NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.056 |
4.048 |
-0.008 |
-0.2% |
3.898 |
| High |
4.085 |
4.078 |
-0.007 |
-0.2% |
4.101 |
| Low |
4.012 |
3.885 |
-0.127 |
-3.2% |
3.885 |
| Close |
4.065 |
3.890 |
-0.175 |
-4.3% |
4.065 |
| Range |
0.073 |
0.193 |
0.120 |
164.4% |
0.216 |
| ATR |
0.102 |
0.109 |
0.006 |
6.3% |
0.000 |
| Volume |
72,912 |
143,803 |
70,891 |
97.2% |
503,036 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.530 |
4.403 |
3.996 |
|
| R3 |
4.337 |
4.210 |
3.943 |
|
| R2 |
4.144 |
4.144 |
3.925 |
|
| R1 |
4.017 |
4.017 |
3.908 |
3.984 |
| PP |
3.951 |
3.951 |
3.951 |
3.935 |
| S1 |
3.824 |
3.824 |
3.872 |
3.791 |
| S2 |
3.758 |
3.758 |
3.855 |
|
| S3 |
3.565 |
3.631 |
3.837 |
|
| S4 |
3.372 |
3.438 |
3.784 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.665 |
4.581 |
4.184 |
|
| R3 |
4.449 |
4.365 |
4.124 |
|
| R2 |
4.233 |
4.233 |
4.105 |
|
| R1 |
4.149 |
4.149 |
4.085 |
4.191 |
| PP |
4.017 |
4.017 |
4.017 |
4.038 |
| S1 |
3.933 |
3.933 |
4.045 |
3.975 |
| S2 |
3.801 |
3.801 |
4.025 |
|
| S3 |
3.585 |
3.717 |
4.006 |
|
| S4 |
3.369 |
3.501 |
3.946 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.101 |
3.885 |
0.216 |
5.6% |
0.116 |
3.0% |
2% |
False |
True |
114,599 |
| 10 |
4.101 |
3.815 |
0.286 |
7.4% |
0.111 |
2.9% |
26% |
False |
False |
89,112 |
| 20 |
4.101 |
3.760 |
0.341 |
8.8% |
0.109 |
2.8% |
38% |
False |
False |
74,915 |
| 40 |
4.229 |
3.740 |
0.489 |
12.6% |
0.098 |
2.5% |
31% |
False |
False |
51,771 |
| 60 |
4.879 |
3.740 |
1.139 |
29.3% |
0.103 |
2.6% |
13% |
False |
False |
42,032 |
| 80 |
4.879 |
3.740 |
1.139 |
29.3% |
0.103 |
2.6% |
13% |
False |
False |
37,198 |
| 100 |
4.879 |
3.740 |
1.139 |
29.3% |
0.103 |
2.7% |
13% |
False |
False |
32,714 |
| 120 |
4.879 |
3.740 |
1.139 |
29.3% |
0.102 |
2.6% |
13% |
False |
False |
29,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.898 |
|
2.618 |
4.583 |
|
1.618 |
4.390 |
|
1.000 |
4.271 |
|
0.618 |
4.197 |
|
HIGH |
4.078 |
|
0.618 |
4.004 |
|
0.500 |
3.982 |
|
0.382 |
3.959 |
|
LOW |
3.885 |
|
0.618 |
3.766 |
|
1.000 |
3.692 |
|
1.618 |
3.573 |
|
2.618 |
3.380 |
|
4.250 |
3.065 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.982 |
3.993 |
| PP |
3.951 |
3.959 |
| S1 |
3.921 |
3.924 |
|