NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 25-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2014 |
25-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.907 |
3.979 |
0.072 |
1.8% |
4.053 |
| High |
4.026 |
4.004 |
-0.022 |
-0.5% |
4.053 |
| Low |
3.907 |
3.909 |
0.002 |
0.1% |
3.907 |
| Close |
3.985 |
3.930 |
-0.055 |
-1.4% |
3.930 |
| Range |
0.119 |
0.095 |
-0.024 |
-20.2% |
0.146 |
| ATR |
0.088 |
0.089 |
0.000 |
0.5% |
0.000 |
| Volume |
10,748 |
8,578 |
-2,170 |
-20.2% |
57,661 |
|
| Daily Pivots for day following 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.233 |
4.176 |
3.982 |
|
| R3 |
4.138 |
4.081 |
3.956 |
|
| R2 |
4.043 |
4.043 |
3.947 |
|
| R1 |
3.986 |
3.986 |
3.939 |
3.967 |
| PP |
3.948 |
3.948 |
3.948 |
3.938 |
| S1 |
3.891 |
3.891 |
3.921 |
3.872 |
| S2 |
3.853 |
3.853 |
3.913 |
|
| S3 |
3.758 |
3.796 |
3.904 |
|
| S4 |
3.663 |
3.701 |
3.878 |
|
|
| Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.401 |
4.312 |
4.010 |
|
| R3 |
4.255 |
4.166 |
3.970 |
|
| R2 |
4.109 |
4.109 |
3.957 |
|
| R1 |
4.020 |
4.020 |
3.943 |
3.992 |
| PP |
3.963 |
3.963 |
3.963 |
3.949 |
| S1 |
3.874 |
3.874 |
3.917 |
3.846 |
| S2 |
3.817 |
3.817 |
3.903 |
|
| S3 |
3.671 |
3.728 |
3.890 |
|
| S4 |
3.525 |
3.582 |
3.850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.053 |
3.907 |
0.146 |
3.7% |
0.084 |
2.1% |
16% |
False |
False |
11,532 |
| 10 |
4.280 |
3.907 |
0.373 |
9.5% |
0.078 |
2.0% |
6% |
False |
False |
12,143 |
| 20 |
4.555 |
3.907 |
0.648 |
16.5% |
0.081 |
2.1% |
4% |
False |
False |
10,348 |
| 40 |
4.985 |
3.907 |
1.078 |
27.4% |
0.089 |
2.3% |
2% |
False |
False |
8,191 |
| 60 |
4.985 |
3.907 |
1.078 |
27.4% |
0.092 |
2.3% |
2% |
False |
False |
7,271 |
| 80 |
4.988 |
3.907 |
1.081 |
27.5% |
0.091 |
2.3% |
2% |
False |
False |
6,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.408 |
|
2.618 |
4.253 |
|
1.618 |
4.158 |
|
1.000 |
4.099 |
|
0.618 |
4.063 |
|
HIGH |
4.004 |
|
0.618 |
3.968 |
|
0.500 |
3.957 |
|
0.382 |
3.945 |
|
LOW |
3.909 |
|
0.618 |
3.850 |
|
1.000 |
3.814 |
|
1.618 |
3.755 |
|
2.618 |
3.660 |
|
4.250 |
3.505 |
|
|
| Fisher Pivots for day following 25-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.957 |
3.967 |
| PP |
3.948 |
3.954 |
| S1 |
3.939 |
3.942 |
|