NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.978 |
3.953 |
-0.025 |
-0.6% |
4.064 |
| High |
3.983 |
4.055 |
0.072 |
1.8% |
4.103 |
| Low |
3.902 |
3.907 |
0.005 |
0.1% |
3.864 |
| Close |
3.933 |
4.001 |
0.068 |
1.7% |
3.879 |
| Range |
0.081 |
0.148 |
0.067 |
82.7% |
0.239 |
| ATR |
0.098 |
0.102 |
0.004 |
3.6% |
0.000 |
| Volume |
33,894 |
28,268 |
-5,626 |
-16.6% |
249,557 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.432 |
4.364 |
4.082 |
|
| R3 |
4.284 |
4.216 |
4.042 |
|
| R2 |
4.136 |
4.136 |
4.028 |
|
| R1 |
4.068 |
4.068 |
4.015 |
4.102 |
| PP |
3.988 |
3.988 |
3.988 |
4.005 |
| S1 |
3.920 |
3.920 |
3.987 |
3.954 |
| S2 |
3.840 |
3.840 |
3.974 |
|
| S3 |
3.692 |
3.772 |
3.960 |
|
| S4 |
3.544 |
3.624 |
3.920 |
|
|
| 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 |
4.055 |
3.835 |
0.220 |
5.5% |
0.114 |
2.8% |
75% |
True |
False |
28,849 |
| 10 |
4.103 |
3.835 |
0.268 |
6.7% |
0.108 |
2.7% |
62% |
False |
False |
41,434 |
| 20 |
4.103 |
3.786 |
0.317 |
7.9% |
0.102 |
2.5% |
68% |
False |
False |
30,174 |
| 40 |
4.599 |
3.786 |
0.813 |
20.3% |
0.094 |
2.4% |
26% |
False |
False |
21,621 |
| 60 |
4.905 |
3.786 |
1.119 |
28.0% |
0.095 |
2.4% |
19% |
False |
False |
18,299 |
| 80 |
4.905 |
3.786 |
1.119 |
28.0% |
0.095 |
2.4% |
19% |
False |
False |
15,460 |
| 100 |
4.905 |
3.786 |
1.119 |
28.0% |
0.094 |
2.4% |
19% |
False |
False |
13,170 |
| 120 |
4.905 |
3.786 |
1.119 |
28.0% |
0.092 |
2.3% |
19% |
False |
False |
11,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.684 |
|
2.618 |
4.442 |
|
1.618 |
4.294 |
|
1.000 |
4.203 |
|
0.618 |
4.146 |
|
HIGH |
4.055 |
|
0.618 |
3.998 |
|
0.500 |
3.981 |
|
0.382 |
3.964 |
|
LOW |
3.907 |
|
0.618 |
3.816 |
|
1.000 |
3.759 |
|
1.618 |
3.668 |
|
2.618 |
3.520 |
|
4.250 |
3.278 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.994 |
3.992 |
| PP |
3.988 |
3.982 |
| S1 |
3.981 |
3.973 |
|