NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 21-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2014 |
21-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.160 |
4.100 |
-0.060 |
-1.4% |
4.316 |
High |
4.169 |
4.104 |
-0.065 |
-1.6% |
4.339 |
Low |
4.141 |
4.051 |
-0.090 |
-2.2% |
4.140 |
Close |
4.154 |
4.067 |
-0.087 |
-2.1% |
4.154 |
Range |
0.028 |
0.053 |
0.025 |
89.3% |
0.199 |
ATR |
0.085 |
0.086 |
0.001 |
1.6% |
0.000 |
Volume |
37,727 |
10,729 |
-26,998 |
-71.6% |
87,549 |
|
Daily Pivots for day following 21-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.233 |
4.203 |
4.096 |
|
R3 |
4.180 |
4.150 |
4.082 |
|
R2 |
4.127 |
4.127 |
4.077 |
|
R1 |
4.097 |
4.097 |
4.072 |
4.086 |
PP |
4.074 |
4.074 |
4.074 |
4.068 |
S1 |
4.044 |
4.044 |
4.062 |
4.033 |
S2 |
4.021 |
4.021 |
4.057 |
|
S3 |
3.968 |
3.991 |
4.052 |
|
S4 |
3.915 |
3.938 |
4.038 |
|
|
Weekly Pivots for week ending 18-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.808 |
4.680 |
4.263 |
|
R3 |
4.609 |
4.481 |
4.209 |
|
R2 |
4.410 |
4.410 |
4.190 |
|
R1 |
4.282 |
4.282 |
4.172 |
4.247 |
PP |
4.211 |
4.211 |
4.211 |
4.193 |
S1 |
4.083 |
4.083 |
4.136 |
4.048 |
S2 |
4.012 |
4.012 |
4.118 |
|
S3 |
3.813 |
3.884 |
4.099 |
|
S4 |
3.614 |
3.685 |
4.045 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.326 |
4.051 |
0.275 |
6.8% |
0.064 |
1.6% |
6% |
False |
True |
17,325 |
10 |
4.389 |
4.051 |
0.338 |
8.3% |
0.065 |
1.6% |
5% |
False |
True |
16,294 |
20 |
4.727 |
4.051 |
0.676 |
16.6% |
0.081 |
2.0% |
2% |
False |
True |
14,360 |
40 |
5.027 |
4.051 |
0.976 |
24.0% |
0.086 |
2.1% |
2% |
False |
True |
12,867 |
60 |
5.052 |
4.051 |
1.001 |
24.6% |
0.091 |
2.2% |
2% |
False |
True |
11,506 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.329 |
2.618 |
4.243 |
1.618 |
4.190 |
1.000 |
4.157 |
0.618 |
4.137 |
HIGH |
4.104 |
0.618 |
4.084 |
0.500 |
4.078 |
0.382 |
4.071 |
LOW |
4.051 |
0.618 |
4.018 |
1.000 |
3.998 |
1.618 |
3.965 |
2.618 |
3.912 |
4.250 |
3.826 |
|
|
Fisher Pivots for day following 21-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.078 |
4.165 |
PP |
4.074 |
4.132 |
S1 |
4.071 |
4.100 |
|