NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 08-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
3.946 |
3.877 |
-0.069 |
-1.7% |
3.786 |
High |
3.981 |
3.975 |
-0.006 |
-0.2% |
3.981 |
Low |
3.858 |
3.872 |
0.014 |
0.4% |
3.761 |
Close |
3.876 |
3.962 |
0.086 |
2.2% |
3.962 |
Range |
0.123 |
0.103 |
-0.020 |
-16.3% |
0.220 |
ATR |
0.099 |
0.099 |
0.000 |
0.3% |
0.000 |
Volume |
155,887 |
117,916 |
-37,971 |
-24.4% |
498,335 |
|
Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.245 |
4.207 |
4.019 |
|
R3 |
4.142 |
4.104 |
3.990 |
|
R2 |
4.039 |
4.039 |
3.981 |
|
R1 |
4.001 |
4.001 |
3.971 |
4.020 |
PP |
3.936 |
3.936 |
3.936 |
3.946 |
S1 |
3.898 |
3.898 |
3.953 |
3.917 |
S2 |
3.833 |
3.833 |
3.943 |
|
S3 |
3.730 |
3.795 |
3.934 |
|
S4 |
3.627 |
3.692 |
3.905 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.561 |
4.482 |
4.083 |
|
R3 |
4.341 |
4.262 |
4.023 |
|
R2 |
4.121 |
4.121 |
4.002 |
|
R1 |
4.042 |
4.042 |
3.982 |
4.082 |
PP |
3.901 |
3.901 |
3.901 |
3.921 |
S1 |
3.822 |
3.822 |
3.942 |
3.862 |
S2 |
3.681 |
3.681 |
3.922 |
|
S3 |
3.461 |
3.602 |
3.902 |
|
S4 |
3.241 |
3.382 |
3.841 |
|
|
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 |
5.6% |
0.096 |
2.4% |
91% |
False |
False |
99,667 |
10 |
3.981 |
3.725 |
0.256 |
6.5% |
0.101 |
2.6% |
93% |
False |
False |
97,199 |
20 |
4.159 |
3.725 |
0.434 |
11.0% |
0.095 |
2.4% |
55% |
False |
False |
78,924 |
40 |
4.874 |
3.725 |
1.149 |
29.0% |
0.100 |
2.5% |
21% |
False |
False |
54,914 |
60 |
4.874 |
3.725 |
1.149 |
29.0% |
0.101 |
2.5% |
21% |
False |
False |
45,231 |
80 |
4.874 |
3.725 |
1.149 |
29.0% |
0.103 |
2.6% |
21% |
False |
False |
36,524 |
100 |
4.874 |
3.725 |
1.149 |
29.0% |
0.101 |
2.6% |
21% |
False |
False |
30,959 |
120 |
4.874 |
3.725 |
1.149 |
29.0% |
0.105 |
2.6% |
21% |
False |
False |
26,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.413 |
2.618 |
4.245 |
1.618 |
4.142 |
1.000 |
4.078 |
0.618 |
4.039 |
HIGH |
3.975 |
0.618 |
3.936 |
0.500 |
3.924 |
0.382 |
3.911 |
LOW |
3.872 |
0.618 |
3.808 |
1.000 |
3.769 |
1.618 |
3.705 |
2.618 |
3.602 |
4.250 |
3.434 |
|
|
Fisher Pivots for day following 08-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3.949 |
3.948 |
PP |
3.936 |
3.934 |
S1 |
3.924 |
3.920 |
|