NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.991 |
3.979 |
-0.012 |
-0.3% |
3.786 |
| High |
4.020 |
3.986 |
-0.034 |
-0.8% |
3.981 |
| Low |
3.954 |
3.812 |
-0.142 |
-3.6% |
3.761 |
| Close |
3.974 |
3.831 |
-0.143 |
-3.6% |
3.962 |
| Range |
0.066 |
0.174 |
0.108 |
163.6% |
0.220 |
| ATR |
0.096 |
0.102 |
0.006 |
5.7% |
0.000 |
| Volume |
98,800 |
153,541 |
54,741 |
55.4% |
498,335 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.398 |
4.289 |
3.927 |
|
| R3 |
4.224 |
4.115 |
3.879 |
|
| R2 |
4.050 |
4.050 |
3.863 |
|
| R1 |
3.941 |
3.941 |
3.847 |
3.909 |
| PP |
3.876 |
3.876 |
3.876 |
3.860 |
| S1 |
3.767 |
3.767 |
3.815 |
3.735 |
| S2 |
3.702 |
3.702 |
3.799 |
|
| S3 |
3.528 |
3.593 |
3.783 |
|
| S4 |
3.354 |
3.419 |
3.735 |
|
|
| 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 |
3.812 |
0.208 |
5.4% |
0.111 |
2.9% |
9% |
False |
True |
128,588 |
| 10 |
4.020 |
3.760 |
0.260 |
6.8% |
0.104 |
2.7% |
27% |
False |
False |
108,896 |
| 20 |
4.106 |
3.725 |
0.381 |
9.9% |
0.101 |
2.6% |
28% |
False |
False |
90,524 |
| 40 |
4.695 |
3.725 |
0.970 |
25.3% |
0.098 |
2.6% |
11% |
False |
False |
62,430 |
| 60 |
4.874 |
3.725 |
1.149 |
30.0% |
0.101 |
2.6% |
9% |
False |
False |
50,832 |
| 80 |
4.874 |
3.725 |
1.149 |
30.0% |
0.102 |
2.7% |
9% |
False |
False |
40,794 |
| 100 |
4.874 |
3.725 |
1.149 |
30.0% |
0.103 |
2.7% |
9% |
False |
False |
34,533 |
| 120 |
4.874 |
3.725 |
1.149 |
30.0% |
0.102 |
2.7% |
9% |
False |
False |
29,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.726 |
|
2.618 |
4.442 |
|
1.618 |
4.268 |
|
1.000 |
4.160 |
|
0.618 |
4.094 |
|
HIGH |
3.986 |
|
0.618 |
3.920 |
|
0.500 |
3.899 |
|
0.382 |
3.878 |
|
LOW |
3.812 |
|
0.618 |
3.704 |
|
1.000 |
3.638 |
|
1.618 |
3.530 |
|
2.618 |
3.356 |
|
4.250 |
3.073 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.899 |
3.916 |
| PP |
3.876 |
3.888 |
| S1 |
3.854 |
3.859 |
|