NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.813 |
3.890 |
0.077 |
2.0% |
3.988 |
| High |
3.947 |
3.906 |
-0.041 |
-1.0% |
4.020 |
| Low |
3.799 |
3.763 |
-0.036 |
-0.9% |
3.763 |
| Close |
3.906 |
3.776 |
-0.130 |
-3.3% |
3.776 |
| Range |
0.148 |
0.143 |
-0.005 |
-3.4% |
0.257 |
| ATR |
0.105 |
0.108 |
0.003 |
2.6% |
0.000 |
| Volume |
150,076 |
99,794 |
-50,282 |
-33.5% |
619,007 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.244 |
4.153 |
3.855 |
|
| R3 |
4.101 |
4.010 |
3.815 |
|
| R2 |
3.958 |
3.958 |
3.802 |
|
| R1 |
3.867 |
3.867 |
3.789 |
3.841 |
| PP |
3.815 |
3.815 |
3.815 |
3.802 |
| S1 |
3.724 |
3.724 |
3.763 |
3.698 |
| S2 |
3.672 |
3.672 |
3.750 |
|
| S3 |
3.529 |
3.581 |
3.737 |
|
| S4 |
3.386 |
3.438 |
3.697 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.624 |
4.457 |
3.917 |
|
| R3 |
4.367 |
4.200 |
3.847 |
|
| R2 |
4.110 |
4.110 |
3.823 |
|
| R1 |
3.943 |
3.943 |
3.800 |
3.898 |
| PP |
3.853 |
3.853 |
3.853 |
3.831 |
| S1 |
3.686 |
3.686 |
3.752 |
3.641 |
| S2 |
3.596 |
3.596 |
3.729 |
|
| S3 |
3.339 |
3.429 |
3.705 |
|
| S4 |
3.082 |
3.172 |
3.635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.020 |
3.763 |
0.257 |
6.8% |
0.124 |
3.3% |
5% |
False |
True |
123,801 |
| 10 |
4.020 |
3.761 |
0.259 |
6.9% |
0.110 |
2.9% |
6% |
False |
False |
111,734 |
| 20 |
4.020 |
3.725 |
0.295 |
7.8% |
0.105 |
2.8% |
17% |
False |
False |
95,814 |
| 40 |
4.582 |
3.725 |
0.857 |
22.7% |
0.100 |
2.7% |
6% |
False |
False |
67,459 |
| 60 |
4.874 |
3.725 |
1.149 |
30.4% |
0.102 |
2.7% |
4% |
False |
False |
54,459 |
| 80 |
4.874 |
3.725 |
1.149 |
30.4% |
0.104 |
2.7% |
4% |
False |
False |
43,746 |
| 100 |
4.874 |
3.725 |
1.149 |
30.4% |
0.104 |
2.7% |
4% |
False |
False |
36,933 |
| 120 |
4.874 |
3.725 |
1.149 |
30.4% |
0.103 |
2.7% |
4% |
False |
False |
31,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.514 |
|
2.618 |
4.280 |
|
1.618 |
4.137 |
|
1.000 |
4.049 |
|
0.618 |
3.994 |
|
HIGH |
3.906 |
|
0.618 |
3.851 |
|
0.500 |
3.835 |
|
0.382 |
3.818 |
|
LOW |
3.763 |
|
0.618 |
3.675 |
|
1.000 |
3.620 |
|
1.618 |
3.532 |
|
2.618 |
3.389 |
|
4.250 |
3.155 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.835 |
3.875 |
| PP |
3.815 |
3.842 |
| S1 |
3.796 |
3.809 |
|