NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.880 |
3.869 |
-0.011 |
-0.3% |
3.746 |
| High |
3.893 |
3.944 |
0.051 |
1.3% |
3.955 |
| Low |
3.828 |
3.843 |
0.015 |
0.4% |
3.727 |
| Close |
3.840 |
3.937 |
0.097 |
2.5% |
3.840 |
| Range |
0.065 |
0.101 |
0.036 |
55.4% |
0.228 |
| ATR |
0.109 |
0.109 |
0.000 |
-0.3% |
0.000 |
| Volume |
54,544 |
51,206 |
-3,338 |
-6.1% |
460,172 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.211 |
4.175 |
3.993 |
|
| R3 |
4.110 |
4.074 |
3.965 |
|
| R2 |
4.009 |
4.009 |
3.956 |
|
| R1 |
3.973 |
3.973 |
3.946 |
3.991 |
| PP |
3.908 |
3.908 |
3.908 |
3.917 |
| S1 |
3.872 |
3.872 |
3.928 |
3.890 |
| S2 |
3.807 |
3.807 |
3.918 |
|
| S3 |
3.706 |
3.771 |
3.909 |
|
| S4 |
3.605 |
3.670 |
3.881 |
|
|
| 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 |
3.780 |
0.175 |
4.4% |
0.113 |
2.9% |
90% |
False |
False |
84,145 |
| 10 |
4.020 |
3.727 |
0.293 |
7.4% |
0.120 |
3.0% |
72% |
False |
False |
101,358 |
| 20 |
4.020 |
3.727 |
0.293 |
7.4% |
0.108 |
2.7% |
72% |
False |
False |
100,662 |
| 40 |
4.467 |
3.725 |
0.742 |
18.8% |
0.099 |
2.5% |
29% |
False |
False |
76,836 |
| 60 |
4.874 |
3.725 |
1.149 |
29.2% |
0.103 |
2.6% |
18% |
False |
False |
61,117 |
| 80 |
4.874 |
3.725 |
1.149 |
29.2% |
0.105 |
2.7% |
18% |
False |
False |
49,510 |
| 100 |
4.874 |
3.725 |
1.149 |
29.2% |
0.102 |
2.6% |
18% |
False |
False |
41,673 |
| 120 |
4.874 |
3.725 |
1.149 |
29.2% |
0.102 |
2.6% |
18% |
False |
False |
35,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.373 |
|
2.618 |
4.208 |
|
1.618 |
4.107 |
|
1.000 |
4.045 |
|
0.618 |
4.006 |
|
HIGH |
3.944 |
|
0.618 |
3.905 |
|
0.500 |
3.894 |
|
0.382 |
3.882 |
|
LOW |
3.843 |
|
0.618 |
3.781 |
|
1.000 |
3.742 |
|
1.618 |
3.680 |
|
2.618 |
3.579 |
|
4.250 |
3.414 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.923 |
3.915 |
| PP |
3.908 |
3.893 |
| S1 |
3.894 |
3.871 |
|