NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.917 |
3.764 |
-0.153 |
-3.9% |
4.003 |
| High |
3.926 |
3.858 |
-0.068 |
-1.7% |
4.041 |
| Low |
3.793 |
3.760 |
-0.033 |
-0.9% |
3.793 |
| Close |
3.807 |
3.828 |
0.021 |
0.6% |
3.807 |
| Range |
0.133 |
0.098 |
-0.035 |
-26.3% |
0.248 |
| ATR |
0.104 |
0.103 |
0.000 |
-0.4% |
0.000 |
| Volume |
58,562 |
56,295 |
-2,267 |
-3.9% |
365,689 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.109 |
4.067 |
3.882 |
|
| R3 |
4.011 |
3.969 |
3.855 |
|
| R2 |
3.913 |
3.913 |
3.846 |
|
| R1 |
3.871 |
3.871 |
3.837 |
3.892 |
| PP |
3.815 |
3.815 |
3.815 |
3.826 |
| S1 |
3.773 |
3.773 |
3.819 |
3.794 |
| S2 |
3.717 |
3.717 |
3.810 |
|
| S3 |
3.619 |
3.675 |
3.801 |
|
| S4 |
3.521 |
3.577 |
3.774 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.624 |
4.464 |
3.943 |
|
| R3 |
4.376 |
4.216 |
3.875 |
|
| R2 |
4.128 |
4.128 |
3.852 |
|
| R1 |
3.968 |
3.968 |
3.830 |
3.924 |
| PP |
3.880 |
3.880 |
3.880 |
3.859 |
| S1 |
3.720 |
3.720 |
3.784 |
3.676 |
| S2 |
3.632 |
3.632 |
3.762 |
|
| S3 |
3.384 |
3.472 |
3.739 |
|
| S4 |
3.136 |
3.224 |
3.671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.041 |
3.760 |
0.281 |
7.3% |
0.119 |
3.1% |
24% |
False |
True |
70,739 |
| 10 |
4.041 |
3.760 |
0.281 |
7.3% |
0.106 |
2.8% |
24% |
False |
True |
60,717 |
| 20 |
4.041 |
3.740 |
0.301 |
7.9% |
0.102 |
2.7% |
29% |
False |
False |
45,654 |
| 40 |
4.575 |
3.740 |
0.835 |
21.8% |
0.098 |
2.5% |
11% |
False |
False |
34,562 |
| 60 |
4.879 |
3.740 |
1.139 |
29.8% |
0.100 |
2.6% |
8% |
False |
False |
31,083 |
| 80 |
4.879 |
3.740 |
1.139 |
29.8% |
0.102 |
2.7% |
8% |
False |
False |
27,881 |
| 100 |
4.879 |
3.740 |
1.139 |
29.8% |
0.103 |
2.7% |
8% |
False |
False |
25,258 |
| 120 |
4.879 |
3.740 |
1.139 |
29.8% |
0.103 |
2.7% |
8% |
False |
False |
23,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.275 |
|
2.618 |
4.115 |
|
1.618 |
4.017 |
|
1.000 |
3.956 |
|
0.618 |
3.919 |
|
HIGH |
3.858 |
|
0.618 |
3.821 |
|
0.500 |
3.809 |
|
0.382 |
3.797 |
|
LOW |
3.760 |
|
0.618 |
3.699 |
|
1.000 |
3.662 |
|
1.618 |
3.601 |
|
2.618 |
3.503 |
|
4.250 |
3.344 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.822 |
3.866 |
| PP |
3.815 |
3.853 |
| S1 |
3.809 |
3.841 |
|