NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 19-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2014 |
19-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.965 |
3.988 |
0.023 |
0.6% |
4.156 |
| High |
4.024 |
4.096 |
0.072 |
1.8% |
4.181 |
| Low |
3.935 |
3.988 |
0.053 |
1.3% |
3.957 |
| Close |
3.999 |
4.071 |
0.072 |
1.8% |
3.977 |
| Range |
0.089 |
0.108 |
0.019 |
21.3% |
0.224 |
| ATR |
0.095 |
0.096 |
0.001 |
1.0% |
0.000 |
| Volume |
11,865 |
14,560 |
2,695 |
22.7% |
100,924 |
|
| Daily Pivots for day following 19-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.376 |
4.331 |
4.130 |
|
| R3 |
4.268 |
4.223 |
4.101 |
|
| R2 |
4.160 |
4.160 |
4.091 |
|
| R1 |
4.115 |
4.115 |
4.081 |
4.138 |
| PP |
4.052 |
4.052 |
4.052 |
4.063 |
| S1 |
4.007 |
4.007 |
4.061 |
4.030 |
| S2 |
3.944 |
3.944 |
4.051 |
|
| S3 |
3.836 |
3.899 |
4.041 |
|
| S4 |
3.728 |
3.791 |
4.012 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.710 |
4.568 |
4.100 |
|
| R3 |
4.486 |
4.344 |
4.039 |
|
| R2 |
4.262 |
4.262 |
4.018 |
|
| R1 |
4.120 |
4.120 |
3.998 |
4.079 |
| PP |
4.038 |
4.038 |
4.038 |
4.018 |
| S1 |
3.896 |
3.896 |
3.956 |
3.855 |
| S2 |
3.814 |
3.814 |
3.936 |
|
| S3 |
3.590 |
3.672 |
3.915 |
|
| S4 |
3.366 |
3.448 |
3.854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.165 |
3.935 |
0.230 |
5.6% |
0.117 |
2.9% |
59% |
False |
False |
17,801 |
| 10 |
4.181 |
3.935 |
0.246 |
6.0% |
0.098 |
2.4% |
55% |
False |
False |
16,660 |
| 20 |
4.181 |
3.877 |
0.304 |
7.5% |
0.095 |
2.3% |
64% |
False |
False |
14,279 |
| 40 |
4.672 |
3.877 |
0.795 |
19.5% |
0.089 |
2.2% |
24% |
False |
False |
12,030 |
| 60 |
4.985 |
3.877 |
1.108 |
27.2% |
0.092 |
2.3% |
18% |
False |
False |
9,838 |
| 80 |
4.988 |
3.877 |
1.111 |
27.3% |
0.093 |
2.3% |
17% |
False |
False |
8,693 |
| 100 |
4.988 |
3.877 |
1.111 |
27.3% |
0.093 |
2.3% |
17% |
False |
False |
8,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.555 |
|
2.618 |
4.379 |
|
1.618 |
4.271 |
|
1.000 |
4.204 |
|
0.618 |
4.163 |
|
HIGH |
4.096 |
|
0.618 |
4.055 |
|
0.500 |
4.042 |
|
0.382 |
4.029 |
|
LOW |
3.988 |
|
0.618 |
3.921 |
|
1.000 |
3.880 |
|
1.618 |
3.813 |
|
2.618 |
3.705 |
|
4.250 |
3.529 |
|
|
| Fisher Pivots for day following 19-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.061 |
4.053 |
| PP |
4.052 |
4.034 |
| S1 |
4.042 |
4.016 |
|