NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.903 |
3.871 |
-0.032 |
-0.8% |
4.003 |
| High |
3.917 |
3.988 |
0.071 |
1.8% |
4.041 |
| Low |
3.829 |
3.830 |
0.001 |
0.0% |
3.793 |
| Close |
3.860 |
3.930 |
0.070 |
1.8% |
3.807 |
| Range |
0.088 |
0.158 |
0.070 |
79.5% |
0.248 |
| ATR |
0.104 |
0.108 |
0.004 |
3.7% |
0.000 |
| Volume |
55,381 |
78,246 |
22,865 |
41.3% |
365,689 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.390 |
4.318 |
4.017 |
|
| R3 |
4.232 |
4.160 |
3.973 |
|
| R2 |
4.074 |
4.074 |
3.959 |
|
| R1 |
4.002 |
4.002 |
3.944 |
4.038 |
| PP |
3.916 |
3.916 |
3.916 |
3.934 |
| S1 |
3.844 |
3.844 |
3.916 |
3.880 |
| S2 |
3.758 |
3.758 |
3.901 |
|
| S3 |
3.600 |
3.686 |
3.887 |
|
| S4 |
3.442 |
3.528 |
3.843 |
|
|
| 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 |
3.988 |
3.760 |
0.228 |
5.8% |
0.120 |
3.1% |
75% |
True |
False |
61,878 |
| 10 |
4.041 |
3.760 |
0.281 |
7.2% |
0.115 |
2.9% |
60% |
False |
False |
67,557 |
| 20 |
4.041 |
3.740 |
0.301 |
7.7% |
0.106 |
2.7% |
63% |
False |
False |
51,104 |
| 40 |
4.575 |
3.740 |
0.835 |
21.2% |
0.100 |
2.5% |
23% |
False |
False |
37,838 |
| 60 |
4.879 |
3.740 |
1.139 |
29.0% |
0.101 |
2.6% |
17% |
False |
False |
33,285 |
| 80 |
4.879 |
3.740 |
1.139 |
29.0% |
0.103 |
2.6% |
17% |
False |
False |
29,937 |
| 100 |
4.879 |
3.740 |
1.139 |
29.0% |
0.103 |
2.6% |
17% |
False |
False |
26,822 |
| 120 |
4.879 |
3.740 |
1.139 |
29.0% |
0.103 |
2.6% |
17% |
False |
False |
24,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.660 |
|
2.618 |
4.402 |
|
1.618 |
4.244 |
|
1.000 |
4.146 |
|
0.618 |
4.086 |
|
HIGH |
3.988 |
|
0.618 |
3.928 |
|
0.500 |
3.909 |
|
0.382 |
3.890 |
|
LOW |
3.830 |
|
0.618 |
3.732 |
|
1.000 |
3.672 |
|
1.618 |
3.574 |
|
2.618 |
3.416 |
|
4.250 |
3.159 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.923 |
3.921 |
| PP |
3.916 |
3.911 |
| S1 |
3.909 |
3.902 |
|