NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.013 |
4.011 |
-0.002 |
0.0% |
3.812 |
| High |
4.041 |
4.013 |
-0.028 |
-0.7% |
4.001 |
| Low |
3.982 |
3.843 |
-0.139 |
-3.5% |
3.790 |
| Close |
4.001 |
3.862 |
-0.139 |
-3.5% |
3.980 |
| Range |
0.059 |
0.170 |
0.111 |
188.1% |
0.211 |
| ATR |
0.093 |
0.099 |
0.005 |
5.9% |
0.000 |
| Volume |
63,109 |
90,546 |
27,437 |
43.5% |
225,080 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.416 |
4.309 |
3.956 |
|
| R3 |
4.246 |
4.139 |
3.909 |
|
| R2 |
4.076 |
4.076 |
3.893 |
|
| R1 |
3.969 |
3.969 |
3.878 |
3.938 |
| PP |
3.906 |
3.906 |
3.906 |
3.890 |
| S1 |
3.799 |
3.799 |
3.846 |
3.768 |
| S2 |
3.736 |
3.736 |
3.831 |
|
| S3 |
3.566 |
3.629 |
3.815 |
|
| S4 |
3.396 |
3.459 |
3.769 |
|
|
| 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 |
3.843 |
0.198 |
5.1% |
0.107 |
2.8% |
10% |
False |
True |
69,756 |
| 10 |
4.041 |
3.784 |
0.257 |
6.7% |
0.100 |
2.6% |
30% |
False |
False |
52,521 |
| 20 |
4.110 |
3.740 |
0.370 |
9.6% |
0.097 |
2.5% |
33% |
False |
False |
39,665 |
| 40 |
4.757 |
3.740 |
1.017 |
26.3% |
0.097 |
2.5% |
12% |
False |
False |
30,902 |
| 60 |
4.879 |
3.740 |
1.139 |
29.5% |
0.100 |
2.6% |
11% |
False |
False |
28,686 |
| 80 |
4.879 |
3.740 |
1.139 |
29.5% |
0.101 |
2.6% |
11% |
False |
False |
25,828 |
| 100 |
4.879 |
3.740 |
1.139 |
29.5% |
0.102 |
2.6% |
11% |
False |
False |
23,633 |
| 120 |
4.879 |
3.740 |
1.139 |
29.5% |
0.105 |
2.7% |
11% |
False |
False |
22,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.736 |
|
2.618 |
4.458 |
|
1.618 |
4.288 |
|
1.000 |
4.183 |
|
0.618 |
4.118 |
|
HIGH |
4.013 |
|
0.618 |
3.948 |
|
0.500 |
3.928 |
|
0.382 |
3.908 |
|
LOW |
3.843 |
|
0.618 |
3.738 |
|
1.000 |
3.673 |
|
1.618 |
3.568 |
|
2.618 |
3.398 |
|
4.250 |
3.121 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.928 |
3.942 |
| PP |
3.906 |
3.915 |
| S1 |
3.884 |
3.889 |
|