NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 22-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2014 |
22-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.100 |
4.057 |
-0.043 |
-1.0% |
4.316 |
High |
4.104 |
4.074 |
-0.030 |
-0.7% |
4.339 |
Low |
4.051 |
3.984 |
-0.067 |
-1.7% |
4.140 |
Close |
4.067 |
4.002 |
-0.065 |
-1.6% |
4.154 |
Range |
0.053 |
0.090 |
0.037 |
69.8% |
0.199 |
ATR |
0.086 |
0.086 |
0.000 |
0.3% |
0.000 |
Volume |
10,729 |
23,619 |
12,890 |
120.1% |
87,549 |
|
Daily Pivots for day following 22-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.290 |
4.236 |
4.052 |
|
R3 |
4.200 |
4.146 |
4.027 |
|
R2 |
4.110 |
4.110 |
4.019 |
|
R1 |
4.056 |
4.056 |
4.010 |
4.038 |
PP |
4.020 |
4.020 |
4.020 |
4.011 |
S1 |
3.966 |
3.966 |
3.994 |
3.948 |
S2 |
3.930 |
3.930 |
3.986 |
|
S3 |
3.840 |
3.876 |
3.977 |
|
S4 |
3.750 |
3.786 |
3.953 |
|
|
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 |
4.318 |
3.984 |
0.334 |
8.3% |
0.070 |
1.7% |
5% |
False |
True |
18,908 |
10 |
4.384 |
3.984 |
0.400 |
10.0% |
0.065 |
1.6% |
5% |
False |
True |
17,143 |
20 |
4.727 |
3.984 |
0.743 |
18.6% |
0.080 |
2.0% |
2% |
False |
True |
14,910 |
40 |
5.027 |
3.984 |
1.043 |
26.1% |
0.088 |
2.2% |
2% |
False |
True |
13,155 |
60 |
5.052 |
3.984 |
1.068 |
26.7% |
0.091 |
2.3% |
2% |
False |
True |
11,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.457 |
2.618 |
4.310 |
1.618 |
4.220 |
1.000 |
4.164 |
0.618 |
4.130 |
HIGH |
4.074 |
0.618 |
4.040 |
0.500 |
4.029 |
0.382 |
4.018 |
LOW |
3.984 |
0.618 |
3.928 |
1.000 |
3.894 |
1.618 |
3.838 |
2.618 |
3.748 |
4.250 |
3.602 |
|
|
Fisher Pivots for day following 22-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.029 |
4.077 |
PP |
4.020 |
4.052 |
S1 |
4.011 |
4.027 |
|