NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 07-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2014 |
07-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.084 |
4.120 |
0.036 |
0.9% |
3.911 |
| High |
4.125 |
4.153 |
0.028 |
0.7% |
4.050 |
| Low |
4.061 |
4.037 |
-0.024 |
-0.6% |
3.877 |
| Close |
4.112 |
4.049 |
-0.063 |
-1.5% |
3.967 |
| Range |
0.064 |
0.116 |
0.052 |
81.3% |
0.173 |
| ATR |
0.088 |
0.090 |
0.002 |
2.2% |
0.000 |
| Volume |
8,726 |
13,150 |
4,424 |
50.7% |
61,922 |
|
| Daily Pivots for day following 07-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.428 |
4.354 |
4.113 |
|
| R3 |
4.312 |
4.238 |
4.081 |
|
| R2 |
4.196 |
4.196 |
4.070 |
|
| R1 |
4.122 |
4.122 |
4.060 |
4.101 |
| PP |
4.080 |
4.080 |
4.080 |
4.069 |
| S1 |
4.006 |
4.006 |
4.038 |
3.985 |
| S2 |
3.964 |
3.964 |
4.028 |
|
| S3 |
3.848 |
3.890 |
4.017 |
|
| S4 |
3.732 |
3.774 |
3.985 |
|
|
| 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 |
4.153 |
3.936 |
0.217 |
5.4% |
0.089 |
2.2% |
52% |
True |
False |
11,911 |
| 10 |
4.153 |
3.877 |
0.276 |
6.8% |
0.093 |
2.3% |
62% |
True |
False |
11,478 |
| 20 |
4.280 |
3.877 |
0.403 |
10.0% |
0.083 |
2.0% |
43% |
False |
False |
11,875 |
| 40 |
4.985 |
3.877 |
1.108 |
27.4% |
0.093 |
2.3% |
16% |
False |
False |
9,645 |
| 60 |
4.985 |
3.877 |
1.108 |
27.4% |
0.092 |
2.3% |
16% |
False |
False |
8,193 |
| 80 |
4.988 |
3.877 |
1.111 |
27.4% |
0.092 |
2.3% |
15% |
False |
False |
7,256 |
| 100 |
4.988 |
3.877 |
1.111 |
27.4% |
0.091 |
2.3% |
15% |
False |
False |
6,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.646 |
|
2.618 |
4.457 |
|
1.618 |
4.341 |
|
1.000 |
4.269 |
|
0.618 |
4.225 |
|
HIGH |
4.153 |
|
0.618 |
4.109 |
|
0.500 |
4.095 |
|
0.382 |
4.081 |
|
LOW |
4.037 |
|
0.618 |
3.965 |
|
1.000 |
3.921 |
|
1.618 |
3.849 |
|
2.618 |
3.733 |
|
4.250 |
3.544 |
|
|
| Fisher Pivots for day following 07-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.095 |
4.078 |
| PP |
4.080 |
4.068 |
| S1 |
4.064 |
4.059 |
|