NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 25-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.923 |
3.898 |
-0.025 |
-0.6% |
3.764 |
| High |
3.931 |
3.985 |
0.054 |
1.4% |
3.988 |
| Low |
3.870 |
3.885 |
0.015 |
0.4% |
3.760 |
| Close |
3.883 |
3.979 |
0.096 |
2.5% |
3.883 |
| Range |
0.061 |
0.100 |
0.039 |
63.9% |
0.228 |
| ATR |
0.104 |
0.104 |
0.000 |
-0.2% |
0.000 |
| Volume |
49,755 |
73,843 |
24,088 |
48.4% |
300,583 |
|
| Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.250 |
4.214 |
4.034 |
|
| R3 |
4.150 |
4.114 |
4.007 |
|
| R2 |
4.050 |
4.050 |
3.997 |
|
| R1 |
4.014 |
4.014 |
3.988 |
4.032 |
| PP |
3.950 |
3.950 |
3.950 |
3.959 |
| S1 |
3.914 |
3.914 |
3.970 |
3.932 |
| S2 |
3.850 |
3.850 |
3.961 |
|
| S3 |
3.750 |
3.814 |
3.952 |
|
| S4 |
3.650 |
3.714 |
3.924 |
|
|
| 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 |
3.815 |
0.173 |
4.3% |
0.106 |
2.7% |
95% |
False |
False |
63,626 |
| 10 |
4.041 |
3.760 |
0.281 |
7.1% |
0.113 |
2.8% |
78% |
False |
False |
67,182 |
| 20 |
4.041 |
3.752 |
0.289 |
7.3% |
0.103 |
2.6% |
79% |
False |
False |
54,881 |
| 40 |
4.464 |
3.740 |
0.724 |
18.2% |
0.097 |
2.4% |
33% |
False |
False |
39,938 |
| 60 |
4.879 |
3.740 |
1.139 |
28.6% |
0.100 |
2.5% |
21% |
False |
False |
34,446 |
| 80 |
4.879 |
3.740 |
1.139 |
28.6% |
0.103 |
2.6% |
21% |
False |
False |
31,008 |
| 100 |
4.879 |
3.740 |
1.139 |
28.6% |
0.102 |
2.6% |
21% |
False |
False |
27,709 |
| 120 |
4.879 |
3.740 |
1.139 |
28.6% |
0.102 |
2.6% |
21% |
False |
False |
25,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.410 |
|
2.618 |
4.247 |
|
1.618 |
4.147 |
|
1.000 |
4.085 |
|
0.618 |
4.047 |
|
HIGH |
3.985 |
|
0.618 |
3.947 |
|
0.500 |
3.935 |
|
0.382 |
3.923 |
|
LOW |
3.885 |
|
0.618 |
3.823 |
|
1.000 |
3.785 |
|
1.618 |
3.723 |
|
2.618 |
3.623 |
|
4.250 |
3.460 |
|
|
| Fisher Pivots for day following 25-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.964 |
3.956 |
| PP |
3.950 |
3.932 |
| S1 |
3.935 |
3.909 |
|