NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.960 |
4.012 |
0.052 |
1.3% |
3.911 |
| High |
4.027 |
4.088 |
0.061 |
1.5% |
4.050 |
| Low |
3.936 |
4.003 |
0.067 |
1.7% |
3.877 |
| Close |
4.011 |
4.078 |
0.067 |
1.7% |
3.967 |
| Range |
0.091 |
0.085 |
-0.006 |
-6.6% |
0.173 |
| ATR |
0.091 |
0.090 |
0.000 |
-0.4% |
0.000 |
| Volume |
13,288 |
9,117 |
-4,171 |
-31.4% |
61,922 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.311 |
4.280 |
4.125 |
|
| R3 |
4.226 |
4.195 |
4.101 |
|
| R2 |
4.141 |
4.141 |
4.094 |
|
| R1 |
4.110 |
4.110 |
4.086 |
4.126 |
| PP |
4.056 |
4.056 |
4.056 |
4.064 |
| S1 |
4.025 |
4.025 |
4.070 |
4.041 |
| S2 |
3.971 |
3.971 |
4.062 |
|
| S3 |
3.886 |
3.940 |
4.055 |
|
| S4 |
3.801 |
3.855 |
4.031 |
|
|
| 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 |
4.088 |
3.901 |
0.187 |
4.6% |
0.090 |
2.2% |
95% |
True |
False |
12,216 |
| 10 |
4.088 |
3.877 |
0.211 |
5.2% |
0.091 |
2.2% |
95% |
True |
False |
11,898 |
| 20 |
4.327 |
3.877 |
0.450 |
11.0% |
0.080 |
2.0% |
45% |
False |
False |
11,883 |
| 40 |
4.985 |
3.877 |
1.108 |
27.2% |
0.092 |
2.3% |
18% |
False |
False |
9,431 |
| 60 |
4.985 |
3.877 |
1.108 |
27.2% |
0.092 |
2.3% |
18% |
False |
False |
8,082 |
| 80 |
4.988 |
3.877 |
1.111 |
27.2% |
0.091 |
2.2% |
18% |
False |
False |
7,135 |
| 100 |
4.988 |
3.877 |
1.111 |
27.2% |
0.091 |
2.2% |
18% |
False |
False |
6,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.449 |
|
2.618 |
4.311 |
|
1.618 |
4.226 |
|
1.000 |
4.173 |
|
0.618 |
4.141 |
|
HIGH |
4.088 |
|
0.618 |
4.056 |
|
0.500 |
4.046 |
|
0.382 |
4.035 |
|
LOW |
4.003 |
|
0.618 |
3.950 |
|
1.000 |
3.918 |
|
1.618 |
3.865 |
|
2.618 |
3.780 |
|
4.250 |
3.642 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.067 |
4.056 |
| PP |
4.056 |
4.034 |
| S1 |
4.046 |
4.012 |
|