NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.869 |
3.936 |
0.067 |
1.7% |
3.746 |
| High |
3.944 |
3.978 |
0.034 |
0.9% |
3.955 |
| Low |
3.843 |
3.899 |
0.056 |
1.5% |
3.727 |
| Close |
3.937 |
3.911 |
-0.026 |
-0.7% |
3.840 |
| Range |
0.101 |
0.079 |
-0.022 |
-21.8% |
0.228 |
| ATR |
0.109 |
0.107 |
-0.002 |
-2.0% |
0.000 |
| Volume |
51,206 |
41,264 |
-9,942 |
-19.4% |
460,172 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.166 |
4.118 |
3.954 |
|
| R3 |
4.087 |
4.039 |
3.933 |
|
| R2 |
4.008 |
4.008 |
3.925 |
|
| R1 |
3.960 |
3.960 |
3.918 |
3.945 |
| PP |
3.929 |
3.929 |
3.929 |
3.922 |
| S1 |
3.881 |
3.881 |
3.904 |
3.866 |
| S2 |
3.850 |
3.850 |
3.897 |
|
| S3 |
3.771 |
3.802 |
3.889 |
|
| S4 |
3.692 |
3.723 |
3.868 |
|
|
| 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 |
3.978 |
3.786 |
0.192 |
4.9% |
0.102 |
2.6% |
65% |
True |
False |
72,660 |
| 10 |
3.986 |
3.727 |
0.259 |
6.6% |
0.121 |
3.1% |
71% |
False |
False |
95,605 |
| 20 |
4.020 |
3.727 |
0.293 |
7.5% |
0.108 |
2.8% |
63% |
False |
False |
97,940 |
| 40 |
4.439 |
3.725 |
0.714 |
18.3% |
0.099 |
2.5% |
26% |
False |
False |
77,166 |
| 60 |
4.874 |
3.725 |
1.149 |
29.4% |
0.103 |
2.6% |
16% |
False |
False |
61,518 |
| 80 |
4.874 |
3.725 |
1.149 |
29.4% |
0.104 |
2.7% |
16% |
False |
False |
49,933 |
| 100 |
4.874 |
3.725 |
1.149 |
29.4% |
0.103 |
2.6% |
16% |
False |
False |
42,029 |
| 120 |
4.874 |
3.725 |
1.149 |
29.4% |
0.102 |
2.6% |
16% |
False |
False |
35,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.314 |
|
2.618 |
4.185 |
|
1.618 |
4.106 |
|
1.000 |
4.057 |
|
0.618 |
4.027 |
|
HIGH |
3.978 |
|
0.618 |
3.948 |
|
0.500 |
3.939 |
|
0.382 |
3.929 |
|
LOW |
3.899 |
|
0.618 |
3.850 |
|
1.000 |
3.820 |
|
1.618 |
3.771 |
|
2.618 |
3.692 |
|
4.250 |
3.563 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.939 |
3.908 |
| PP |
3.929 |
3.906 |
| S1 |
3.920 |
3.903 |
|