NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.981 |
3.870 |
-0.111 |
-2.8% |
4.064 |
| High |
3.991 |
3.930 |
-0.061 |
-1.5% |
4.103 |
| Low |
3.864 |
3.835 |
-0.029 |
-0.8% |
3.864 |
| Close |
3.879 |
3.901 |
0.022 |
0.6% |
3.879 |
| Range |
0.127 |
0.095 |
-0.032 |
-25.2% |
0.239 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.3% |
0.000 |
| Volume |
34,529 |
23,814 |
-10,715 |
-31.0% |
249,557 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.174 |
4.132 |
3.953 |
|
| R3 |
4.079 |
4.037 |
3.927 |
|
| R2 |
3.984 |
3.984 |
3.918 |
|
| R1 |
3.942 |
3.942 |
3.910 |
3.963 |
| PP |
3.889 |
3.889 |
3.889 |
3.899 |
| S1 |
3.847 |
3.847 |
3.892 |
3.868 |
| S2 |
3.794 |
3.794 |
3.884 |
|
| S3 |
3.699 |
3.752 |
3.875 |
|
| S4 |
3.604 |
3.657 |
3.849 |
|
|
| 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 |
3.835 |
0.268 |
6.9% |
0.113 |
2.9% |
25% |
False |
True |
45,232 |
| 10 |
4.103 |
3.835 |
0.268 |
6.9% |
0.101 |
2.6% |
25% |
False |
True |
38,513 |
| 20 |
4.103 |
3.786 |
0.317 |
8.1% |
0.097 |
2.5% |
36% |
False |
False |
28,473 |
| 40 |
4.604 |
3.786 |
0.818 |
21.0% |
0.092 |
2.4% |
14% |
False |
False |
20,197 |
| 60 |
4.905 |
3.786 |
1.119 |
28.7% |
0.094 |
2.4% |
10% |
False |
False |
17,208 |
| 80 |
4.905 |
3.786 |
1.119 |
28.7% |
0.094 |
2.4% |
10% |
False |
False |
14,514 |
| 100 |
4.905 |
3.786 |
1.119 |
28.7% |
0.094 |
2.4% |
10% |
False |
False |
12,427 |
| 120 |
4.905 |
3.786 |
1.119 |
28.7% |
0.093 |
2.4% |
10% |
False |
False |
11,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.334 |
|
2.618 |
4.179 |
|
1.618 |
4.084 |
|
1.000 |
4.025 |
|
0.618 |
3.989 |
|
HIGH |
3.930 |
|
0.618 |
3.894 |
|
0.500 |
3.883 |
|
0.382 |
3.871 |
|
LOW |
3.835 |
|
0.618 |
3.776 |
|
1.000 |
3.740 |
|
1.618 |
3.681 |
|
2.618 |
3.586 |
|
4.250 |
3.431 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.895 |
3.934 |
| PP |
3.889 |
3.923 |
| S1 |
3.883 |
3.912 |
|