NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.900 |
3.978 |
0.078 |
2.0% |
4.064 |
| High |
4.008 |
3.983 |
-0.025 |
-0.6% |
4.103 |
| Low |
3.891 |
3.902 |
0.011 |
0.3% |
3.864 |
| Close |
3.977 |
3.933 |
-0.044 |
-1.1% |
3.879 |
| Range |
0.117 |
0.081 |
-0.036 |
-30.8% |
0.239 |
| ATR |
0.100 |
0.098 |
-0.001 |
-1.3% |
0.000 |
| Volume |
23,740 |
33,894 |
10,154 |
42.8% |
249,557 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.182 |
4.139 |
3.978 |
|
| R3 |
4.101 |
4.058 |
3.955 |
|
| R2 |
4.020 |
4.020 |
3.948 |
|
| R1 |
3.977 |
3.977 |
3.940 |
3.958 |
| PP |
3.939 |
3.939 |
3.939 |
3.930 |
| S1 |
3.896 |
3.896 |
3.926 |
3.877 |
| S2 |
3.858 |
3.858 |
3.918 |
|
| S3 |
3.777 |
3.815 |
3.911 |
|
| S4 |
3.696 |
3.734 |
3.888 |
|
|
| 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 |
4.033 |
3.835 |
0.198 |
5.0% |
0.109 |
2.8% |
49% |
False |
False |
35,554 |
| 10 |
4.103 |
3.835 |
0.268 |
6.8% |
0.105 |
2.7% |
37% |
False |
False |
40,354 |
| 20 |
4.103 |
3.786 |
0.317 |
8.1% |
0.100 |
2.5% |
46% |
False |
False |
29,496 |
| 40 |
4.604 |
3.786 |
0.818 |
20.8% |
0.092 |
2.3% |
18% |
False |
False |
21,138 |
| 60 |
4.905 |
3.786 |
1.119 |
28.5% |
0.094 |
2.4% |
13% |
False |
False |
17,938 |
| 80 |
4.905 |
3.786 |
1.119 |
28.5% |
0.094 |
2.4% |
13% |
False |
False |
15,161 |
| 100 |
4.905 |
3.786 |
1.119 |
28.5% |
0.094 |
2.4% |
13% |
False |
False |
12,908 |
| 120 |
4.905 |
3.786 |
1.119 |
28.5% |
0.093 |
2.4% |
13% |
False |
False |
11,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.327 |
|
2.618 |
4.195 |
|
1.618 |
4.114 |
|
1.000 |
4.064 |
|
0.618 |
4.033 |
|
HIGH |
3.983 |
|
0.618 |
3.952 |
|
0.500 |
3.943 |
|
0.382 |
3.933 |
|
LOW |
3.902 |
|
0.618 |
3.852 |
|
1.000 |
3.821 |
|
1.618 |
3.771 |
|
2.618 |
3.690 |
|
4.250 |
3.558 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.943 |
3.929 |
| PP |
3.939 |
3.925 |
| S1 |
3.936 |
3.922 |
|