NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.897 |
3.946 |
0.049 |
1.3% |
3.742 |
| High |
3.950 |
3.981 |
0.031 |
0.8% |
3.890 |
| Low |
3.876 |
3.858 |
-0.018 |
-0.5% |
3.725 |
| Close |
3.933 |
3.876 |
-0.057 |
-1.4% |
3.798 |
| Range |
0.074 |
0.123 |
0.049 |
66.2% |
0.165 |
| ATR |
0.097 |
0.099 |
0.002 |
1.9% |
0.000 |
| Volume |
78,028 |
155,887 |
77,859 |
99.8% |
473,663 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.274 |
4.198 |
3.944 |
|
| R3 |
4.151 |
4.075 |
3.910 |
|
| R2 |
4.028 |
4.028 |
3.899 |
|
| R1 |
3.952 |
3.952 |
3.887 |
3.929 |
| PP |
3.905 |
3.905 |
3.905 |
3.893 |
| S1 |
3.829 |
3.829 |
3.865 |
3.806 |
| S2 |
3.782 |
3.782 |
3.853 |
|
| S3 |
3.659 |
3.706 |
3.842 |
|
| S4 |
3.536 |
3.583 |
3.808 |
|
|
| 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 |
3.981 |
3.761 |
0.220 |
5.7% |
0.095 |
2.4% |
52% |
True |
False |
94,010 |
| 10 |
3.981 |
3.725 |
0.256 |
6.6% |
0.101 |
2.6% |
59% |
True |
False |
91,033 |
| 20 |
4.159 |
3.725 |
0.434 |
11.2% |
0.093 |
2.4% |
35% |
False |
False |
74,824 |
| 40 |
4.874 |
3.725 |
1.149 |
29.6% |
0.099 |
2.5% |
13% |
False |
False |
53,544 |
| 60 |
4.874 |
3.725 |
1.149 |
29.6% |
0.102 |
2.6% |
13% |
False |
False |
43,401 |
| 80 |
4.874 |
3.725 |
1.149 |
29.6% |
0.102 |
2.6% |
13% |
False |
False |
35,157 |
| 100 |
4.874 |
3.725 |
1.149 |
29.6% |
0.101 |
2.6% |
13% |
False |
False |
29,808 |
| 120 |
4.874 |
3.725 |
1.149 |
29.6% |
0.105 |
2.7% |
13% |
False |
False |
25,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.504 |
|
2.618 |
4.303 |
|
1.618 |
4.180 |
|
1.000 |
4.104 |
|
0.618 |
4.057 |
|
HIGH |
3.981 |
|
0.618 |
3.934 |
|
0.500 |
3.920 |
|
0.382 |
3.905 |
|
LOW |
3.858 |
|
0.618 |
3.782 |
|
1.000 |
3.735 |
|
1.618 |
3.659 |
|
2.618 |
3.536 |
|
4.250 |
3.335 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.920 |
3.904 |
| PP |
3.905 |
3.894 |
| S1 |
3.891 |
3.885 |
|