NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.860 |
3.930 |
0.070 |
1.8% |
3.766 |
| High |
3.935 |
3.970 |
0.035 |
0.9% |
3.914 |
| Low |
3.849 |
3.900 |
0.051 |
1.3% |
3.740 |
| Close |
3.920 |
3.957 |
0.037 |
0.9% |
3.822 |
| Range |
0.086 |
0.070 |
-0.016 |
-18.6% |
0.174 |
| ATR |
0.096 |
0.094 |
-0.002 |
-1.9% |
0.000 |
| Volume |
22,942 |
35,411 |
12,469 |
54.4% |
147,217 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.152 |
4.125 |
3.996 |
|
| R3 |
4.082 |
4.055 |
3.976 |
|
| R2 |
4.012 |
4.012 |
3.970 |
|
| R1 |
3.985 |
3.985 |
3.963 |
3.999 |
| PP |
3.942 |
3.942 |
3.942 |
3.949 |
| S1 |
3.915 |
3.915 |
3.951 |
3.929 |
| S2 |
3.872 |
3.872 |
3.944 |
|
| S3 |
3.802 |
3.845 |
3.938 |
|
| S4 |
3.732 |
3.775 |
3.919 |
|
|
| 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 |
3.970 |
3.784 |
0.186 |
4.7% |
0.093 |
2.3% |
93% |
True |
False |
35,286 |
| 10 |
3.970 |
3.740 |
0.230 |
5.8% |
0.098 |
2.5% |
94% |
True |
False |
30,132 |
| 20 |
4.192 |
3.740 |
0.452 |
11.4% |
0.086 |
2.2% |
48% |
False |
False |
28,392 |
| 40 |
4.879 |
3.740 |
1.139 |
28.8% |
0.099 |
2.5% |
19% |
False |
False |
25,715 |
| 60 |
4.879 |
3.740 |
1.139 |
28.8% |
0.100 |
2.5% |
19% |
False |
False |
24,717 |
| 80 |
4.879 |
3.740 |
1.139 |
28.8% |
0.101 |
2.6% |
19% |
False |
False |
22,258 |
| 100 |
4.879 |
3.740 |
1.139 |
28.8% |
0.100 |
2.5% |
19% |
False |
False |
20,739 |
| 120 |
4.879 |
3.740 |
1.139 |
28.8% |
0.107 |
2.7% |
19% |
False |
False |
20,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.268 |
|
2.618 |
4.153 |
|
1.618 |
4.083 |
|
1.000 |
4.040 |
|
0.618 |
4.013 |
|
HIGH |
3.970 |
|
0.618 |
3.943 |
|
0.500 |
3.935 |
|
0.382 |
3.927 |
|
LOW |
3.900 |
|
0.618 |
3.857 |
|
1.000 |
3.830 |
|
1.618 |
3.787 |
|
2.618 |
3.717 |
|
4.250 |
3.603 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.950 |
3.931 |
| PP |
3.942 |
3.906 |
| S1 |
3.935 |
3.880 |
|