NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 29-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2014 |
29-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.911 |
3.902 |
-0.009 |
-0.2% |
4.053 |
| High |
3.994 |
3.970 |
-0.024 |
-0.6% |
4.053 |
| Low |
3.877 |
3.884 |
0.007 |
0.2% |
3.907 |
| Close |
3.907 |
3.964 |
0.057 |
1.5% |
3.930 |
| Range |
0.117 |
0.086 |
-0.031 |
-26.5% |
0.146 |
| ATR |
0.091 |
0.090 |
0.000 |
-0.4% |
0.000 |
| Volume |
11,023 |
12,223 |
1,200 |
10.9% |
57,661 |
|
| Daily Pivots for day following 29-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.167 |
4.011 |
|
| R3 |
4.111 |
4.081 |
3.988 |
|
| R2 |
4.025 |
4.025 |
3.980 |
|
| R1 |
3.995 |
3.995 |
3.972 |
4.010 |
| PP |
3.939 |
3.939 |
3.939 |
3.947 |
| S1 |
3.909 |
3.909 |
3.956 |
3.924 |
| S2 |
3.853 |
3.853 |
3.948 |
|
| S3 |
3.767 |
3.823 |
3.940 |
|
| S4 |
3.681 |
3.737 |
3.917 |
|
|
| 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 |
4.026 |
3.877 |
0.149 |
3.8% |
0.093 |
2.3% |
58% |
False |
False |
11,581 |
| 10 |
4.255 |
3.877 |
0.378 |
9.5% |
0.084 |
2.1% |
23% |
False |
False |
11,946 |
| 20 |
4.555 |
3.877 |
0.678 |
17.1% |
0.083 |
2.1% |
13% |
False |
False |
10,713 |
| 40 |
4.985 |
3.877 |
1.108 |
28.0% |
0.090 |
2.3% |
8% |
False |
False |
8,440 |
| 60 |
4.985 |
3.877 |
1.108 |
28.0% |
0.093 |
2.3% |
8% |
False |
False |
7,503 |
| 80 |
4.988 |
3.877 |
1.111 |
28.0% |
0.090 |
2.3% |
8% |
False |
False |
6,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.336 |
|
2.618 |
4.195 |
|
1.618 |
4.109 |
|
1.000 |
4.056 |
|
0.618 |
4.023 |
|
HIGH |
3.970 |
|
0.618 |
3.937 |
|
0.500 |
3.927 |
|
0.382 |
3.917 |
|
LOW |
3.884 |
|
0.618 |
3.831 |
|
1.000 |
3.798 |
|
1.618 |
3.745 |
|
2.618 |
3.659 |
|
4.250 |
3.519 |
|
|
| Fisher Pivots for day following 29-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.952 |
3.956 |
| PP |
3.939 |
3.948 |
| S1 |
3.927 |
3.941 |
|