NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.841 |
3.897 |
0.056 |
1.5% |
3.742 |
| High |
3.915 |
3.950 |
0.035 |
0.9% |
3.890 |
| Low |
3.826 |
3.876 |
0.050 |
1.3% |
3.725 |
| Close |
3.897 |
3.933 |
0.036 |
0.9% |
3.798 |
| Range |
0.089 |
0.074 |
-0.015 |
-16.9% |
0.165 |
| ATR |
0.099 |
0.097 |
-0.002 |
-1.8% |
0.000 |
| Volume |
81,114 |
78,028 |
-3,086 |
-3.8% |
473,663 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.142 |
4.111 |
3.974 |
|
| R3 |
4.068 |
4.037 |
3.953 |
|
| R2 |
3.994 |
3.994 |
3.947 |
|
| R1 |
3.963 |
3.963 |
3.940 |
3.979 |
| PP |
3.920 |
3.920 |
3.920 |
3.927 |
| S1 |
3.889 |
3.889 |
3.926 |
3.905 |
| S2 |
3.846 |
3.846 |
3.919 |
|
| S3 |
3.772 |
3.815 |
3.913 |
|
| S4 |
3.698 |
3.741 |
3.892 |
|
|
| 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 |
3.950 |
3.760 |
0.190 |
4.8% |
0.096 |
2.4% |
91% |
True |
False |
89,204 |
| 10 |
3.950 |
3.725 |
0.225 |
5.7% |
0.102 |
2.6% |
92% |
True |
False |
84,064 |
| 20 |
4.188 |
3.725 |
0.463 |
11.8% |
0.091 |
2.3% |
45% |
False |
False |
70,355 |
| 40 |
4.874 |
3.725 |
1.149 |
29.2% |
0.102 |
2.6% |
18% |
False |
False |
50,834 |
| 60 |
4.874 |
3.725 |
1.149 |
29.2% |
0.101 |
2.6% |
18% |
False |
False |
41,108 |
| 80 |
4.874 |
3.725 |
1.149 |
29.2% |
0.102 |
2.6% |
18% |
False |
False |
33,299 |
| 100 |
4.874 |
3.725 |
1.149 |
29.2% |
0.100 |
2.5% |
18% |
False |
False |
28,297 |
| 120 |
4.874 |
3.725 |
1.149 |
29.2% |
0.105 |
2.7% |
18% |
False |
False |
24,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.265 |
|
2.618 |
4.144 |
|
1.618 |
4.070 |
|
1.000 |
4.024 |
|
0.618 |
3.996 |
|
HIGH |
3.950 |
|
0.618 |
3.922 |
|
0.500 |
3.913 |
|
0.382 |
3.904 |
|
LOW |
3.876 |
|
0.618 |
3.830 |
|
1.000 |
3.802 |
|
1.618 |
3.756 |
|
2.618 |
3.682 |
|
4.250 |
3.562 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.926 |
3.907 |
| PP |
3.920 |
3.881 |
| S1 |
3.913 |
3.856 |
|