NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 27-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.977 |
3.973 |
-0.004 |
-0.1% |
3.764 |
| High |
4.021 |
4.032 |
0.011 |
0.3% |
3.988 |
| Low |
3.936 |
3.932 |
-0.004 |
-0.1% |
3.760 |
| Close |
3.949 |
4.003 |
0.054 |
1.4% |
3.883 |
| Range |
0.085 |
0.100 |
0.015 |
17.6% |
0.228 |
| ATR |
0.103 |
0.103 |
0.000 |
-0.2% |
0.000 |
| Volume |
87,957 |
138,058 |
50,101 |
57.0% |
300,583 |
|
| Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.289 |
4.246 |
4.058 |
|
| R3 |
4.189 |
4.146 |
4.031 |
|
| R2 |
4.089 |
4.089 |
4.021 |
|
| R1 |
4.046 |
4.046 |
4.012 |
4.068 |
| PP |
3.989 |
3.989 |
3.989 |
4.000 |
| S1 |
3.946 |
3.946 |
3.994 |
3.968 |
| S2 |
3.889 |
3.889 |
3.985 |
|
| S3 |
3.789 |
3.846 |
3.976 |
|
| S4 |
3.689 |
3.746 |
3.948 |
|
|
| 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 |
4.032 |
3.830 |
0.202 |
5.0% |
0.101 |
2.5% |
86% |
True |
False |
85,571 |
| 10 |
4.032 |
3.760 |
0.272 |
6.8% |
0.108 |
2.7% |
89% |
True |
False |
74,418 |
| 20 |
4.041 |
3.760 |
0.281 |
7.0% |
0.104 |
2.6% |
86% |
False |
False |
63,470 |
| 40 |
4.433 |
3.740 |
0.693 |
17.3% |
0.097 |
2.4% |
38% |
False |
False |
44,598 |
| 60 |
4.879 |
3.740 |
1.139 |
28.5% |
0.100 |
2.5% |
23% |
False |
False |
37,406 |
| 80 |
4.879 |
3.740 |
1.139 |
28.5% |
0.103 |
2.6% |
23% |
False |
False |
33,431 |
| 100 |
4.879 |
3.740 |
1.139 |
28.5% |
0.101 |
2.5% |
23% |
False |
False |
29,660 |
| 120 |
4.879 |
3.740 |
1.139 |
28.5% |
0.102 |
2.5% |
23% |
False |
False |
27,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.457 |
|
2.618 |
4.294 |
|
1.618 |
4.194 |
|
1.000 |
4.132 |
|
0.618 |
4.094 |
|
HIGH |
4.032 |
|
0.618 |
3.994 |
|
0.500 |
3.982 |
|
0.382 |
3.970 |
|
LOW |
3.932 |
|
0.618 |
3.870 |
|
1.000 |
3.832 |
|
1.618 |
3.770 |
|
2.618 |
3.670 |
|
4.250 |
3.507 |
|
|
| Fisher Pivots for day following 27-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.996 |
3.988 |
| PP |
3.989 |
3.973 |
| S1 |
3.982 |
3.959 |
|