NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 28-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2014 |
28-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
4.067 |
3.950 |
-0.117 |
-2.9% |
4.100 |
High |
4.072 |
4.069 |
-0.003 |
-0.1% |
4.104 |
Low |
3.982 |
3.950 |
-0.032 |
-0.8% |
3.980 |
Close |
4.006 |
3.982 |
-0.024 |
-0.6% |
4.006 |
Range |
0.090 |
0.119 |
0.029 |
32.2% |
0.124 |
ATR |
0.086 |
0.089 |
0.002 |
2.7% |
0.000 |
Volume |
16,055 |
9,993 |
-6,062 |
-37.8% |
83,570 |
|
Daily Pivots for day following 28-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.357 |
4.289 |
4.047 |
|
R3 |
4.238 |
4.170 |
4.015 |
|
R2 |
4.119 |
4.119 |
4.004 |
|
R1 |
4.051 |
4.051 |
3.993 |
4.085 |
PP |
4.000 |
4.000 |
4.000 |
4.018 |
S1 |
3.932 |
3.932 |
3.971 |
3.966 |
S2 |
3.881 |
3.881 |
3.960 |
|
S3 |
3.762 |
3.813 |
3.949 |
|
S4 |
3.643 |
3.694 |
3.917 |
|
|
Weekly Pivots for week ending 25-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.402 |
4.328 |
4.074 |
|
R3 |
4.278 |
4.204 |
4.040 |
|
R2 |
4.154 |
4.154 |
4.029 |
|
R1 |
4.080 |
4.080 |
4.017 |
4.055 |
PP |
4.030 |
4.030 |
4.030 |
4.018 |
S1 |
3.956 |
3.956 |
3.995 |
3.931 |
S2 |
3.906 |
3.906 |
3.983 |
|
S3 |
3.782 |
3.832 |
3.972 |
|
S4 |
3.658 |
3.708 |
3.938 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.095 |
3.950 |
0.145 |
3.6% |
0.094 |
2.4% |
22% |
False |
True |
16,566 |
10 |
4.326 |
3.950 |
0.376 |
9.4% |
0.079 |
2.0% |
9% |
False |
True |
16,946 |
20 |
4.611 |
3.950 |
0.661 |
16.6% |
0.080 |
2.0% |
5% |
False |
True |
15,459 |
40 |
5.027 |
3.950 |
1.077 |
27.0% |
0.087 |
2.2% |
3% |
False |
True |
13,454 |
60 |
5.027 |
3.950 |
1.077 |
27.0% |
0.091 |
2.3% |
3% |
False |
True |
12,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.575 |
2.618 |
4.381 |
1.618 |
4.262 |
1.000 |
4.188 |
0.618 |
4.143 |
HIGH |
4.069 |
0.618 |
4.024 |
0.500 |
4.010 |
0.382 |
3.995 |
LOW |
3.950 |
0.618 |
3.876 |
1.000 |
3.831 |
1.618 |
3.757 |
2.618 |
3.638 |
4.250 |
3.444 |
|
|
Fisher Pivots for day following 28-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.010 |
4.023 |
PP |
4.000 |
4.009 |
S1 |
3.991 |
3.996 |
|