NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.905 |
3.895 |
-0.010 |
-0.3% |
4.104 |
| High |
3.928 |
3.899 |
-0.029 |
-0.7% |
4.120 |
| Low |
3.838 |
3.834 |
-0.004 |
-0.1% |
3.834 |
| Close |
3.869 |
3.847 |
-0.022 |
-0.6% |
3.847 |
| Range |
0.090 |
0.065 |
-0.025 |
-27.8% |
0.286 |
| ATR |
0.102 |
0.099 |
-0.003 |
-2.6% |
0.000 |
| Volume |
35,971 |
30,683 |
-5,288 |
-14.7% |
140,907 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.055 |
4.016 |
3.883 |
|
| R3 |
3.990 |
3.951 |
3.865 |
|
| R2 |
3.925 |
3.925 |
3.859 |
|
| R1 |
3.886 |
3.886 |
3.853 |
3.873 |
| PP |
3.860 |
3.860 |
3.860 |
3.854 |
| S1 |
3.821 |
3.821 |
3.841 |
3.808 |
| S2 |
3.795 |
3.795 |
3.835 |
|
| S3 |
3.730 |
3.756 |
3.829 |
|
| S4 |
3.665 |
3.691 |
3.811 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.792 |
4.605 |
4.004 |
|
| R3 |
4.506 |
4.319 |
3.926 |
|
| R2 |
4.220 |
4.220 |
3.899 |
|
| R1 |
4.033 |
4.033 |
3.873 |
3.984 |
| PP |
3.934 |
3.934 |
3.934 |
3.909 |
| S1 |
3.747 |
3.747 |
3.821 |
3.698 |
| S2 |
3.648 |
3.648 |
3.795 |
|
| S3 |
3.362 |
3.461 |
3.768 |
|
| S4 |
3.076 |
3.175 |
3.690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.133 |
3.834 |
0.299 |
7.8% |
0.098 |
2.5% |
4% |
False |
True |
38,565 |
| 10 |
4.163 |
3.834 |
0.329 |
8.6% |
0.095 |
2.5% |
4% |
False |
True |
33,056 |
| 20 |
4.163 |
3.834 |
0.329 |
8.6% |
0.102 |
2.6% |
4% |
False |
True |
37,245 |
| 40 |
4.204 |
3.786 |
0.418 |
10.9% |
0.093 |
2.4% |
15% |
False |
False |
27,007 |
| 60 |
4.905 |
3.786 |
1.119 |
29.1% |
0.097 |
2.5% |
5% |
False |
False |
21,869 |
| 80 |
4.905 |
3.786 |
1.119 |
29.1% |
0.095 |
2.5% |
5% |
False |
False |
18,701 |
| 100 |
4.905 |
3.786 |
1.119 |
29.1% |
0.095 |
2.5% |
5% |
False |
False |
16,040 |
| 120 |
4.905 |
3.786 |
1.119 |
29.1% |
0.093 |
2.4% |
5% |
False |
False |
14,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.175 |
|
2.618 |
4.069 |
|
1.618 |
4.004 |
|
1.000 |
3.964 |
|
0.618 |
3.939 |
|
HIGH |
3.899 |
|
0.618 |
3.874 |
|
0.500 |
3.867 |
|
0.382 |
3.859 |
|
LOW |
3.834 |
|
0.618 |
3.794 |
|
1.000 |
3.769 |
|
1.618 |
3.729 |
|
2.618 |
3.664 |
|
4.250 |
3.558 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.867 |
3.898 |
| PP |
3.860 |
3.881 |
| S1 |
3.854 |
3.864 |
|