NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 02-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.106 |
4.104 |
-0.002 |
0.0% |
3.974 |
| High |
4.133 |
4.120 |
-0.013 |
-0.3% |
4.163 |
| Low |
4.069 |
3.934 |
-0.135 |
-3.3% |
3.962 |
| Close |
4.116 |
3.938 |
-0.178 |
-4.3% |
4.116 |
| Range |
0.064 |
0.186 |
0.122 |
190.6% |
0.201 |
| ATR |
0.097 |
0.104 |
0.006 |
6.5% |
0.000 |
| Volume |
51,922 |
31,276 |
-20,646 |
-39.8% |
157,949 |
|
| Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.555 |
4.433 |
4.040 |
|
| R3 |
4.369 |
4.247 |
3.989 |
|
| R2 |
4.183 |
4.183 |
3.972 |
|
| R1 |
4.061 |
4.061 |
3.955 |
4.029 |
| PP |
3.997 |
3.997 |
3.997 |
3.982 |
| S1 |
3.875 |
3.875 |
3.921 |
3.843 |
| S2 |
3.811 |
3.811 |
3.904 |
|
| S3 |
3.625 |
3.689 |
3.887 |
|
| S4 |
3.439 |
3.503 |
3.836 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.683 |
4.601 |
4.227 |
|
| R3 |
4.482 |
4.400 |
4.171 |
|
| R2 |
4.281 |
4.281 |
4.153 |
|
| R1 |
4.199 |
4.199 |
4.134 |
4.240 |
| PP |
4.080 |
4.080 |
4.080 |
4.101 |
| S1 |
3.998 |
3.998 |
4.098 |
4.039 |
| S2 |
3.879 |
3.879 |
4.079 |
|
| S3 |
3.678 |
3.797 |
4.061 |
|
| S4 |
3.477 |
3.596 |
4.005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.163 |
3.934 |
0.229 |
5.8% |
0.112 |
2.8% |
2% |
False |
True |
34,589 |
| 10 |
4.163 |
3.891 |
0.272 |
6.9% |
0.106 |
2.7% |
17% |
False |
False |
30,683 |
| 20 |
4.163 |
3.835 |
0.328 |
8.3% |
0.103 |
2.6% |
31% |
False |
False |
34,598 |
| 40 |
4.267 |
3.786 |
0.481 |
12.2% |
0.093 |
2.4% |
32% |
False |
False |
25,399 |
| 60 |
4.905 |
3.786 |
1.119 |
28.4% |
0.097 |
2.5% |
14% |
False |
False |
20,816 |
| 80 |
4.905 |
3.786 |
1.119 |
28.4% |
0.096 |
2.4% |
14% |
False |
False |
17,676 |
| 100 |
4.905 |
3.786 |
1.119 |
28.4% |
0.095 |
2.4% |
14% |
False |
False |
15,093 |
| 120 |
4.905 |
3.786 |
1.119 |
28.4% |
0.092 |
2.3% |
14% |
False |
False |
13,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.911 |
|
2.618 |
4.607 |
|
1.618 |
4.421 |
|
1.000 |
4.306 |
|
0.618 |
4.235 |
|
HIGH |
4.120 |
|
0.618 |
4.049 |
|
0.500 |
4.027 |
|
0.382 |
4.005 |
|
LOW |
3.934 |
|
0.618 |
3.819 |
|
1.000 |
3.748 |
|
1.618 |
3.633 |
|
2.618 |
3.447 |
|
4.250 |
3.144 |
|
|
| Fisher Pivots for day following 02-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.027 |
4.049 |
| PP |
3.997 |
4.012 |
| S1 |
3.968 |
3.975 |
|