NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.936 |
3.934 |
-0.002 |
-0.1% |
3.746 |
| High |
3.978 |
3.996 |
0.018 |
0.5% |
3.955 |
| Low |
3.899 |
3.897 |
-0.002 |
-0.1% |
3.727 |
| Close |
3.911 |
3.957 |
0.046 |
1.2% |
3.840 |
| Range |
0.079 |
0.099 |
0.020 |
25.3% |
0.228 |
| ATR |
0.107 |
0.106 |
-0.001 |
-0.5% |
0.000 |
| Volume |
41,264 |
11,204 |
-30,060 |
-72.8% |
460,172 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.247 |
4.201 |
4.011 |
|
| R3 |
4.148 |
4.102 |
3.984 |
|
| R2 |
4.049 |
4.049 |
3.975 |
|
| R1 |
4.003 |
4.003 |
3.966 |
4.026 |
| PP |
3.950 |
3.950 |
3.950 |
3.962 |
| S1 |
3.904 |
3.904 |
3.948 |
3.927 |
| S2 |
3.851 |
3.851 |
3.939 |
|
| S3 |
3.752 |
3.805 |
3.930 |
|
| S4 |
3.653 |
3.706 |
3.903 |
|
|
| 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 |
3.996 |
3.786 |
0.210 |
5.3% |
0.103 |
2.6% |
81% |
True |
False |
55,907 |
| 10 |
3.996 |
3.727 |
0.269 |
6.8% |
0.113 |
2.9% |
86% |
True |
False |
81,371 |
| 20 |
4.020 |
3.727 |
0.293 |
7.4% |
0.109 |
2.7% |
78% |
False |
False |
95,133 |
| 40 |
4.399 |
3.725 |
0.674 |
17.0% |
0.099 |
2.5% |
34% |
False |
False |
76,951 |
| 60 |
4.874 |
3.725 |
1.149 |
29.0% |
0.103 |
2.6% |
20% |
False |
False |
61,418 |
| 80 |
4.874 |
3.725 |
1.149 |
29.0% |
0.105 |
2.6% |
20% |
False |
False |
49,997 |
| 100 |
4.874 |
3.725 |
1.149 |
29.0% |
0.103 |
2.6% |
20% |
False |
False |
42,088 |
| 120 |
4.874 |
3.725 |
1.149 |
29.0% |
0.102 |
2.6% |
20% |
False |
False |
36,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.417 |
|
2.618 |
4.255 |
|
1.618 |
4.156 |
|
1.000 |
4.095 |
|
0.618 |
4.057 |
|
HIGH |
3.996 |
|
0.618 |
3.958 |
|
0.500 |
3.947 |
|
0.382 |
3.935 |
|
LOW |
3.897 |
|
0.618 |
3.836 |
|
1.000 |
3.798 |
|
1.618 |
3.737 |
|
2.618 |
3.638 |
|
4.250 |
3.476 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.954 |
3.945 |
| PP |
3.950 |
3.932 |
| S1 |
3.947 |
3.920 |
|