NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 01-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2014 |
01-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.958 |
3.988 |
0.030 |
0.8% |
3.911 |
| High |
4.050 |
4.035 |
-0.015 |
-0.4% |
4.050 |
| Low |
3.929 |
3.948 |
0.019 |
0.5% |
3.877 |
| Close |
4.005 |
3.967 |
-0.038 |
-0.9% |
3.967 |
| Range |
0.121 |
0.087 |
-0.034 |
-28.1% |
0.173 |
| ATR |
0.091 |
0.091 |
0.000 |
-0.3% |
0.000 |
| Volume |
12,910 |
15,277 |
2,367 |
18.3% |
61,922 |
|
| Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.244 |
4.193 |
4.015 |
|
| R3 |
4.157 |
4.106 |
3.991 |
|
| R2 |
4.070 |
4.070 |
3.983 |
|
| R1 |
4.019 |
4.019 |
3.975 |
4.001 |
| PP |
3.983 |
3.983 |
3.983 |
3.975 |
| S1 |
3.932 |
3.932 |
3.959 |
3.914 |
| S2 |
3.896 |
3.896 |
3.951 |
|
| S3 |
3.809 |
3.845 |
3.943 |
|
| S4 |
3.722 |
3.758 |
3.919 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.484 |
4.398 |
4.062 |
|
| R3 |
4.311 |
4.225 |
4.015 |
|
| R2 |
4.138 |
4.138 |
3.999 |
|
| R1 |
4.052 |
4.052 |
3.983 |
4.095 |
| PP |
3.965 |
3.965 |
3.965 |
3.986 |
| S1 |
3.879 |
3.879 |
3.951 |
3.922 |
| S2 |
3.792 |
3.792 |
3.935 |
|
| S3 |
3.619 |
3.706 |
3.919 |
|
| S4 |
3.446 |
3.533 |
3.872 |
|
|
| 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 |
4.4% |
0.095 |
2.4% |
52% |
False |
False |
12,384 |
| 10 |
4.053 |
3.877 |
0.176 |
4.4% |
0.090 |
2.3% |
51% |
False |
False |
11,958 |
| 20 |
4.479 |
3.877 |
0.602 |
15.2% |
0.085 |
2.1% |
15% |
False |
False |
11,590 |
| 40 |
4.985 |
3.877 |
1.108 |
27.9% |
0.091 |
2.3% |
8% |
False |
False |
9,145 |
| 60 |
4.985 |
3.877 |
1.108 |
27.9% |
0.093 |
2.4% |
8% |
False |
False |
7,994 |
| 80 |
4.988 |
3.877 |
1.111 |
28.0% |
0.092 |
2.3% |
8% |
False |
False |
6,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.405 |
|
2.618 |
4.263 |
|
1.618 |
4.176 |
|
1.000 |
4.122 |
|
0.618 |
4.089 |
|
HIGH |
4.035 |
|
0.618 |
4.002 |
|
0.500 |
3.992 |
|
0.382 |
3.981 |
|
LOW |
3.948 |
|
0.618 |
3.894 |
|
1.000 |
3.861 |
|
1.618 |
3.807 |
|
2.618 |
3.720 |
|
4.250 |
3.578 |
|
|
| Fisher Pivots for day following 01-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.992 |
3.976 |
| PP |
3.983 |
3.973 |
| S1 |
3.975 |
3.970 |
|