NYMEX Natural Gas Future January 2015
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 |
4.016 |
4.063 |
0.047 |
1.2% |
3.950 |
High |
4.114 |
4.106 |
-0.008 |
-0.2% |
4.114 |
Low |
3.999 |
4.021 |
0.022 |
0.6% |
3.950 |
Close |
4.075 |
4.039 |
-0.036 |
-0.9% |
4.039 |
Range |
0.115 |
0.085 |
-0.030 |
-26.1% |
0.164 |
ATR |
0.089 |
0.088 |
0.000 |
-0.3% |
0.000 |
Volume |
13,449 |
23,265 |
9,816 |
73.0% |
74,311 |
|
Daily Pivots for day following 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.310 |
4.260 |
4.086 |
|
R3 |
4.225 |
4.175 |
4.062 |
|
R2 |
4.140 |
4.140 |
4.055 |
|
R1 |
4.090 |
4.090 |
4.047 |
4.073 |
PP |
4.055 |
4.055 |
4.055 |
4.047 |
S1 |
4.005 |
4.005 |
4.031 |
3.988 |
S2 |
3.970 |
3.970 |
4.023 |
|
S3 |
3.885 |
3.920 |
4.016 |
|
S4 |
3.800 |
3.835 |
3.992 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.526 |
4.447 |
4.129 |
|
R3 |
4.362 |
4.283 |
4.084 |
|
R2 |
4.198 |
4.198 |
4.069 |
|
R1 |
4.119 |
4.119 |
4.054 |
4.159 |
PP |
4.034 |
4.034 |
4.034 |
4.054 |
S1 |
3.955 |
3.955 |
4.024 |
3.995 |
S2 |
3.870 |
3.870 |
4.009 |
|
S3 |
3.706 |
3.791 |
3.994 |
|
S4 |
3.542 |
3.627 |
3.949 |
|
|
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 |
4.1% |
0.093 |
2.3% |
54% |
False |
False |
14,862 |
10 |
4.114 |
3.950 |
0.164 |
4.1% |
0.087 |
2.1% |
54% |
False |
False |
15,788 |
20 |
4.529 |
3.950 |
0.579 |
14.3% |
0.081 |
2.0% |
15% |
False |
False |
16,129 |
40 |
5.027 |
3.950 |
1.077 |
26.7% |
0.088 |
2.2% |
8% |
False |
False |
14,164 |
60 |
5.027 |
3.950 |
1.077 |
26.7% |
0.092 |
2.3% |
8% |
False |
False |
12,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.467 |
2.618 |
4.329 |
1.618 |
4.244 |
1.000 |
4.191 |
0.618 |
4.159 |
HIGH |
4.106 |
0.618 |
4.074 |
0.500 |
4.064 |
0.382 |
4.053 |
LOW |
4.021 |
0.618 |
3.968 |
1.000 |
3.936 |
1.618 |
3.883 |
2.618 |
3.798 |
4.250 |
3.660 |
|
|
Fisher Pivots for day following 01-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.064 |
4.045 |
PP |
4.055 |
4.043 |
S1 |
4.047 |
4.041 |
|