NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.786 |
3.841 |
0.055 |
1.5% |
3.742 |
| High |
3.853 |
3.915 |
0.062 |
1.6% |
3.890 |
| Low |
3.761 |
3.826 |
0.065 |
1.7% |
3.725 |
| Close |
3.834 |
3.897 |
0.063 |
1.6% |
3.798 |
| Range |
0.092 |
0.089 |
-0.003 |
-3.3% |
0.165 |
| ATR |
0.100 |
0.099 |
-0.001 |
-0.8% |
0.000 |
| Volume |
65,390 |
81,114 |
15,724 |
24.0% |
473,663 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.146 |
4.111 |
3.946 |
|
| R3 |
4.057 |
4.022 |
3.921 |
|
| R2 |
3.968 |
3.968 |
3.913 |
|
| R1 |
3.933 |
3.933 |
3.905 |
3.951 |
| PP |
3.879 |
3.879 |
3.879 |
3.888 |
| S1 |
3.844 |
3.844 |
3.889 |
3.862 |
| S2 |
3.790 |
3.790 |
3.881 |
|
| S3 |
3.701 |
3.755 |
3.873 |
|
| S4 |
3.612 |
3.666 |
3.848 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.299 |
4.214 |
3.889 |
|
| R3 |
4.134 |
4.049 |
3.843 |
|
| R2 |
3.969 |
3.969 |
3.828 |
|
| R1 |
3.884 |
3.884 |
3.813 |
3.927 |
| PP |
3.804 |
3.804 |
3.804 |
3.826 |
| S1 |
3.719 |
3.719 |
3.783 |
3.762 |
| S2 |
3.639 |
3.639 |
3.768 |
|
| S3 |
3.474 |
3.554 |
3.753 |
|
| S4 |
3.309 |
3.389 |
3.707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.915 |
3.749 |
0.166 |
4.3% |
0.098 |
2.5% |
89% |
True |
False |
87,066 |
| 10 |
3.915 |
3.725 |
0.190 |
4.9% |
0.100 |
2.6% |
91% |
True |
False |
80,953 |
| 20 |
4.226 |
3.725 |
0.501 |
12.9% |
0.090 |
2.3% |
34% |
False |
False |
68,771 |
| 40 |
4.874 |
3.725 |
1.149 |
29.5% |
0.101 |
2.6% |
15% |
False |
False |
50,400 |
| 60 |
4.874 |
3.725 |
1.149 |
29.5% |
0.102 |
2.6% |
15% |
False |
False |
40,175 |
| 80 |
4.874 |
3.725 |
1.149 |
29.5% |
0.102 |
2.6% |
15% |
False |
False |
32,536 |
| 100 |
4.874 |
3.725 |
1.149 |
29.5% |
0.100 |
2.6% |
15% |
False |
False |
27,563 |
| 120 |
4.874 |
3.725 |
1.149 |
29.5% |
0.106 |
2.7% |
15% |
False |
False |
23,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.293 |
|
2.618 |
4.148 |
|
1.618 |
4.059 |
|
1.000 |
4.004 |
|
0.618 |
3.970 |
|
HIGH |
3.915 |
|
0.618 |
3.881 |
|
0.500 |
3.871 |
|
0.382 |
3.860 |
|
LOW |
3.826 |
|
0.618 |
3.771 |
|
1.000 |
3.737 |
|
1.618 |
3.682 |
|
2.618 |
3.593 |
|
4.250 |
3.448 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.888 |
3.877 |
| PP |
3.879 |
3.858 |
| S1 |
3.871 |
3.838 |
|