NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 06-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.012 |
4.084 |
0.072 |
1.8% |
3.911 |
| High |
4.088 |
4.125 |
0.037 |
0.9% |
4.050 |
| Low |
4.003 |
4.061 |
0.058 |
1.4% |
3.877 |
| Close |
4.078 |
4.112 |
0.034 |
0.8% |
3.967 |
| Range |
0.085 |
0.064 |
-0.021 |
-24.7% |
0.173 |
| ATR |
0.090 |
0.088 |
-0.002 |
-2.1% |
0.000 |
| Volume |
9,117 |
8,726 |
-391 |
-4.3% |
61,922 |
|
| Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.291 |
4.266 |
4.147 |
|
| R3 |
4.227 |
4.202 |
4.130 |
|
| R2 |
4.163 |
4.163 |
4.124 |
|
| R1 |
4.138 |
4.138 |
4.118 |
4.151 |
| PP |
4.099 |
4.099 |
4.099 |
4.106 |
| S1 |
4.074 |
4.074 |
4.106 |
4.087 |
| S2 |
4.035 |
4.035 |
4.100 |
|
| S3 |
3.971 |
4.010 |
4.094 |
|
| S4 |
3.907 |
3.946 |
4.077 |
|
|
| 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 |
4.125 |
3.929 |
0.196 |
4.8% |
0.090 |
2.2% |
93% |
True |
False |
11,863 |
| 10 |
4.125 |
3.877 |
0.248 |
6.0% |
0.093 |
2.3% |
95% |
True |
False |
11,237 |
| 20 |
4.297 |
3.877 |
0.420 |
10.2% |
0.081 |
2.0% |
56% |
False |
False |
11,686 |
| 40 |
4.985 |
3.877 |
1.108 |
26.9% |
0.092 |
2.2% |
21% |
False |
False |
9,506 |
| 60 |
4.985 |
3.877 |
1.108 |
26.9% |
0.092 |
2.2% |
21% |
False |
False |
8,114 |
| 80 |
4.988 |
3.877 |
1.111 |
27.0% |
0.092 |
2.2% |
21% |
False |
False |
7,169 |
| 100 |
4.988 |
3.877 |
1.111 |
27.0% |
0.091 |
2.2% |
21% |
False |
False |
6,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.397 |
|
2.618 |
4.293 |
|
1.618 |
4.229 |
|
1.000 |
4.189 |
|
0.618 |
4.165 |
|
HIGH |
4.125 |
|
0.618 |
4.101 |
|
0.500 |
4.093 |
|
0.382 |
4.085 |
|
LOW |
4.061 |
|
0.618 |
4.021 |
|
1.000 |
3.997 |
|
1.618 |
3.957 |
|
2.618 |
3.893 |
|
4.250 |
3.789 |
|
|
| Fisher Pivots for day following 06-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.106 |
4.085 |
| PP |
4.099 |
4.058 |
| S1 |
4.093 |
4.031 |
|