NYMEX Natural Gas Future January 2015
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 |
4.019 |
4.016 |
-0.003 |
-0.1% |
4.100 |
High |
4.041 |
4.114 |
0.073 |
1.8% |
4.104 |
Low |
3.975 |
3.999 |
0.024 |
0.6% |
3.980 |
Close |
4.011 |
4.075 |
0.064 |
1.6% |
4.006 |
Range |
0.066 |
0.115 |
0.049 |
74.2% |
0.124 |
ATR |
0.087 |
0.089 |
0.002 |
2.3% |
0.000 |
Volume |
14,753 |
13,449 |
-1,304 |
-8.8% |
83,570 |
|
Daily Pivots for day following 31-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.408 |
4.356 |
4.138 |
|
R3 |
4.293 |
4.241 |
4.107 |
|
R2 |
4.178 |
4.178 |
4.096 |
|
R1 |
4.126 |
4.126 |
4.086 |
4.152 |
PP |
4.063 |
4.063 |
4.063 |
4.076 |
S1 |
4.011 |
4.011 |
4.064 |
4.037 |
S2 |
3.948 |
3.948 |
4.054 |
|
S3 |
3.833 |
3.896 |
4.043 |
|
S4 |
3.718 |
3.781 |
4.012 |
|
|
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 |
4.114 |
3.950 |
0.164 |
4.0% |
0.094 |
2.3% |
76% |
True |
False |
13,420 |
10 |
4.169 |
3.950 |
0.219 |
5.4% |
0.081 |
2.0% |
57% |
False |
False |
17,234 |
20 |
4.548 |
3.950 |
0.598 |
14.7% |
0.081 |
2.0% |
21% |
False |
False |
15,678 |
40 |
5.027 |
3.950 |
1.077 |
26.4% |
0.088 |
2.2% |
12% |
False |
False |
13,751 |
60 |
5.027 |
3.950 |
1.077 |
26.4% |
0.092 |
2.3% |
12% |
False |
False |
12,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.603 |
2.618 |
4.415 |
1.618 |
4.300 |
1.000 |
4.229 |
0.618 |
4.185 |
HIGH |
4.114 |
0.618 |
4.070 |
0.500 |
4.057 |
0.382 |
4.043 |
LOW |
3.999 |
0.618 |
3.928 |
1.000 |
3.884 |
1.618 |
3.813 |
2.618 |
3.698 |
4.250 |
3.510 |
|
|
Fisher Pivots for day following 31-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
4.069 |
4.062 |
PP |
4.063 |
4.050 |
S1 |
4.057 |
4.037 |
|