NYMEX Natural Gas Future November 2014
Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.064 |
4.081 |
0.017 |
0.4% |
3.871 |
High |
4.091 |
4.103 |
0.012 |
0.3% |
4.067 |
Low |
4.011 |
4.048 |
0.037 |
0.9% |
3.853 |
Close |
4.051 |
4.067 |
0.016 |
0.4% |
4.045 |
Range |
0.080 |
0.055 |
-0.025 |
-31.3% |
0.214 |
ATR |
0.091 |
0.089 |
-0.003 |
-2.8% |
0.000 |
Volume |
47,208 |
54,224 |
7,016 |
14.9% |
136,738 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.238 |
4.207 |
4.097 |
|
R3 |
4.183 |
4.152 |
4.082 |
|
R2 |
4.128 |
4.128 |
4.077 |
|
R1 |
4.097 |
4.097 |
4.072 |
4.085 |
PP |
4.073 |
4.073 |
4.073 |
4.067 |
S1 |
4.042 |
4.042 |
4.062 |
4.030 |
S2 |
4.018 |
4.018 |
4.057 |
|
S3 |
3.963 |
3.987 |
4.052 |
|
S4 |
3.908 |
3.932 |
4.037 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.630 |
4.552 |
4.163 |
|
R3 |
4.416 |
4.338 |
4.104 |
|
R2 |
4.202 |
4.202 |
4.084 |
|
R1 |
4.124 |
4.124 |
4.065 |
4.163 |
PP |
3.988 |
3.988 |
3.988 |
4.008 |
S1 |
3.910 |
3.910 |
4.025 |
3.949 |
S2 |
3.774 |
3.774 |
4.006 |
|
S3 |
3.560 |
3.696 |
3.986 |
|
S4 |
3.346 |
3.482 |
3.927 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.103 |
3.947 |
0.156 |
3.8% |
0.083 |
2.0% |
77% |
True |
False |
38,592 |
10 |
4.103 |
3.821 |
0.282 |
6.9% |
0.087 |
2.1% |
87% |
True |
False |
29,920 |
20 |
4.180 |
3.786 |
0.394 |
9.7% |
0.088 |
2.2% |
71% |
False |
False |
22,259 |
40 |
4.783 |
3.786 |
0.997 |
24.5% |
0.089 |
2.2% |
28% |
False |
False |
16,913 |
60 |
4.905 |
3.786 |
1.119 |
27.5% |
0.092 |
2.3% |
25% |
False |
False |
14,698 |
80 |
4.905 |
3.786 |
1.119 |
27.5% |
0.091 |
2.2% |
25% |
False |
False |
12,577 |
100 |
4.905 |
3.786 |
1.119 |
27.5% |
0.092 |
2.3% |
25% |
False |
False |
10,947 |
120 |
4.905 |
3.786 |
1.119 |
27.5% |
0.094 |
2.3% |
25% |
False |
False |
10,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.337 |
2.618 |
4.247 |
1.618 |
4.192 |
1.000 |
4.158 |
0.618 |
4.137 |
HIGH |
4.103 |
0.618 |
4.082 |
0.500 |
4.076 |
0.382 |
4.069 |
LOW |
4.048 |
0.618 |
4.014 |
1.000 |
3.993 |
1.618 |
3.959 |
2.618 |
3.904 |
4.250 |
3.814 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.076 |
4.055 |
PP |
4.073 |
4.044 |
S1 |
4.070 |
4.032 |
|