NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.048 |
3.891 |
-0.157 |
-3.9% |
3.898 |
| High |
4.078 |
3.917 |
-0.161 |
-3.9% |
4.101 |
| Low |
3.885 |
3.829 |
-0.056 |
-1.4% |
3.885 |
| Close |
3.890 |
3.847 |
-0.043 |
-1.1% |
4.065 |
| Range |
0.193 |
0.088 |
-0.105 |
-54.4% |
0.216 |
| ATR |
0.109 |
0.107 |
-0.001 |
-1.4% |
0.000 |
| Volume |
143,803 |
109,709 |
-34,094 |
-23.7% |
503,036 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.128 |
4.076 |
3.895 |
|
| R3 |
4.040 |
3.988 |
3.871 |
|
| R2 |
3.952 |
3.952 |
3.863 |
|
| R1 |
3.900 |
3.900 |
3.855 |
3.882 |
| PP |
3.864 |
3.864 |
3.864 |
3.856 |
| S1 |
3.812 |
3.812 |
3.839 |
3.794 |
| S2 |
3.776 |
3.776 |
3.831 |
|
| S3 |
3.688 |
3.724 |
3.823 |
|
| S4 |
3.600 |
3.636 |
3.799 |
|
|
| 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 |
3.829 |
0.272 |
7.1% |
0.116 |
3.0% |
7% |
False |
True |
118,949 |
| 10 |
4.101 |
3.829 |
0.272 |
7.1% |
0.107 |
2.8% |
7% |
False |
True |
93,993 |
| 20 |
4.101 |
3.760 |
0.341 |
8.9% |
0.109 |
2.8% |
26% |
False |
False |
79,253 |
| 40 |
4.225 |
3.740 |
0.485 |
12.6% |
0.097 |
2.5% |
22% |
False |
False |
53,796 |
| 60 |
4.879 |
3.740 |
1.139 |
29.6% |
0.102 |
2.7% |
9% |
False |
False |
43,466 |
| 80 |
4.879 |
3.740 |
1.139 |
29.6% |
0.103 |
2.7% |
9% |
False |
False |
38,192 |
| 100 |
4.879 |
3.740 |
1.139 |
29.6% |
0.103 |
2.7% |
9% |
False |
False |
33,644 |
| 120 |
4.879 |
3.740 |
1.139 |
29.6% |
0.102 |
2.6% |
9% |
False |
False |
30,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.291 |
|
2.618 |
4.147 |
|
1.618 |
4.059 |
|
1.000 |
4.005 |
|
0.618 |
3.971 |
|
HIGH |
3.917 |
|
0.618 |
3.883 |
|
0.500 |
3.873 |
|
0.382 |
3.863 |
|
LOW |
3.829 |
|
0.618 |
3.775 |
|
1.000 |
3.741 |
|
1.618 |
3.687 |
|
2.618 |
3.599 |
|
4.250 |
3.455 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.873 |
3.957 |
| PP |
3.864 |
3.920 |
| S1 |
3.856 |
3.884 |
|