NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 22-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
4.053 |
4.000 |
-0.053 |
-1.3% |
4.256 |
| High |
4.053 |
4.007 |
-0.046 |
-1.1% |
4.280 |
| Low |
3.982 |
3.916 |
-0.066 |
-1.7% |
4.071 |
| Close |
4.000 |
3.929 |
-0.071 |
-1.8% |
4.086 |
| Range |
0.071 |
0.091 |
0.020 |
28.2% |
0.209 |
| ATR |
0.089 |
0.089 |
0.000 |
0.2% |
0.000 |
| Volume |
8,360 |
14,642 |
6,282 |
75.1% |
63,771 |
|
| Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.224 |
4.167 |
3.979 |
|
| R3 |
4.133 |
4.076 |
3.954 |
|
| R2 |
4.042 |
4.042 |
3.946 |
|
| R1 |
3.985 |
3.985 |
3.937 |
3.968 |
| PP |
3.951 |
3.951 |
3.951 |
3.942 |
| S1 |
3.894 |
3.894 |
3.921 |
3.877 |
| S2 |
3.860 |
3.860 |
3.912 |
|
| S3 |
3.769 |
3.803 |
3.904 |
|
| S4 |
3.678 |
3.712 |
3.879 |
|
|
| 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 |
4.255 |
3.916 |
0.339 |
8.6% |
0.076 |
1.9% |
4% |
False |
True |
12,311 |
| 10 |
4.327 |
3.916 |
0.411 |
10.5% |
0.069 |
1.8% |
3% |
False |
True |
11,869 |
| 20 |
4.672 |
3.916 |
0.756 |
19.2% |
0.084 |
2.1% |
2% |
False |
True |
9,781 |
| 40 |
4.985 |
3.916 |
1.069 |
27.2% |
0.091 |
2.3% |
1% |
False |
True |
7,617 |
| 60 |
4.988 |
3.916 |
1.072 |
27.3% |
0.092 |
2.3% |
1% |
False |
True |
6,831 |
| 80 |
4.988 |
3.916 |
1.072 |
27.3% |
0.092 |
2.3% |
1% |
False |
True |
6,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.394 |
|
2.618 |
4.245 |
|
1.618 |
4.154 |
|
1.000 |
4.098 |
|
0.618 |
4.063 |
|
HIGH |
4.007 |
|
0.618 |
3.972 |
|
0.500 |
3.962 |
|
0.382 |
3.951 |
|
LOW |
3.916 |
|
0.618 |
3.860 |
|
1.000 |
3.825 |
|
1.618 |
3.769 |
|
2.618 |
3.678 |
|
4.250 |
3.529 |
|
|
| Fisher Pivots for day following 22-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.962 |
4.011 |
| PP |
3.951 |
3.984 |
| S1 |
3.940 |
3.956 |
|