NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.831 |
3.880 |
0.049 |
1.3% |
3.746 |
| High |
3.955 |
3.893 |
-0.062 |
-1.6% |
3.955 |
| Low |
3.786 |
3.828 |
0.042 |
1.1% |
3.727 |
| Close |
3.889 |
3.840 |
-0.049 |
-1.3% |
3.840 |
| Range |
0.169 |
0.065 |
-0.104 |
-61.5% |
0.228 |
| ATR |
0.113 |
0.109 |
-0.003 |
-3.0% |
0.000 |
| Volume |
121,317 |
54,544 |
-66,773 |
-55.0% |
460,172 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.049 |
4.009 |
3.876 |
|
| R3 |
3.984 |
3.944 |
3.858 |
|
| R2 |
3.919 |
3.919 |
3.852 |
|
| R1 |
3.879 |
3.879 |
3.846 |
3.867 |
| PP |
3.854 |
3.854 |
3.854 |
3.847 |
| S1 |
3.814 |
3.814 |
3.834 |
3.802 |
| S2 |
3.789 |
3.789 |
3.828 |
|
| S3 |
3.724 |
3.749 |
3.822 |
|
| S4 |
3.659 |
3.684 |
3.804 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.525 |
4.410 |
3.965 |
|
| R3 |
4.297 |
4.182 |
3.903 |
|
| R2 |
4.069 |
4.069 |
3.882 |
|
| R1 |
3.954 |
3.954 |
3.861 |
4.012 |
| PP |
3.841 |
3.841 |
3.841 |
3.869 |
| S1 |
3.726 |
3.726 |
3.819 |
3.784 |
| S2 |
3.613 |
3.613 |
3.798 |
|
| S3 |
3.385 |
3.498 |
3.777 |
|
| S4 |
3.157 |
3.270 |
3.715 |
|
|
| 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% |
0.113 |
2.9% |
50% |
False |
False |
92,034 |
| 10 |
4.020 |
3.727 |
0.293 |
7.6% |
0.118 |
3.1% |
39% |
False |
False |
107,917 |
| 20 |
4.020 |
3.725 |
0.295 |
7.7% |
0.110 |
2.9% |
39% |
False |
False |
102,558 |
| 40 |
4.470 |
3.725 |
0.745 |
19.4% |
0.100 |
2.6% |
15% |
False |
False |
76,121 |
| 60 |
4.874 |
3.725 |
1.149 |
29.9% |
0.103 |
2.7% |
10% |
False |
False |
60,601 |
| 80 |
4.874 |
3.725 |
1.149 |
29.9% |
0.104 |
2.7% |
10% |
False |
False |
48,990 |
| 100 |
4.874 |
3.725 |
1.149 |
29.9% |
0.103 |
2.7% |
10% |
False |
False |
41,213 |
| 120 |
4.874 |
3.725 |
1.149 |
29.9% |
0.102 |
2.7% |
10% |
False |
False |
35,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.169 |
|
2.618 |
4.063 |
|
1.618 |
3.998 |
|
1.000 |
3.958 |
|
0.618 |
3.933 |
|
HIGH |
3.893 |
|
0.618 |
3.868 |
|
0.500 |
3.861 |
|
0.382 |
3.853 |
|
LOW |
3.828 |
|
0.618 |
3.788 |
|
1.000 |
3.763 |
|
1.618 |
3.723 |
|
2.618 |
3.658 |
|
4.250 |
3.552 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.861 |
3.871 |
| PP |
3.854 |
3.860 |
| S1 |
3.847 |
3.850 |
|