NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.999 |
4.036 |
0.037 |
0.9% |
3.842 |
| High |
4.038 |
4.067 |
0.029 |
0.7% |
3.970 |
| Low |
3.971 |
3.947 |
-0.024 |
-0.6% |
3.786 |
| Close |
4.024 |
3.962 |
-0.062 |
-1.5% |
3.885 |
| Range |
0.067 |
0.120 |
0.053 |
79.1% |
0.184 |
| ATR |
0.090 |
0.092 |
0.002 |
2.4% |
0.000 |
| Volume |
18,989 |
17,472 |
-1,517 |
-8.0% |
89,506 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.352 |
4.277 |
4.028 |
|
| R3 |
4.232 |
4.157 |
3.995 |
|
| R2 |
4.112 |
4.112 |
3.984 |
|
| R1 |
4.037 |
4.037 |
3.973 |
4.015 |
| PP |
3.992 |
3.992 |
3.992 |
3.981 |
| S1 |
3.917 |
3.917 |
3.951 |
3.895 |
| S2 |
3.872 |
3.872 |
3.940 |
|
| S3 |
3.752 |
3.797 |
3.929 |
|
| S4 |
3.632 |
3.677 |
3.896 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.432 |
4.343 |
3.986 |
|
| R3 |
4.248 |
4.159 |
3.936 |
|
| R2 |
4.064 |
4.064 |
3.919 |
|
| R1 |
3.975 |
3.975 |
3.902 |
4.020 |
| PP |
3.880 |
3.880 |
3.880 |
3.903 |
| S1 |
3.791 |
3.791 |
3.868 |
3.836 |
| S2 |
3.696 |
3.696 |
3.851 |
|
| S3 |
3.512 |
3.607 |
3.834 |
|
| S4 |
3.328 |
3.423 |
3.784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.067 |
3.853 |
0.214 |
5.4% |
0.089 |
2.3% |
51% |
True |
False |
21,883 |
| 10 |
4.067 |
3.786 |
0.281 |
7.1% |
0.095 |
2.4% |
63% |
True |
False |
18,914 |
| 20 |
4.204 |
3.786 |
0.418 |
10.6% |
0.085 |
2.1% |
42% |
False |
False |
16,770 |
| 40 |
4.905 |
3.786 |
1.119 |
28.2% |
0.095 |
2.4% |
16% |
False |
False |
14,181 |
| 60 |
4.905 |
3.786 |
1.119 |
28.2% |
0.093 |
2.4% |
16% |
False |
False |
12,519 |
| 80 |
4.905 |
3.786 |
1.119 |
28.2% |
0.093 |
2.3% |
16% |
False |
False |
10,738 |
| 100 |
4.905 |
3.786 |
1.119 |
28.2% |
0.091 |
2.3% |
16% |
False |
False |
9,433 |
| 120 |
4.905 |
3.786 |
1.119 |
28.2% |
0.095 |
2.4% |
16% |
False |
False |
8,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.577 |
|
2.618 |
4.381 |
|
1.618 |
4.261 |
|
1.000 |
4.187 |
|
0.618 |
4.141 |
|
HIGH |
4.067 |
|
0.618 |
4.021 |
|
0.500 |
4.007 |
|
0.382 |
3.993 |
|
LOW |
3.947 |
|
0.618 |
3.873 |
|
1.000 |
3.827 |
|
1.618 |
3.753 |
|
2.618 |
3.633 |
|
4.250 |
3.437 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.007 |
3.992 |
| PP |
3.992 |
3.982 |
| S1 |
3.977 |
3.972 |
|