NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.963 |
3.895 |
-0.068 |
-1.7% |
3.812 |
| High |
4.001 |
3.991 |
-0.010 |
-0.2% |
4.001 |
| Low |
3.878 |
3.891 |
0.013 |
0.3% |
3.790 |
| Close |
3.895 |
3.980 |
0.085 |
2.2% |
3.980 |
| Range |
0.123 |
0.100 |
-0.023 |
-18.7% |
0.211 |
| ATR |
0.096 |
0.097 |
0.000 |
0.3% |
0.000 |
| Volume |
67,779 |
59,062 |
-8,717 |
-12.9% |
225,080 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.254 |
4.217 |
4.035 |
|
| R3 |
4.154 |
4.117 |
4.008 |
|
| R2 |
4.054 |
4.054 |
3.998 |
|
| R1 |
4.017 |
4.017 |
3.989 |
4.036 |
| PP |
3.954 |
3.954 |
3.954 |
3.963 |
| S1 |
3.917 |
3.917 |
3.971 |
3.936 |
| S2 |
3.854 |
3.854 |
3.962 |
|
| S3 |
3.754 |
3.817 |
3.953 |
|
| S4 |
3.654 |
3.717 |
3.925 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.557 |
4.479 |
4.096 |
|
| R3 |
4.346 |
4.268 |
4.038 |
|
| R2 |
4.135 |
4.135 |
4.019 |
|
| R1 |
4.057 |
4.057 |
3.999 |
4.096 |
| PP |
3.924 |
3.924 |
3.924 |
3.943 |
| S1 |
3.846 |
3.846 |
3.961 |
3.885 |
| S2 |
3.713 |
3.713 |
3.941 |
|
| S3 |
3.502 |
3.635 |
3.922 |
|
| S4 |
3.291 |
3.424 |
3.864 |
|
|
| 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 |
5.3% |
0.093 |
2.3% |
90% |
False |
False |
45,016 |
| 10 |
4.001 |
3.740 |
0.261 |
6.6% |
0.098 |
2.4% |
92% |
False |
False |
37,229 |
| 20 |
4.164 |
3.740 |
0.424 |
10.7% |
0.091 |
2.3% |
57% |
False |
False |
32,028 |
| 40 |
4.879 |
3.740 |
1.139 |
28.6% |
0.097 |
2.4% |
21% |
False |
False |
27,428 |
| 60 |
4.879 |
3.740 |
1.139 |
28.6% |
0.100 |
2.5% |
21% |
False |
False |
25,817 |
| 80 |
4.879 |
3.740 |
1.139 |
28.6% |
0.102 |
2.6% |
21% |
False |
False |
23,527 |
| 100 |
4.879 |
3.740 |
1.139 |
28.6% |
0.101 |
2.5% |
21% |
False |
False |
21,738 |
| 120 |
4.879 |
3.740 |
1.139 |
28.6% |
0.107 |
2.7% |
21% |
False |
False |
21,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.416 |
|
2.618 |
4.253 |
|
1.618 |
4.153 |
|
1.000 |
4.091 |
|
0.618 |
4.053 |
|
HIGH |
3.991 |
|
0.618 |
3.953 |
|
0.500 |
3.941 |
|
0.382 |
3.929 |
|
LOW |
3.891 |
|
0.618 |
3.829 |
|
1.000 |
3.791 |
|
1.618 |
3.729 |
|
2.618 |
3.629 |
|
4.250 |
3.466 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.967 |
3.967 |
| PP |
3.954 |
3.953 |
| S1 |
3.941 |
3.940 |
|