.909 |
|
0.500 |
3.898 |
|
0.382 |
3.887 |
|
LOW |
3.853 |
|
0.618 |
3.797 |
|
1.000 |
3.763 |
|
1.618 |
3.707 |
|
2.618 |
3.617 |
|
4.250 |
3.471 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.917 |
3.920 |
| PP |
3.907 |
3.913 |
| S1 |
3.898 |
3.907 |
|