NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 12-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.003 |
4.013 |
0.010 |
0.2% |
3.812 |
| High |
4.030 |
4.041 |
0.011 |
0.3% |
4.001 |
| Low |
3.945 |
3.982 |
0.037 |
0.9% |
3.790 |
| Close |
3.988 |
4.001 |
0.013 |
0.3% |
3.980 |
| Range |
0.085 |
0.059 |
-0.026 |
-30.6% |
0.211 |
| ATR |
0.096 |
0.093 |
-0.003 |
-2.7% |
0.000 |
| Volume |
68,287 |
63,109 |
-5,178 |
-7.6% |
225,080 |
|
| Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.185 |
4.152 |
4.033 |
|
| R3 |
4.126 |
4.093 |
4.017 |
|
| R2 |
4.067 |
4.067 |
4.012 |
|
| R1 |
4.034 |
4.034 |
4.006 |
4.021 |
| PP |
4.008 |
4.008 |
4.008 |
4.002 |
| S1 |
3.975 |
3.975 |
3.996 |
3.962 |
| S2 |
3.949 |
3.949 |
3.990 |
|
| S3 |
3.890 |
3.916 |
3.985 |
|
| S4 |
3.831 |
3.857 |
3.969 |
|
|
| 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 |
4.041 |
3.878 |
0.163 |
4.1% |
0.087 |
2.2% |
75% |
True |
False |
58,729 |
| 10 |
4.041 |
3.768 |
0.273 |
6.8% |
0.090 |
2.3% |
85% |
True |
False |
46,386 |
| 20 |
4.144 |
3.740 |
0.404 |
10.1% |
0.091 |
2.3% |
65% |
False |
False |
36,339 |
| 40 |
4.757 |
3.740 |
1.017 |
25.4% |
0.094 |
2.3% |
26% |
False |
False |
29,158 |
| 60 |
4.879 |
3.740 |
1.139 |
28.5% |
0.099 |
2.5% |
23% |
False |
False |
27,339 |
| 80 |
4.879 |
3.740 |
1.139 |
28.5% |
0.100 |
2.5% |
23% |
False |
False |
24,963 |
| 100 |
4.879 |
3.740 |
1.139 |
28.5% |
0.101 |
2.5% |
23% |
False |
False |
22,884 |
| 120 |
4.879 |
3.740 |
1.139 |
28.5% |
0.105 |
2.6% |
23% |
False |
False |
21,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.292 |
|
2.618 |
4.195 |
|
1.618 |
4.136 |
|
1.000 |
4.100 |
|
0.618 |
4.077 |
|
HIGH |
4.041 |
|
0.618 |
4.018 |
|
0.500 |
4.012 |
|
0.382 |
4.005 |
|
LOW |
3.982 |
|
0.618 |
3.946 |
|
1.000 |
3.923 |
|
1.618 |
3.887 |
|
2.618 |
3.828 |
|
4.250 |
3.731 |
|
|
| Fisher Pivots for day following 12-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.012 |
3.989 |
| PP |
4.008 |
3.978 |
| S1 |
4.005 |
3.966 |
|