NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 22-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2014 |
22-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.953 |
3.997 |
0.044 |
1.1% |
3.870 |
| High |
4.055 |
4.002 |
-0.053 |
-1.3% |
4.055 |
| Low |
3.907 |
3.942 |
0.035 |
0.9% |
3.835 |
| Close |
4.001 |
3.956 |
-0.045 |
-1.1% |
3.956 |
| Range |
0.148 |
0.060 |
-0.088 |
-59.5% |
0.220 |
| ATR |
0.102 |
0.099 |
-0.003 |
-2.9% |
0.000 |
| Volume |
28,268 |
31,704 |
3,436 |
12.2% |
141,420 |
|
| Daily Pivots for day following 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.147 |
4.111 |
3.989 |
|
| R3 |
4.087 |
4.051 |
3.973 |
|
| R2 |
4.027 |
4.027 |
3.967 |
|
| R1 |
3.991 |
3.991 |
3.962 |
3.979 |
| PP |
3.967 |
3.967 |
3.967 |
3.961 |
| S1 |
3.931 |
3.931 |
3.951 |
3.919 |
| S2 |
3.907 |
3.907 |
3.945 |
|
| S3 |
3.847 |
3.871 |
3.940 |
|
| S4 |
3.787 |
3.811 |
3.923 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.609 |
4.502 |
4.077 |
|
| R3 |
4.389 |
4.282 |
4.017 |
|
| R2 |
4.169 |
4.169 |
3.996 |
|
| R1 |
4.062 |
4.062 |
3.976 |
4.116 |
| PP |
3.949 |
3.949 |
3.949 |
3.975 |
| S1 |
3.842 |
3.842 |
3.936 |
3.896 |
| S2 |
3.729 |
3.729 |
3.916 |
|
| S3 |
3.509 |
3.622 |
3.896 |
|
| S4 |
3.289 |
3.402 |
3.835 |
|
|
| 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 |
5.6% |
0.100 |
2.5% |
55% |
False |
False |
28,284 |
| 10 |
4.103 |
3.835 |
0.268 |
6.8% |
0.105 |
2.7% |
45% |
False |
False |
39,097 |
| 20 |
4.103 |
3.786 |
0.317 |
8.0% |
0.100 |
2.5% |
54% |
False |
False |
30,861 |
| 40 |
4.489 |
3.786 |
0.703 |
17.8% |
0.092 |
2.3% |
24% |
False |
False |
22,247 |
| 60 |
4.905 |
3.786 |
1.119 |
28.3% |
0.094 |
2.4% |
15% |
False |
False |
18,692 |
| 80 |
4.905 |
3.786 |
1.119 |
28.3% |
0.094 |
2.4% |
15% |
False |
False |
15,785 |
| 100 |
4.905 |
3.786 |
1.119 |
28.3% |
0.094 |
2.4% |
15% |
False |
False |
13,442 |
| 120 |
4.905 |
3.786 |
1.119 |
28.3% |
0.092 |
2.3% |
15% |
False |
False |
11,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.257 |
|
2.618 |
4.159 |
|
1.618 |
4.099 |
|
1.000 |
4.062 |
|
0.618 |
4.039 |
|
HIGH |
4.002 |
|
0.618 |
3.979 |
|
0.500 |
3.972 |
|
0.382 |
3.965 |
|
LOW |
3.942 |
|
0.618 |
3.905 |
|
1.000 |
3.882 |
|
1.618 |
3.845 |
|
2.618 |
3.785 |
|
4.250 |
3.687 |
|
|
| Fisher Pivots for day following 22-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.972 |
3.979 |
| PP |
3.967 |
3.971 |
| S1 |
3.961 |
3.964 |
|