NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.826 |
3.903 |
0.077 |
2.0% |
4.003 |
| High |
3.940 |
3.917 |
-0.023 |
-0.6% |
4.041 |
| Low |
3.815 |
3.829 |
0.014 |
0.4% |
3.793 |
| Close |
3.908 |
3.860 |
-0.048 |
-1.2% |
3.807 |
| Range |
0.125 |
0.088 |
-0.037 |
-29.6% |
0.248 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.2% |
0.000 |
| Volume |
60,906 |
55,381 |
-5,525 |
-9.1% |
365,689 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.133 |
4.084 |
3.908 |
|
| R3 |
4.045 |
3.996 |
3.884 |
|
| R2 |
3.957 |
3.957 |
3.876 |
|
| R1 |
3.908 |
3.908 |
3.868 |
3.889 |
| PP |
3.869 |
3.869 |
3.869 |
3.859 |
| S1 |
3.820 |
3.820 |
3.852 |
3.801 |
| S2 |
3.781 |
3.781 |
3.844 |
|
| S3 |
3.693 |
3.732 |
3.836 |
|
| S4 |
3.605 |
3.644 |
3.812 |
|
|
| 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 |
3.971 |
3.760 |
0.211 |
5.5% |
0.116 |
3.0% |
47% |
False |
False |
63,265 |
| 10 |
4.041 |
3.760 |
0.281 |
7.3% |
0.112 |
2.9% |
36% |
False |
False |
66,511 |
| 20 |
4.041 |
3.740 |
0.301 |
7.8% |
0.105 |
2.7% |
40% |
False |
False |
48,322 |
| 40 |
4.575 |
3.740 |
0.835 |
21.6% |
0.097 |
2.5% |
14% |
False |
False |
36,407 |
| 60 |
4.879 |
3.740 |
1.139 |
29.5% |
0.100 |
2.6% |
11% |
False |
False |
32,343 |
| 80 |
4.879 |
3.740 |
1.139 |
29.5% |
0.102 |
2.6% |
11% |
False |
False |
29,101 |
| 100 |
4.879 |
3.740 |
1.139 |
29.5% |
0.103 |
2.7% |
11% |
False |
False |
26,110 |
| 120 |
4.879 |
3.740 |
1.139 |
29.5% |
0.103 |
2.7% |
11% |
False |
False |
24,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.291 |
|
2.618 |
4.147 |
|
1.618 |
4.059 |
|
1.000 |
4.005 |
|
0.618 |
3.971 |
|
HIGH |
3.917 |
|
0.618 |
3.883 |
|
0.500 |
3.873 |
|
0.382 |
3.863 |
|
LOW |
3.829 |
|
0.618 |
3.775 |
|
1.000 |
3.741 |
|
1.618 |
3.687 |
|
2.618 |
3.599 |
|
4.250 |
3.455 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.873 |
3.857 |
| PP |
3.869 |
3.853 |
| S1 |
3.864 |
3.850 |
|