NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.764 |
3.826 |
0.062 |
1.6% |
4.003 |
| High |
3.858 |
3.940 |
0.082 |
2.1% |
4.041 |
| Low |
3.760 |
3.815 |
0.055 |
1.5% |
3.793 |
| Close |
3.828 |
3.908 |
0.080 |
2.1% |
3.807 |
| Range |
0.098 |
0.125 |
0.027 |
27.6% |
0.248 |
| ATR |
0.103 |
0.105 |
0.002 |
1.5% |
0.000 |
| Volume |
56,295 |
60,906 |
4,611 |
8.2% |
365,689 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.263 |
4.210 |
3.977 |
|
| R3 |
4.138 |
4.085 |
3.942 |
|
| R2 |
4.013 |
4.013 |
3.931 |
|
| R1 |
3.960 |
3.960 |
3.919 |
3.987 |
| PP |
3.888 |
3.888 |
3.888 |
3.901 |
| S1 |
3.835 |
3.835 |
3.897 |
3.862 |
| S2 |
3.763 |
3.763 |
3.885 |
|
| S3 |
3.638 |
3.710 |
3.874 |
|
| S4 |
3.513 |
3.585 |
3.839 |
|
|
| 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 |
4.013 |
3.760 |
0.253 |
6.5% |
0.132 |
3.4% |
58% |
False |
False |
70,298 |
| 10 |
4.041 |
3.760 |
0.281 |
7.2% |
0.110 |
2.8% |
53% |
False |
False |
64,514 |
| 20 |
4.041 |
3.740 |
0.301 |
7.7% |
0.103 |
2.6% |
56% |
False |
False |
46,961 |
| 40 |
4.575 |
3.740 |
0.835 |
21.4% |
0.098 |
2.5% |
20% |
False |
False |
35,538 |
| 60 |
4.879 |
3.740 |
1.139 |
29.1% |
0.101 |
2.6% |
15% |
False |
False |
31,585 |
| 80 |
4.879 |
3.740 |
1.139 |
29.1% |
0.103 |
2.6% |
15% |
False |
False |
28,496 |
| 100 |
4.879 |
3.740 |
1.139 |
29.1% |
0.103 |
2.6% |
15% |
False |
False |
25,741 |
| 120 |
4.879 |
3.740 |
1.139 |
29.1% |
0.103 |
2.6% |
15% |
False |
False |
23,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.471 |
|
2.618 |
4.267 |
|
1.618 |
4.142 |
|
1.000 |
4.065 |
|
0.618 |
4.017 |
|
HIGH |
3.940 |
|
0.618 |
3.892 |
|
0.500 |
3.878 |
|
0.382 |
3.863 |
|
LOW |
3.815 |
|
0.618 |
3.738 |
|
1.000 |
3.690 |
|
1.618 |
3.613 |
|
2.618 |
3.488 |
|
4.250 |
3.284 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.898 |
3.889 |
| PP |
3.888 |
3.869 |
| S1 |
3.878 |
3.850 |
|