NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 13-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2014 |
13-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.081 |
4.073 |
-0.008 |
-0.2% |
3.871 |
| High |
4.103 |
4.073 |
-0.030 |
-0.7% |
4.067 |
| Low |
4.048 |
3.914 |
-0.134 |
-3.3% |
3.853 |
| Close |
4.067 |
3.935 |
-0.132 |
-3.2% |
4.045 |
| Range |
0.055 |
0.159 |
0.104 |
189.1% |
0.214 |
| ATR |
0.089 |
0.094 |
0.005 |
5.7% |
0.000 |
| Volume |
54,224 |
51,803 |
-2,421 |
-4.5% |
136,738 |
|
| Daily Pivots for day following 13-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.451 |
4.352 |
4.022 |
|
| R3 |
4.292 |
4.193 |
3.979 |
|
| R2 |
4.133 |
4.133 |
3.964 |
|
| R1 |
4.034 |
4.034 |
3.950 |
4.004 |
| PP |
3.974 |
3.974 |
3.974 |
3.959 |
| S1 |
3.875 |
3.875 |
3.920 |
3.845 |
| S2 |
3.815 |
3.815 |
3.906 |
|
| S3 |
3.656 |
3.716 |
3.891 |
|
| S4 |
3.497 |
3.557 |
3.848 |
|
|
| 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 |
3.914 |
0.189 |
4.8% |
0.101 |
2.6% |
11% |
False |
True |
45,155 |
| 10 |
4.103 |
3.844 |
0.259 |
6.6% |
0.096 |
2.4% |
35% |
False |
False |
33,430 |
| 20 |
4.139 |
3.786 |
0.353 |
9.0% |
0.094 |
2.4% |
42% |
False |
False |
24,289 |
| 40 |
4.783 |
3.786 |
0.997 |
25.3% |
0.091 |
2.3% |
15% |
False |
False |
17,940 |
| 60 |
4.905 |
3.786 |
1.119 |
28.4% |
0.093 |
2.4% |
13% |
False |
False |
15,504 |
| 80 |
4.905 |
3.786 |
1.119 |
28.4% |
0.092 |
2.3% |
13% |
False |
False |
13,146 |
| 100 |
4.905 |
3.786 |
1.119 |
28.4% |
0.093 |
2.4% |
13% |
False |
False |
11,439 |
| 120 |
4.905 |
3.786 |
1.119 |
28.4% |
0.095 |
2.4% |
13% |
False |
False |
10,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.749 |
|
2.618 |
4.489 |
|
1.618 |
4.330 |
|
1.000 |
4.232 |
|
0.618 |
4.171 |
|
HIGH |
4.073 |
|
0.618 |
4.012 |
|
0.500 |
3.994 |
|
0.382 |
3.975 |
|
LOW |
3.914 |
|
0.618 |
3.816 |
|
1.000 |
3.755 |
|
1.618 |
3.657 |
|
2.618 |
3.498 |
|
4.250 |
3.238 |
|
|
| Fisher Pivots for day following 13-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.994 |
4.009 |
| PP |
3.974 |
3.984 |
| S1 |
3.955 |
3.960 |
|