NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 31-Jul-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2014 |
31-Jul-2014 |
Change |
Change % |
Previous Week |
| Open |
3.944 |
3.958 |
0.014 |
0.4% |
4.053 |
| High |
3.965 |
4.050 |
0.085 |
2.1% |
4.053 |
| Low |
3.901 |
3.929 |
0.028 |
0.7% |
3.907 |
| Close |
3.939 |
4.005 |
0.066 |
1.7% |
3.930 |
| Range |
0.064 |
0.121 |
0.057 |
89.1% |
0.146 |
| ATR |
0.089 |
0.091 |
0.002 |
2.6% |
0.000 |
| Volume |
10,489 |
12,910 |
2,421 |
23.1% |
57,661 |
|
| Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.358 |
4.302 |
4.072 |
|
| R3 |
4.237 |
4.181 |
4.038 |
|
| R2 |
4.116 |
4.116 |
4.027 |
|
| R1 |
4.060 |
4.060 |
4.016 |
4.088 |
| PP |
3.995 |
3.995 |
3.995 |
4.009 |
| S1 |
3.939 |
3.939 |
3.994 |
3.967 |
| S2 |
3.874 |
3.874 |
3.983 |
|
| S3 |
3.753 |
3.818 |
3.972 |
|
| S4 |
3.632 |
3.697 |
3.938 |
|
|
| 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 |
4.050 |
3.877 |
0.173 |
4.3% |
0.097 |
2.4% |
74% |
True |
False |
11,044 |
| 10 |
4.106 |
3.877 |
0.229 |
5.7% |
0.085 |
2.1% |
56% |
False |
False |
12,581 |
| 20 |
4.493 |
3.877 |
0.616 |
15.4% |
0.084 |
2.1% |
21% |
False |
False |
11,245 |
| 40 |
4.985 |
3.877 |
1.108 |
27.7% |
0.092 |
2.3% |
12% |
False |
False |
8,862 |
| 60 |
4.985 |
3.877 |
1.108 |
27.7% |
0.093 |
2.3% |
12% |
False |
False |
7,792 |
| 80 |
4.988 |
3.877 |
1.111 |
27.7% |
0.091 |
2.3% |
12% |
False |
False |
6,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.564 |
|
2.618 |
4.367 |
|
1.618 |
4.246 |
|
1.000 |
4.171 |
|
0.618 |
4.125 |
|
HIGH |
4.050 |
|
0.618 |
4.004 |
|
0.500 |
3.990 |
|
0.382 |
3.975 |
|
LOW |
3.929 |
|
0.618 |
3.854 |
|
1.000 |
3.808 |
|
1.618 |
3.733 |
|
2.618 |
3.612 |
|
4.250 |
3.415 |
|
|
| Fisher Pivots for day following 31-Jul-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.000 |
3.992 |
| PP |
3.995 |
3.980 |
| S1 |
3.990 |
3.967 |
|