NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
3.973 |
4.009 |
0.036 |
0.9% |
3.764 |
High |
4.032 |
4.101 |
0.069 |
1.7% |
3.988 |
Low |
3.932 |
3.973 |
0.041 |
1.0% |
3.760 |
Close |
4.003 |
4.044 |
0.041 |
1.0% |
3.883 |
Range |
0.100 |
0.128 |
0.028 |
28.0% |
0.228 |
ATR |
0.103 |
0.104 |
0.002 |
1.8% |
0.000 |
Volume |
138,058 |
130,266 |
-7,792 |
-5.6% |
300,583 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.423 |
4.362 |
4.114 |
|
R3 |
4.295 |
4.234 |
4.079 |
|
R2 |
4.167 |
4.167 |
4.067 |
|
R1 |
4.106 |
4.106 |
4.056 |
4.137 |
PP |
4.039 |
4.039 |
4.039 |
4.055 |
S1 |
3.978 |
3.978 |
4.032 |
4.009 |
S2 |
3.911 |
3.911 |
4.021 |
|
S3 |
3.783 |
3.850 |
4.009 |
|
S4 |
3.655 |
3.722 |
3.974 |
|
|
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 |
4.101 |
3.870 |
0.231 |
5.7% |
0.095 |
2.3% |
75% |
True |
False |
95,975 |
10 |
4.101 |
3.760 |
0.341 |
8.4% |
0.108 |
2.7% |
83% |
True |
False |
78,926 |
20 |
4.101 |
3.760 |
0.341 |
8.4% |
0.104 |
2.6% |
83% |
True |
False |
68,568 |
40 |
4.394 |
3.740 |
0.654 |
16.2% |
0.097 |
2.4% |
46% |
False |
False |
47,461 |
60 |
4.879 |
3.740 |
1.139 |
28.2% |
0.101 |
2.5% |
27% |
False |
False |
39,270 |
80 |
4.879 |
3.740 |
1.139 |
28.2% |
0.103 |
2.6% |
27% |
False |
False |
34,950 |
100 |
4.879 |
3.740 |
1.139 |
28.2% |
0.102 |
2.5% |
27% |
False |
False |
30,883 |
120 |
4.879 |
3.740 |
1.139 |
28.2% |
0.102 |
2.5% |
27% |
False |
False |
27,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.645 |
2.618 |
4.436 |
1.618 |
4.308 |
1.000 |
4.229 |
0.618 |
4.180 |
HIGH |
4.101 |
0.618 |
4.052 |
0.500 |
4.037 |
0.382 |
4.022 |
LOW |
3.973 |
0.618 |
3.894 |
1.000 |
3.845 |
1.618 |
3.766 |
2.618 |
3.638 |
4.250 |
3.429 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.042 |
4.035 |
PP |
4.039 |
4.026 |
S1 |
4.037 |
4.017 |
|