NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.870 |
3.900 |
0.030 |
0.8% |
4.064 |
| High |
3.930 |
4.008 |
0.078 |
2.0% |
4.103 |
| Low |
3.835 |
3.891 |
0.056 |
1.5% |
3.864 |
| Close |
3.901 |
3.977 |
0.076 |
1.9% |
3.879 |
| Range |
0.095 |
0.117 |
0.022 |
23.2% |
0.239 |
| ATR |
0.099 |
0.100 |
0.001 |
1.3% |
0.000 |
| Volume |
23,814 |
23,740 |
-74 |
-0.3% |
249,557 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.310 |
4.260 |
4.041 |
|
| R3 |
4.193 |
4.143 |
4.009 |
|
| R2 |
4.076 |
4.076 |
3.998 |
|
| R1 |
4.026 |
4.026 |
3.988 |
4.051 |
| PP |
3.959 |
3.959 |
3.959 |
3.971 |
| S1 |
3.909 |
3.909 |
3.966 |
3.934 |
| S2 |
3.842 |
3.842 |
3.956 |
|
| S3 |
3.725 |
3.792 |
3.945 |
|
| S4 |
3.608 |
3.675 |
3.913 |
|
|
| 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 |
4.073 |
3.835 |
0.238 |
6.0% |
0.125 |
3.1% |
60% |
False |
False |
39,135 |
| 10 |
4.103 |
3.835 |
0.268 |
6.7% |
0.104 |
2.6% |
53% |
False |
False |
38,864 |
| 20 |
4.103 |
3.786 |
0.317 |
8.0% |
0.099 |
2.5% |
60% |
False |
False |
28,605 |
| 40 |
4.604 |
3.786 |
0.818 |
20.6% |
0.093 |
2.3% |
23% |
False |
False |
20,599 |
| 60 |
4.905 |
3.786 |
1.119 |
28.1% |
0.095 |
2.4% |
17% |
False |
False |
17,465 |
| 80 |
4.905 |
3.786 |
1.119 |
28.1% |
0.094 |
2.4% |
17% |
False |
False |
14,765 |
| 100 |
4.905 |
3.786 |
1.119 |
28.1% |
0.094 |
2.4% |
17% |
False |
False |
12,641 |
| 120 |
4.905 |
3.786 |
1.119 |
28.1% |
0.093 |
2.3% |
17% |
False |
False |
11,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.505 |
|
2.618 |
4.314 |
|
1.618 |
4.197 |
|
1.000 |
4.125 |
|
0.618 |
4.080 |
|
HIGH |
4.008 |
|
0.618 |
3.963 |
|
0.500 |
3.950 |
|
0.382 |
3.936 |
|
LOW |
3.891 |
|
0.618 |
3.819 |
|
1.000 |
3.774 |
|
1.618 |
3.702 |
|
2.618 |
3.585 |
|
4.250 |
3.394 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.968 |
3.959 |
| PP |
3.959 |
3.940 |
| S1 |
3.950 |
3.922 |
|