NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.988 |
3.960 |
-0.028 |
-0.7% |
3.911 |
| High |
4.035 |
4.027 |
-0.008 |
-0.2% |
4.050 |
| Low |
3.948 |
3.936 |
-0.012 |
-0.3% |
3.877 |
| Close |
3.967 |
4.011 |
0.044 |
1.1% |
3.967 |
| Range |
0.087 |
0.091 |
0.004 |
4.6% |
0.173 |
| ATR |
0.091 |
0.091 |
0.000 |
0.0% |
0.000 |
| Volume |
15,277 |
13,288 |
-1,989 |
-13.0% |
61,922 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.264 |
4.229 |
4.061 |
|
| R3 |
4.173 |
4.138 |
4.036 |
|
| R2 |
4.082 |
4.082 |
4.028 |
|
| R1 |
4.047 |
4.047 |
4.019 |
4.065 |
| PP |
3.991 |
3.991 |
3.991 |
4.000 |
| S1 |
3.956 |
3.956 |
4.003 |
3.974 |
| S2 |
3.900 |
3.900 |
3.994 |
|
| S3 |
3.809 |
3.865 |
3.986 |
|
| S4 |
3.718 |
3.774 |
3.961 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.484 |
4.398 |
4.062 |
|
| R3 |
4.311 |
4.225 |
4.015 |
|
| R2 |
4.138 |
4.138 |
3.999 |
|
| R1 |
4.052 |
4.052 |
3.983 |
4.095 |
| PP |
3.965 |
3.965 |
3.965 |
3.986 |
| S1 |
3.879 |
3.879 |
3.951 |
3.922 |
| S2 |
3.792 |
3.792 |
3.935 |
|
| S3 |
3.619 |
3.706 |
3.919 |
|
| S4 |
3.446 |
3.533 |
3.872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.050 |
3.884 |
0.166 |
4.1% |
0.090 |
2.2% |
77% |
False |
False |
12,837 |
| 10 |
4.050 |
3.877 |
0.173 |
4.3% |
0.092 |
2.3% |
77% |
False |
False |
12,451 |
| 20 |
4.336 |
3.877 |
0.459 |
11.4% |
0.081 |
2.0% |
29% |
False |
False |
11,943 |
| 40 |
4.985 |
3.877 |
1.108 |
27.6% |
0.092 |
2.3% |
12% |
False |
False |
9,332 |
| 60 |
4.985 |
3.877 |
1.108 |
27.6% |
0.092 |
2.3% |
12% |
False |
False |
8,063 |
| 80 |
4.988 |
3.877 |
1.111 |
27.7% |
0.092 |
2.3% |
12% |
False |
False |
7,058 |
| 100 |
4.988 |
3.877 |
1.111 |
27.7% |
0.091 |
2.3% |
12% |
False |
False |
6,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.414 |
|
2.618 |
4.265 |
|
1.618 |
4.174 |
|
1.000 |
4.118 |
|
0.618 |
4.083 |
|
HIGH |
4.027 |
|
0.618 |
3.992 |
|
0.500 |
3.982 |
|
0.382 |
3.971 |
|
LOW |
3.936 |
|
0.618 |
3.880 |
|
1.000 |
3.845 |
|
1.618 |
3.789 |
|
2.618 |
3.698 |
|
4.250 |
3.549 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.001 |
4.004 |
| PP |
3.991 |
3.997 |
| S1 |
3.982 |
3.990 |
|