NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.895 |
3.812 |
-0.083 |
-2.1% |
4.104 |
| High |
3.899 |
3.950 |
0.051 |
1.3% |
4.120 |
| Low |
3.834 |
3.812 |
-0.022 |
-0.6% |
3.834 |
| Close |
3.847 |
3.927 |
0.080 |
2.1% |
3.847 |
| Range |
0.065 |
0.138 |
0.073 |
112.3% |
0.286 |
| ATR |
0.099 |
0.102 |
0.003 |
2.8% |
0.000 |
| Volume |
30,683 |
31,010 |
327 |
1.1% |
140,907 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.310 |
4.257 |
4.003 |
|
| R3 |
4.172 |
4.119 |
3.965 |
|
| R2 |
4.034 |
4.034 |
3.952 |
|
| R1 |
3.981 |
3.981 |
3.940 |
4.008 |
| PP |
3.896 |
3.896 |
3.896 |
3.910 |
| S1 |
3.843 |
3.843 |
3.914 |
3.870 |
| S2 |
3.758 |
3.758 |
3.902 |
|
| S3 |
3.620 |
3.705 |
3.889 |
|
| S4 |
3.482 |
3.567 |
3.851 |
|
|
| 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 |
4.120 |
3.812 |
0.308 |
7.8% |
0.113 |
2.9% |
37% |
False |
True |
34,383 |
| 10 |
4.163 |
3.812 |
0.351 |
8.9% |
0.103 |
2.6% |
33% |
False |
True |
32,986 |
| 20 |
4.163 |
3.812 |
0.351 |
8.9% |
0.104 |
2.6% |
33% |
False |
True |
36,042 |
| 40 |
4.204 |
3.786 |
0.418 |
10.6% |
0.096 |
2.4% |
34% |
False |
False |
27,297 |
| 60 |
4.905 |
3.786 |
1.119 |
28.5% |
0.096 |
2.4% |
13% |
False |
False |
22,180 |
| 80 |
4.905 |
3.786 |
1.119 |
28.5% |
0.096 |
2.5% |
13% |
False |
False |
18,949 |
| 100 |
4.905 |
3.786 |
1.119 |
28.5% |
0.095 |
2.4% |
13% |
False |
False |
16,323 |
| 120 |
4.905 |
3.786 |
1.119 |
28.5% |
0.094 |
2.4% |
13% |
False |
False |
14,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.537 |
|
2.618 |
4.311 |
|
1.618 |
4.173 |
|
1.000 |
4.088 |
|
0.618 |
4.035 |
|
HIGH |
3.950 |
|
0.618 |
3.897 |
|
0.500 |
3.881 |
|
0.382 |
3.865 |
|
LOW |
3.812 |
|
0.618 |
3.727 |
|
1.000 |
3.674 |
|
1.618 |
3.589 |
|
2.618 |
3.451 |
|
4.250 |
3.226 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.912 |
3.912 |
| PP |
3.896 |
3.896 |
| S1 |
3.881 |
3.881 |
|