NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.979 |
3.813 |
-0.166 |
-4.2% |
3.786 |
| High |
3.986 |
3.947 |
-0.039 |
-1.0% |
3.981 |
| Low |
3.812 |
3.799 |
-0.013 |
-0.3% |
3.761 |
| Close |
3.831 |
3.906 |
0.075 |
2.0% |
3.962 |
| Range |
0.174 |
0.148 |
-0.026 |
-14.9% |
0.220 |
| ATR |
0.102 |
0.105 |
0.003 |
3.2% |
0.000 |
| Volume |
153,541 |
150,076 |
-3,465 |
-2.3% |
498,335 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.328 |
4.265 |
3.987 |
|
| R3 |
4.180 |
4.117 |
3.947 |
|
| R2 |
4.032 |
4.032 |
3.933 |
|
| R1 |
3.969 |
3.969 |
3.920 |
4.001 |
| PP |
3.884 |
3.884 |
3.884 |
3.900 |
| S1 |
3.821 |
3.821 |
3.892 |
3.853 |
| S2 |
3.736 |
3.736 |
3.879 |
|
| S3 |
3.588 |
3.673 |
3.865 |
|
| S4 |
3.440 |
3.525 |
3.825 |
|
|
| 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 |
3.799 |
0.221 |
5.7% |
0.116 |
3.0% |
48% |
False |
True |
127,425 |
| 10 |
4.020 |
3.761 |
0.259 |
6.6% |
0.106 |
2.7% |
56% |
False |
False |
110,717 |
| 20 |
4.020 |
3.725 |
0.295 |
7.6% |
0.100 |
2.6% |
61% |
False |
False |
93,068 |
| 40 |
4.614 |
3.725 |
0.889 |
22.8% |
0.099 |
2.5% |
20% |
False |
False |
65,755 |
| 60 |
4.874 |
3.725 |
1.149 |
29.4% |
0.102 |
2.6% |
16% |
False |
False |
53,059 |
| 80 |
4.874 |
3.725 |
1.149 |
29.4% |
0.103 |
2.6% |
16% |
False |
False |
42,586 |
| 100 |
4.874 |
3.725 |
1.149 |
29.4% |
0.103 |
2.6% |
16% |
False |
False |
35,992 |
| 120 |
4.874 |
3.725 |
1.149 |
29.4% |
0.103 |
2.6% |
16% |
False |
False |
30,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.576 |
|
2.618 |
4.334 |
|
1.618 |
4.186 |
|
1.000 |
4.095 |
|
0.618 |
4.038 |
|
HIGH |
3.947 |
|
0.618 |
3.890 |
|
0.500 |
3.873 |
|
0.382 |
3.856 |
|
LOW |
3.799 |
|
0.618 |
3.708 |
|
1.000 |
3.651 |
|
1.618 |
3.560 |
|
2.618 |
3.412 |
|
4.250 |
3.170 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.895 |
3.910 |
| PP |
3.884 |
3.908 |
| S1 |
3.873 |
3.907 |
|