NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.930 |
3.963 |
0.033 |
0.8% |
3.766 |
| High |
3.970 |
4.001 |
0.031 |
0.8% |
3.914 |
| Low |
3.900 |
3.878 |
-0.022 |
-0.6% |
3.740 |
| Close |
3.957 |
3.895 |
-0.062 |
-1.6% |
3.822 |
| Range |
0.070 |
0.123 |
0.053 |
75.7% |
0.174 |
| ATR |
0.094 |
0.096 |
0.002 |
2.2% |
0.000 |
| Volume |
35,411 |
67,779 |
32,368 |
91.4% |
147,217 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.294 |
4.217 |
3.963 |
|
| R3 |
4.171 |
4.094 |
3.929 |
|
| R2 |
4.048 |
4.048 |
3.918 |
|
| R1 |
3.971 |
3.971 |
3.906 |
3.948 |
| PP |
3.925 |
3.925 |
3.925 |
3.913 |
| S1 |
3.848 |
3.848 |
3.884 |
3.825 |
| S2 |
3.802 |
3.802 |
3.872 |
|
| S3 |
3.679 |
3.725 |
3.861 |
|
| S4 |
3.556 |
3.602 |
3.827 |
|
|
| 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 |
4.001 |
3.790 |
0.211 |
5.4% |
0.091 |
2.3% |
50% |
True |
False |
43,181 |
| 10 |
4.001 |
3.740 |
0.261 |
6.7% |
0.098 |
2.5% |
59% |
True |
False |
34,651 |
| 20 |
4.164 |
3.740 |
0.424 |
10.9% |
0.089 |
2.3% |
37% |
False |
False |
30,622 |
| 40 |
4.879 |
3.740 |
1.139 |
29.2% |
0.100 |
2.6% |
14% |
False |
False |
26,623 |
| 60 |
4.879 |
3.740 |
1.139 |
29.2% |
0.100 |
2.6% |
14% |
False |
False |
25,381 |
| 80 |
4.879 |
3.740 |
1.139 |
29.2% |
0.102 |
2.6% |
14% |
False |
False |
22,908 |
| 100 |
4.879 |
3.740 |
1.139 |
29.2% |
0.101 |
2.6% |
14% |
False |
False |
21,288 |
| 120 |
4.879 |
3.740 |
1.139 |
29.2% |
0.107 |
2.7% |
14% |
False |
False |
20,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.524 |
|
2.618 |
4.323 |
|
1.618 |
4.200 |
|
1.000 |
4.124 |
|
0.618 |
4.077 |
|
HIGH |
4.001 |
|
0.618 |
3.954 |
|
0.500 |
3.940 |
|
0.382 |
3.925 |
|
LOW |
3.878 |
|
0.618 |
3.802 |
|
1.000 |
3.755 |
|
1.618 |
3.679 |
|
2.618 |
3.556 |
|
4.250 |
3.355 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.940 |
3.925 |
| PP |
3.925 |
3.915 |
| S1 |
3.910 |
3.905 |
|