NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.915 |
3.981 |
0.066 |
1.7% |
4.064 |
| High |
4.033 |
3.991 |
-0.042 |
-1.0% |
4.103 |
| Low |
3.906 |
3.864 |
-0.042 |
-1.1% |
3.864 |
| Close |
3.999 |
3.879 |
-0.120 |
-3.0% |
3.879 |
| Range |
0.127 |
0.127 |
0.000 |
0.0% |
0.239 |
| ATR |
0.096 |
0.099 |
0.003 |
2.9% |
0.000 |
| Volume |
61,793 |
34,529 |
-27,264 |
-44.1% |
249,557 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.292 |
4.213 |
3.949 |
|
| R3 |
4.165 |
4.086 |
3.914 |
|
| R2 |
4.038 |
4.038 |
3.902 |
|
| R1 |
3.959 |
3.959 |
3.891 |
3.935 |
| PP |
3.911 |
3.911 |
3.911 |
3.900 |
| S1 |
3.832 |
3.832 |
3.867 |
3.808 |
| S2 |
3.784 |
3.784 |
3.856 |
|
| S3 |
3.657 |
3.705 |
3.844 |
|
| S4 |
3.530 |
3.578 |
3.809 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.666 |
4.511 |
4.010 |
|
| R3 |
4.427 |
4.272 |
3.945 |
|
| R2 |
4.188 |
4.188 |
3.923 |
|
| R1 |
4.033 |
4.033 |
3.901 |
3.991 |
| PP |
3.949 |
3.949 |
3.949 |
3.928 |
| S1 |
3.794 |
3.794 |
3.857 |
3.752 |
| S2 |
3.710 |
3.710 |
3.835 |
|
| S3 |
3.471 |
3.555 |
3.813 |
|
| S4 |
3.232 |
3.316 |
3.748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.103 |
3.864 |
0.239 |
6.2% |
0.110 |
2.8% |
6% |
False |
True |
49,911 |
| 10 |
4.103 |
3.853 |
0.250 |
6.4% |
0.100 |
2.6% |
10% |
False |
False |
38,629 |
| 20 |
4.103 |
3.786 |
0.317 |
8.2% |
0.097 |
2.5% |
29% |
False |
False |
27,755 |
| 40 |
4.633 |
3.786 |
0.847 |
21.8% |
0.092 |
2.4% |
11% |
False |
False |
20,000 |
| 60 |
4.905 |
3.786 |
1.119 |
28.8% |
0.094 |
2.4% |
8% |
False |
False |
16,936 |
| 80 |
4.905 |
3.786 |
1.119 |
28.8% |
0.094 |
2.4% |
8% |
False |
False |
14,270 |
| 100 |
4.905 |
3.786 |
1.119 |
28.8% |
0.094 |
2.4% |
8% |
False |
False |
12,224 |
| 120 |
4.905 |
3.786 |
1.119 |
28.8% |
0.093 |
2.4% |
8% |
False |
False |
11,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.531 |
|
2.618 |
4.323 |
|
1.618 |
4.196 |
|
1.000 |
4.118 |
|
0.618 |
4.069 |
|
HIGH |
3.991 |
|
0.618 |
3.942 |
|
0.500 |
3.928 |
|
0.382 |
3.913 |
|
LOW |
3.864 |
|
0.618 |
3.786 |
|
1.000 |
3.737 |
|
1.618 |
3.659 |
|
2.618 |
3.532 |
|
4.250 |
3.324 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.928 |
3.969 |
| PP |
3.911 |
3.939 |
| S1 |
3.895 |
3.909 |
|