NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.871 |
3.923 |
0.052 |
1.3% |
3.764 |
| High |
3.988 |
3.931 |
-0.057 |
-1.4% |
3.988 |
| Low |
3.830 |
3.870 |
0.040 |
1.0% |
3.760 |
| Close |
3.930 |
3.883 |
-0.047 |
-1.2% |
3.883 |
| Range |
0.158 |
0.061 |
-0.097 |
-61.4% |
0.228 |
| ATR |
0.108 |
0.104 |
-0.003 |
-3.1% |
0.000 |
| Volume |
78,246 |
49,755 |
-28,491 |
-36.4% |
300,583 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.078 |
4.041 |
3.917 |
|
| R3 |
4.017 |
3.980 |
3.900 |
|
| R2 |
3.956 |
3.956 |
3.894 |
|
| R1 |
3.919 |
3.919 |
3.889 |
3.907 |
| PP |
3.895 |
3.895 |
3.895 |
3.889 |
| S1 |
3.858 |
3.858 |
3.877 |
3.846 |
| S2 |
3.834 |
3.834 |
3.872 |
|
| S3 |
3.773 |
3.797 |
3.866 |
|
| S4 |
3.712 |
3.736 |
3.849 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.561 |
4.450 |
4.008 |
|
| R3 |
4.333 |
4.222 |
3.946 |
|
| R2 |
4.105 |
4.105 |
3.925 |
|
| R1 |
3.994 |
3.994 |
3.904 |
4.050 |
| PP |
3.877 |
3.877 |
3.877 |
3.905 |
| S1 |
3.766 |
3.766 |
3.862 |
3.822 |
| S2 |
3.649 |
3.649 |
3.841 |
|
| S3 |
3.421 |
3.538 |
3.820 |
|
| S4 |
3.193 |
3.310 |
3.758 |
|
|
| 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 |
5.9% |
0.106 |
2.7% |
54% |
False |
False |
60,116 |
| 10 |
4.041 |
3.760 |
0.281 |
7.2% |
0.111 |
2.9% |
44% |
False |
False |
66,627 |
| 20 |
4.041 |
3.740 |
0.301 |
7.8% |
0.104 |
2.7% |
48% |
False |
False |
51,928 |
| 40 |
4.464 |
3.740 |
0.724 |
18.6% |
0.096 |
2.5% |
20% |
False |
False |
38,742 |
| 60 |
4.879 |
3.740 |
1.139 |
29.3% |
0.100 |
2.6% |
13% |
False |
False |
33,732 |
| 80 |
4.879 |
3.740 |
1.139 |
29.3% |
0.103 |
2.6% |
13% |
False |
False |
30,338 |
| 100 |
4.879 |
3.740 |
1.139 |
29.3% |
0.102 |
2.6% |
13% |
False |
False |
27,176 |
| 120 |
4.879 |
3.740 |
1.139 |
29.3% |
0.102 |
2.6% |
13% |
False |
False |
24,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.190 |
|
2.618 |
4.091 |
|
1.618 |
4.030 |
|
1.000 |
3.992 |
|
0.618 |
3.969 |
|
HIGH |
3.931 |
|
0.618 |
3.908 |
|
0.500 |
3.901 |
|
0.382 |
3.893 |
|
LOW |
3.870 |
|
0.618 |
3.832 |
|
1.000 |
3.809 |
|
1.618 |
3.771 |
|
2.618 |
3.710 |
|
4.250 |
3.611 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.901 |
3.909 |
| PP |
3.895 |
3.900 |
| S1 |
3.889 |
3.892 |
|