NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.011 |
3.842 |
-0.169 |
-4.2% |
3.812 |
| High |
4.013 |
3.971 |
-0.042 |
-1.0% |
4.001 |
| Low |
3.843 |
3.835 |
-0.008 |
-0.2% |
3.790 |
| Close |
3.862 |
3.930 |
0.068 |
1.8% |
3.980 |
| Range |
0.170 |
0.136 |
-0.034 |
-20.0% |
0.211 |
| ATR |
0.099 |
0.101 |
0.003 |
2.7% |
0.000 |
| Volume |
90,546 |
85,185 |
-5,361 |
-5.9% |
225,080 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.320 |
4.261 |
4.005 |
|
| R3 |
4.184 |
4.125 |
3.967 |
|
| R2 |
4.048 |
4.048 |
3.955 |
|
| R1 |
3.989 |
3.989 |
3.942 |
4.019 |
| PP |
3.912 |
3.912 |
3.912 |
3.927 |
| S1 |
3.853 |
3.853 |
3.918 |
3.883 |
| S2 |
3.776 |
3.776 |
3.905 |
|
| S3 |
3.640 |
3.717 |
3.893 |
|
| S4 |
3.504 |
3.581 |
3.855 |
|
|
| 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 |
3.835 |
0.206 |
5.2% |
0.110 |
2.8% |
46% |
False |
True |
73,237 |
| 10 |
4.041 |
3.790 |
0.251 |
6.4% |
0.101 |
2.6% |
56% |
False |
False |
58,209 |
| 20 |
4.041 |
3.740 |
0.301 |
7.7% |
0.096 |
2.4% |
63% |
False |
False |
42,916 |
| 40 |
4.688 |
3.740 |
0.948 |
24.1% |
0.097 |
2.5% |
20% |
False |
False |
32,714 |
| 60 |
4.879 |
3.740 |
1.139 |
29.0% |
0.100 |
2.5% |
17% |
False |
False |
29,869 |
| 80 |
4.879 |
3.740 |
1.139 |
29.0% |
0.101 |
2.6% |
17% |
False |
False |
26,738 |
| 100 |
4.879 |
3.740 |
1.139 |
29.0% |
0.103 |
2.6% |
17% |
False |
False |
24,345 |
| 120 |
4.879 |
3.740 |
1.139 |
29.0% |
0.104 |
2.6% |
17% |
False |
False |
23,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.549 |
|
2.618 |
4.327 |
|
1.618 |
4.191 |
|
1.000 |
4.107 |
|
0.618 |
4.055 |
|
HIGH |
3.971 |
|
0.618 |
3.919 |
|
0.500 |
3.903 |
|
0.382 |
3.887 |
|
LOW |
3.835 |
|
0.618 |
3.751 |
|
1.000 |
3.699 |
|
1.618 |
3.615 |
|
2.618 |
3.479 |
|
4.250 |
3.257 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.921 |
3.938 |
| PP |
3.912 |
3.935 |
| S1 |
3.903 |
3.933 |
|