NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.870 |
3.831 |
-0.039 |
-1.0% |
3.988 |
| High |
3.888 |
3.955 |
0.067 |
1.7% |
4.020 |
| Low |
3.792 |
3.786 |
-0.006 |
-0.2% |
3.763 |
| Close |
3.823 |
3.889 |
0.066 |
1.7% |
3.776 |
| Range |
0.096 |
0.169 |
0.073 |
76.0% |
0.257 |
| ATR |
0.108 |
0.113 |
0.004 |
4.0% |
0.000 |
| Volume |
94,972 |
121,317 |
26,345 |
27.7% |
619,007 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.384 |
4.305 |
3.982 |
|
| R3 |
4.215 |
4.136 |
3.935 |
|
| R2 |
4.046 |
4.046 |
3.920 |
|
| R1 |
3.967 |
3.967 |
3.904 |
4.007 |
| PP |
3.877 |
3.877 |
3.877 |
3.896 |
| S1 |
3.798 |
3.798 |
3.874 |
3.838 |
| S2 |
3.708 |
3.708 |
3.858 |
|
| S3 |
3.539 |
3.629 |
3.843 |
|
| S4 |
3.370 |
3.460 |
3.796 |
|
|
| 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 |
3.955 |
3.727 |
0.228 |
5.9% |
0.128 |
3.3% |
71% |
True |
False |
101,084 |
| 10 |
4.020 |
3.727 |
0.293 |
7.5% |
0.122 |
3.1% |
55% |
False |
False |
114,255 |
| 20 |
4.020 |
3.725 |
0.295 |
7.6% |
0.112 |
2.9% |
56% |
False |
False |
102,644 |
| 40 |
4.470 |
3.725 |
0.745 |
19.2% |
0.100 |
2.6% |
22% |
False |
False |
75,488 |
| 60 |
4.874 |
3.725 |
1.149 |
29.5% |
0.103 |
2.7% |
14% |
False |
False |
60,087 |
| 80 |
4.874 |
3.725 |
1.149 |
29.5% |
0.105 |
2.7% |
14% |
False |
False |
48,429 |
| 100 |
4.874 |
3.725 |
1.149 |
29.5% |
0.104 |
2.7% |
14% |
False |
False |
40,763 |
| 120 |
4.874 |
3.725 |
1.149 |
29.5% |
0.102 |
2.6% |
14% |
False |
False |
34,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.673 |
|
2.618 |
4.397 |
|
1.618 |
4.228 |
|
1.000 |
4.124 |
|
0.618 |
4.059 |
|
HIGH |
3.955 |
|
0.618 |
3.890 |
|
0.500 |
3.871 |
|
0.382 |
3.851 |
|
LOW |
3.786 |
|
0.618 |
3.682 |
|
1.000 |
3.617 |
|
1.618 |
3.513 |
|
2.618 |
3.344 |
|
4.250 |
3.068 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.883 |
3.882 |
| PP |
3.877 |
3.875 |
| S1 |
3.871 |
3.868 |
|