NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.877 |
3.988 |
0.111 |
2.9% |
3.786 |
| High |
3.975 |
4.012 |
0.037 |
0.9% |
3.981 |
| Low |
3.872 |
3.922 |
0.050 |
1.3% |
3.761 |
| Close |
3.962 |
3.965 |
0.003 |
0.1% |
3.962 |
| Range |
0.103 |
0.090 |
-0.013 |
-12.6% |
0.220 |
| ATR |
0.099 |
0.099 |
-0.001 |
-0.7% |
0.000 |
| Volume |
117,916 |
116,796 |
-1,120 |
-0.9% |
498,335 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.236 |
4.191 |
4.015 |
|
| R3 |
4.146 |
4.101 |
3.990 |
|
| R2 |
4.056 |
4.056 |
3.982 |
|
| R1 |
4.011 |
4.011 |
3.973 |
3.989 |
| PP |
3.966 |
3.966 |
3.966 |
3.955 |
| S1 |
3.921 |
3.921 |
3.957 |
3.899 |
| S2 |
3.876 |
3.876 |
3.949 |
|
| S3 |
3.786 |
3.831 |
3.940 |
|
| S4 |
3.696 |
3.741 |
3.916 |
|
|
| 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 |
4.012 |
3.826 |
0.186 |
4.7% |
0.096 |
2.4% |
75% |
True |
False |
109,948 |
| 10 |
4.012 |
3.739 |
0.273 |
6.9% |
0.097 |
2.4% |
83% |
True |
False |
99,966 |
| 20 |
4.153 |
3.725 |
0.428 |
10.8% |
0.096 |
2.4% |
56% |
False |
False |
82,069 |
| 40 |
4.764 |
3.725 |
1.039 |
26.2% |
0.097 |
2.4% |
23% |
False |
False |
57,074 |
| 60 |
4.874 |
3.725 |
1.149 |
29.0% |
0.101 |
2.6% |
21% |
False |
False |
46,931 |
| 80 |
4.874 |
3.725 |
1.149 |
29.0% |
0.101 |
2.5% |
21% |
False |
False |
37,908 |
| 100 |
4.874 |
3.725 |
1.149 |
29.0% |
0.101 |
2.6% |
21% |
False |
False |
32,100 |
| 120 |
4.874 |
3.725 |
1.149 |
29.0% |
0.104 |
2.6% |
21% |
False |
False |
27,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.395 |
|
2.618 |
4.248 |
|
1.618 |
4.158 |
|
1.000 |
4.102 |
|
0.618 |
4.068 |
|
HIGH |
4.012 |
|
0.618 |
3.978 |
|
0.500 |
3.967 |
|
0.382 |
3.956 |
|
LOW |
3.922 |
|
0.618 |
3.866 |
|
1.000 |
3.832 |
|
1.618 |
3.776 |
|
2.618 |
3.686 |
|
4.250 |
3.540 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.967 |
3.955 |
| PP |
3.966 |
3.945 |
| S1 |
3.966 |
3.935 |
|