NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.746 |
3.790 |
0.044 |
1.2% |
3.988 |
| High |
3.825 |
3.915 |
0.090 |
2.4% |
4.020 |
| Low |
3.727 |
3.780 |
0.053 |
1.4% |
3.763 |
| Close |
3.792 |
3.877 |
0.085 |
2.2% |
3.776 |
| Range |
0.098 |
0.135 |
0.037 |
37.8% |
0.257 |
| ATR |
0.107 |
0.109 |
0.002 |
1.8% |
0.000 |
| Volume |
90,653 |
98,686 |
8,033 |
8.9% |
619,007 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.262 |
4.205 |
3.951 |
|
| R3 |
4.127 |
4.070 |
3.914 |
|
| R2 |
3.992 |
3.992 |
3.902 |
|
| R1 |
3.935 |
3.935 |
3.889 |
3.964 |
| PP |
3.857 |
3.857 |
3.857 |
3.872 |
| S1 |
3.800 |
3.800 |
3.865 |
3.829 |
| S2 |
3.722 |
3.722 |
3.852 |
|
| S3 |
3.587 |
3.665 |
3.840 |
|
| S4 |
3.452 |
3.530 |
3.803 |
|
|
| 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 |
3.986 |
3.727 |
0.259 |
6.7% |
0.140 |
3.6% |
58% |
False |
False |
118,550 |
| 10 |
4.020 |
3.727 |
0.293 |
7.6% |
0.115 |
3.0% |
51% |
False |
False |
116,017 |
| 20 |
4.020 |
3.725 |
0.295 |
7.6% |
0.108 |
2.8% |
52% |
False |
False |
98,485 |
| 40 |
4.582 |
3.725 |
0.857 |
22.1% |
0.100 |
2.6% |
18% |
False |
False |
71,153 |
| 60 |
4.874 |
3.725 |
1.149 |
29.6% |
0.103 |
2.7% |
13% |
False |
False |
57,005 |
| 80 |
4.874 |
3.725 |
1.149 |
29.6% |
0.104 |
2.7% |
13% |
False |
False |
45,948 |
| 100 |
4.874 |
3.725 |
1.149 |
29.6% |
0.104 |
2.7% |
13% |
False |
False |
38,697 |
| 120 |
4.874 |
3.725 |
1.149 |
29.6% |
0.103 |
2.6% |
13% |
False |
False |
33,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.489 |
|
2.618 |
4.268 |
|
1.618 |
4.133 |
|
1.000 |
4.050 |
|
0.618 |
3.998 |
|
HIGH |
3.915 |
|
0.618 |
3.863 |
|
0.500 |
3.848 |
|
0.382 |
3.832 |
|
LOW |
3.780 |
|
0.618 |
3.697 |
|
1.000 |
3.645 |
|
1.618 |
3.562 |
|
2.618 |
3.427 |
|
4.250 |
3.206 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.867 |
3.858 |
| PP |
3.857 |
3.840 |
| S1 |
3.848 |
3.821 |
|