NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.988 |
3.991 |
0.003 |
0.1% |
3.786 |
| High |
4.012 |
4.020 |
0.008 |
0.2% |
3.981 |
| Low |
3.922 |
3.954 |
0.032 |
0.8% |
3.761 |
| Close |
3.965 |
3.974 |
0.009 |
0.2% |
3.962 |
| Range |
0.090 |
0.066 |
-0.024 |
-26.7% |
0.220 |
| ATR |
0.099 |
0.096 |
-0.002 |
-2.4% |
0.000 |
| Volume |
116,796 |
98,800 |
-17,996 |
-15.4% |
498,335 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.181 |
4.143 |
4.010 |
|
| R3 |
4.115 |
4.077 |
3.992 |
|
| R2 |
4.049 |
4.049 |
3.986 |
|
| R1 |
4.011 |
4.011 |
3.980 |
3.997 |
| PP |
3.983 |
3.983 |
3.983 |
3.976 |
| S1 |
3.945 |
3.945 |
3.968 |
3.931 |
| S2 |
3.917 |
3.917 |
3.962 |
|
| S3 |
3.851 |
3.879 |
3.956 |
|
| S4 |
3.785 |
3.813 |
3.938 |
|
|
| 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 |
4.020 |
3.858 |
0.162 |
4.1% |
0.091 |
2.3% |
72% |
True |
False |
113,485 |
| 10 |
4.020 |
3.749 |
0.271 |
6.8% |
0.094 |
2.4% |
83% |
True |
False |
100,275 |
| 20 |
4.142 |
3.725 |
0.417 |
10.5% |
0.095 |
2.4% |
60% |
False |
False |
84,442 |
| 40 |
4.764 |
3.725 |
1.039 |
26.1% |
0.097 |
2.4% |
24% |
False |
False |
59,001 |
| 60 |
4.874 |
3.725 |
1.149 |
28.9% |
0.101 |
2.5% |
22% |
False |
False |
48,473 |
| 80 |
4.874 |
3.725 |
1.149 |
28.9% |
0.101 |
2.5% |
22% |
False |
False |
38,954 |
| 100 |
4.874 |
3.725 |
1.149 |
28.9% |
0.102 |
2.6% |
22% |
False |
False |
33,033 |
| 120 |
4.874 |
3.725 |
1.149 |
28.9% |
0.104 |
2.6% |
22% |
False |
False |
28,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.301 |
|
2.618 |
4.193 |
|
1.618 |
4.127 |
|
1.000 |
4.086 |
|
0.618 |
4.061 |
|
HIGH |
4.020 |
|
0.618 |
3.995 |
|
0.500 |
3.987 |
|
0.382 |
3.979 |
|
LOW |
3.954 |
|
0.618 |
3.913 |
|
1.000 |
3.888 |
|
1.618 |
3.847 |
|
2.618 |
3.781 |
|
4.250 |
3.674 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.987 |
3.965 |
| PP |
3.983 |
3.955 |
| S1 |
3.978 |
3.946 |
|