NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 03-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.104 |
3.938 |
-0.166 |
-4.0% |
3.974 |
| High |
4.120 |
3.962 |
-0.158 |
-3.8% |
4.163 |
| Low |
3.934 |
3.878 |
-0.056 |
-1.4% |
3.962 |
| Close |
3.938 |
3.894 |
-0.044 |
-1.1% |
4.116 |
| Range |
0.186 |
0.084 |
-0.102 |
-54.8% |
0.201 |
| ATR |
0.104 |
0.102 |
-0.001 |
-1.4% |
0.000 |
| Volume |
31,276 |
42,977 |
11,701 |
37.4% |
157,949 |
|
| Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.163 |
4.113 |
3.940 |
|
| R3 |
4.079 |
4.029 |
3.917 |
|
| R2 |
3.995 |
3.995 |
3.909 |
|
| R1 |
3.945 |
3.945 |
3.902 |
3.928 |
| PP |
3.911 |
3.911 |
3.911 |
3.903 |
| S1 |
3.861 |
3.861 |
3.886 |
3.844 |
| S2 |
3.827 |
3.827 |
3.879 |
|
| S3 |
3.743 |
3.777 |
3.871 |
|
| S4 |
3.659 |
3.693 |
3.848 |
|
|
| 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 |
3.878 |
0.285 |
7.3% |
0.112 |
2.9% |
6% |
False |
True |
38,338 |
| 10 |
4.163 |
3.878 |
0.285 |
7.3% |
0.103 |
2.6% |
6% |
False |
True |
32,606 |
| 20 |
4.163 |
3.835 |
0.328 |
8.4% |
0.103 |
2.7% |
18% |
False |
False |
35,735 |
| 40 |
4.259 |
3.786 |
0.473 |
12.1% |
0.093 |
2.4% |
23% |
False |
False |
26,125 |
| 60 |
4.905 |
3.786 |
1.119 |
28.7% |
0.097 |
2.5% |
10% |
False |
False |
21,285 |
| 80 |
4.905 |
3.786 |
1.119 |
28.7% |
0.096 |
2.5% |
10% |
False |
False |
18,085 |
| 100 |
4.905 |
3.786 |
1.119 |
28.7% |
0.094 |
2.4% |
10% |
False |
False |
15,483 |
| 120 |
4.905 |
3.786 |
1.119 |
28.7% |
0.093 |
2.4% |
10% |
False |
False |
13,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.319 |
|
2.618 |
4.182 |
|
1.618 |
4.098 |
|
1.000 |
4.046 |
|
0.618 |
4.014 |
|
HIGH |
3.962 |
|
0.618 |
3.930 |
|
0.500 |
3.920 |
|
0.382 |
3.910 |
|
LOW |
3.878 |
|
0.618 |
3.826 |
|
1.000 |
3.794 |
|
1.618 |
3.742 |
|
2.618 |
3.658 |
|
4.250 |
3.521 |
|
|
| Fisher Pivots for day following 03-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.920 |
4.006 |
| PP |
3.911 |
3.968 |
| S1 |
3.903 |
3.931 |
|