NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.858 |
3.812 |
-0.046 |
-1.2% |
3.766 |
| High |
3.900 |
3.877 |
-0.023 |
-0.6% |
3.914 |
| Low |
3.809 |
3.790 |
-0.019 |
-0.5% |
3.740 |
| Close |
3.822 |
3.859 |
0.037 |
1.0% |
3.822 |
| Range |
0.091 |
0.087 |
-0.004 |
-4.4% |
0.174 |
| ATR |
0.098 |
0.097 |
-0.001 |
-0.8% |
0.000 |
| Volume |
49,889 |
39,886 |
-10,003 |
-20.1% |
147,217 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.103 |
4.068 |
3.907 |
|
| R3 |
4.016 |
3.981 |
3.883 |
|
| R2 |
3.929 |
3.929 |
3.875 |
|
| R1 |
3.894 |
3.894 |
3.867 |
3.912 |
| PP |
3.842 |
3.842 |
3.842 |
3.851 |
| S1 |
3.807 |
3.807 |
3.851 |
3.825 |
| S2 |
3.755 |
3.755 |
3.843 |
|
| S3 |
3.668 |
3.720 |
3.835 |
|
| S4 |
3.581 |
3.633 |
3.811 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.347 |
4.259 |
3.918 |
|
| R3 |
4.173 |
4.085 |
3.870 |
|
| R2 |
3.999 |
3.999 |
3.854 |
|
| R1 |
3.911 |
3.911 |
3.838 |
3.955 |
| PP |
3.825 |
3.825 |
3.825 |
3.848 |
| S1 |
3.737 |
3.737 |
3.806 |
3.781 |
| S2 |
3.651 |
3.651 |
3.790 |
|
| S3 |
3.477 |
3.563 |
3.774 |
|
| S4 |
3.303 |
3.389 |
3.726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.914 |
3.752 |
0.162 |
4.2% |
0.095 |
2.5% |
66% |
False |
False |
34,465 |
| 10 |
3.914 |
3.740 |
0.174 |
4.5% |
0.098 |
2.5% |
68% |
False |
False |
30,590 |
| 20 |
4.229 |
3.740 |
0.489 |
12.7% |
0.087 |
2.2% |
24% |
False |
False |
28,628 |
| 40 |
4.879 |
3.740 |
1.139 |
29.5% |
0.100 |
2.6% |
10% |
False |
False |
25,591 |
| 60 |
4.879 |
3.740 |
1.139 |
29.5% |
0.101 |
2.6% |
10% |
False |
False |
24,626 |
| 80 |
4.879 |
3.740 |
1.139 |
29.5% |
0.102 |
2.6% |
10% |
False |
False |
22,164 |
| 100 |
4.879 |
3.740 |
1.139 |
29.5% |
0.101 |
2.6% |
10% |
False |
False |
20,522 |
| 120 |
4.879 |
3.740 |
1.139 |
29.5% |
0.107 |
2.8% |
10% |
False |
False |
20,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.247 |
|
2.618 |
4.105 |
|
1.618 |
4.018 |
|
1.000 |
3.964 |
|
0.618 |
3.931 |
|
HIGH |
3.877 |
|
0.618 |
3.844 |
|
0.500 |
3.834 |
|
0.382 |
3.823 |
|
LOW |
3.790 |
|
0.618 |
3.736 |
|
1.000 |
3.703 |
|
1.618 |
3.649 |
|
2.618 |
3.562 |
|
4.250 |
3.420 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.851 |
3.856 |
| PP |
3.842 |
3.852 |
| S1 |
3.834 |
3.849 |
|