NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
3.898 |
3.977 |
0.079 |
2.0% |
3.764 |
High |
3.985 |
4.021 |
0.036 |
0.9% |
3.988 |
Low |
3.885 |
3.936 |
0.051 |
1.3% |
3.760 |
Close |
3.979 |
3.949 |
-0.030 |
-0.8% |
3.883 |
Range |
0.100 |
0.085 |
-0.015 |
-15.0% |
0.228 |
ATR |
0.104 |
0.103 |
-0.001 |
-1.3% |
0.000 |
Volume |
73,843 |
87,957 |
14,114 |
19.1% |
300,583 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.224 |
4.171 |
3.996 |
|
R3 |
4.139 |
4.086 |
3.972 |
|
R2 |
4.054 |
4.054 |
3.965 |
|
R1 |
4.001 |
4.001 |
3.957 |
3.985 |
PP |
3.969 |
3.969 |
3.969 |
3.961 |
S1 |
3.916 |
3.916 |
3.941 |
3.900 |
S2 |
3.884 |
3.884 |
3.933 |
|
S3 |
3.799 |
3.831 |
3.926 |
|
S4 |
3.714 |
3.746 |
3.902 |
|
|
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 |
4.021 |
3.829 |
0.192 |
4.9% |
0.098 |
2.5% |
63% |
True |
False |
69,036 |
10 |
4.021 |
3.760 |
0.261 |
6.6% |
0.115 |
2.9% |
72% |
True |
False |
69,667 |
20 |
4.041 |
3.760 |
0.281 |
7.1% |
0.103 |
2.6% |
67% |
False |
False |
58,027 |
40 |
4.460 |
3.740 |
0.720 |
18.2% |
0.096 |
2.4% |
29% |
False |
False |
41,707 |
60 |
4.879 |
3.740 |
1.139 |
28.8% |
0.100 |
2.5% |
18% |
False |
False |
35,473 |
80 |
4.879 |
3.740 |
1.139 |
28.8% |
0.103 |
2.6% |
18% |
False |
False |
31,904 |
100 |
4.879 |
3.740 |
1.139 |
28.8% |
0.101 |
2.6% |
18% |
False |
False |
28,418 |
120 |
4.879 |
3.740 |
1.139 |
28.8% |
0.101 |
2.6% |
18% |
False |
False |
25,978 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.382 |
2.618 |
4.244 |
1.618 |
4.159 |
1.000 |
4.106 |
0.618 |
4.074 |
HIGH |
4.021 |
0.618 |
3.989 |
0.500 |
3.979 |
0.382 |
3.968 |
LOW |
3.936 |
0.618 |
3.883 |
1.000 |
3.851 |
1.618 |
3.798 |
2.618 |
3.713 |
4.250 |
3.575 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3.979 |
3.948 |
PP |
3.969 |
3.947 |
S1 |
3.959 |
3.946 |
|