NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.156 |
4.163 |
0.007 |
0.2% |
3.960 |
High |
4.173 |
4.181 |
0.008 |
0.2% |
4.153 |
Low |
4.098 |
4.130 |
0.032 |
0.8% |
3.936 |
Close |
4.134 |
4.153 |
0.019 |
0.5% |
4.129 |
Range |
0.075 |
0.051 |
-0.024 |
-32.0% |
0.217 |
ATR |
0.089 |
0.086 |
-0.003 |
-3.1% |
0.000 |
Volume |
14,536 |
23,805 |
9,269 |
63.8% |
61,660 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.308 |
4.281 |
4.181 |
|
R3 |
4.257 |
4.230 |
4.167 |
|
R2 |
4.206 |
4.206 |
4.162 |
|
R1 |
4.179 |
4.179 |
4.158 |
4.167 |
PP |
4.155 |
4.155 |
4.155 |
4.149 |
S1 |
4.128 |
4.128 |
4.148 |
4.116 |
S2 |
4.104 |
4.104 |
4.144 |
|
S3 |
4.053 |
4.077 |
4.139 |
|
S4 |
4.002 |
4.026 |
4.125 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.724 |
4.643 |
4.248 |
|
R3 |
4.507 |
4.426 |
4.189 |
|
R2 |
4.290 |
4.290 |
4.169 |
|
R1 |
4.209 |
4.209 |
4.149 |
4.250 |
PP |
4.073 |
4.073 |
4.073 |
4.093 |
S1 |
3.992 |
3.992 |
4.109 |
4.033 |
S2 |
3.856 |
3.856 |
4.089 |
|
S3 |
3.639 |
3.775 |
4.069 |
|
S4 |
3.422 |
3.558 |
4.010 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.181 |
4.037 |
0.144 |
3.5% |
0.079 |
1.9% |
81% |
True |
False |
15,519 |
10 |
4.181 |
3.901 |
0.280 |
6.7% |
0.084 |
2.0% |
90% |
True |
False |
13,867 |
20 |
4.255 |
3.877 |
0.378 |
9.1% |
0.084 |
2.0% |
73% |
False |
False |
12,906 |
40 |
4.850 |
3.877 |
0.973 |
23.4% |
0.086 |
2.1% |
28% |
False |
False |
10,511 |
60 |
4.985 |
3.877 |
1.108 |
26.7% |
0.091 |
2.2% |
25% |
False |
False |
8,832 |
80 |
4.988 |
3.877 |
1.111 |
26.8% |
0.090 |
2.2% |
25% |
False |
False |
7,821 |
100 |
4.988 |
3.877 |
1.111 |
26.8% |
0.091 |
2.2% |
25% |
False |
False |
7,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.398 |
2.618 |
4.315 |
1.618 |
4.264 |
1.000 |
4.232 |
0.618 |
4.213 |
HIGH |
4.181 |
0.618 |
4.162 |
0.500 |
4.156 |
0.382 |
4.149 |
LOW |
4.130 |
0.618 |
4.098 |
1.000 |
4.079 |
1.618 |
4.047 |
2.618 |
3.996 |
4.250 |
3.913 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.156 |
4.140 |
PP |
4.155 |
4.127 |
S1 |
4.154 |
4.114 |
|