NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.090 |
4.053 |
-0.037 |
-0.9% |
4.256 |
High |
4.106 |
4.053 |
-0.053 |
-1.3% |
4.280 |
Low |
4.071 |
3.982 |
-0.089 |
-2.2% |
4.071 |
Close |
4.086 |
4.000 |
-0.086 |
-2.1% |
4.086 |
Range |
0.035 |
0.071 |
0.036 |
102.9% |
0.209 |
ATR |
0.088 |
0.089 |
0.001 |
1.3% |
0.000 |
Volume |
21,513 |
8,360 |
-13,153 |
-61.1% |
63,771 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.225 |
4.183 |
4.039 |
|
R3 |
4.154 |
4.112 |
4.020 |
|
R2 |
4.083 |
4.083 |
4.013 |
|
R1 |
4.041 |
4.041 |
4.007 |
4.027 |
PP |
4.012 |
4.012 |
4.012 |
4.004 |
S1 |
3.970 |
3.970 |
3.993 |
3.956 |
S2 |
3.941 |
3.941 |
3.987 |
|
S3 |
3.870 |
3.899 |
3.980 |
|
S4 |
3.799 |
3.828 |
3.961 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.773 |
4.638 |
4.201 |
|
R3 |
4.564 |
4.429 |
4.143 |
|
R2 |
4.355 |
4.355 |
4.124 |
|
R1 |
4.220 |
4.220 |
4.105 |
4.183 |
PP |
4.146 |
4.146 |
4.146 |
4.127 |
S1 |
4.011 |
4.011 |
4.067 |
3.974 |
S2 |
3.937 |
3.937 |
4.048 |
|
S3 |
3.728 |
3.802 |
4.029 |
|
S4 |
3.519 |
3.593 |
3.971 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.267 |
3.982 |
0.285 |
7.1% |
0.071 |
1.8% |
6% |
False |
True |
11,899 |
10 |
4.336 |
3.982 |
0.354 |
8.9% |
0.070 |
1.7% |
5% |
False |
True |
11,436 |
20 |
4.672 |
3.982 |
0.690 |
17.3% |
0.085 |
2.1% |
3% |
False |
True |
9,322 |
40 |
4.985 |
3.982 |
1.003 |
25.1% |
0.090 |
2.2% |
2% |
False |
True |
7,401 |
60 |
4.988 |
3.982 |
1.006 |
25.2% |
0.092 |
2.3% |
2% |
False |
True |
6,640 |
80 |
4.988 |
3.982 |
1.006 |
25.2% |
0.093 |
2.3% |
2% |
False |
True |
6,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.355 |
2.618 |
4.239 |
1.618 |
4.168 |
1.000 |
4.124 |
0.618 |
4.097 |
HIGH |
4.053 |
0.618 |
4.026 |
0.500 |
4.018 |
0.382 |
4.009 |
LOW |
3.982 |
0.618 |
3.938 |
1.000 |
3.911 |
1.618 |
3.867 |
2.618 |
3.796 |
4.250 |
3.680 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.018 |
4.101 |
PP |
4.012 |
4.067 |
S1 |
4.006 |
4.034 |
|