NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.072 |
4.053 |
-0.019 |
-0.5% |
4.156 |
High |
4.081 |
4.150 |
0.069 |
1.7% |
4.181 |
Low |
3.998 |
4.007 |
0.009 |
0.2% |
3.957 |
Close |
4.030 |
4.102 |
0.072 |
1.8% |
3.977 |
Range |
0.083 |
0.143 |
0.060 |
72.3% |
0.224 |
ATR |
0.095 |
0.099 |
0.003 |
3.6% |
0.000 |
Volume |
13,886 |
13,622 |
-264 |
-1.9% |
100,924 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.515 |
4.452 |
4.181 |
|
R3 |
4.372 |
4.309 |
4.141 |
|
R2 |
4.229 |
4.229 |
4.128 |
|
R1 |
4.166 |
4.166 |
4.115 |
4.198 |
PP |
4.086 |
4.086 |
4.086 |
4.102 |
S1 |
4.023 |
4.023 |
4.089 |
4.055 |
S2 |
3.943 |
3.943 |
4.076 |
|
S3 |
3.800 |
3.880 |
4.063 |
|
S4 |
3.657 |
3.737 |
4.023 |
|
|
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 |
4.150 |
3.935 |
0.215 |
5.2% |
0.109 |
2.7% |
78% |
True |
False |
13,923 |
10 |
4.181 |
3.935 |
0.246 |
6.0% |
0.103 |
2.5% |
68% |
False |
False |
17,223 |
20 |
4.181 |
3.877 |
0.304 |
7.4% |
0.098 |
2.4% |
74% |
False |
False |
14,350 |
40 |
4.660 |
3.877 |
0.783 |
19.1% |
0.091 |
2.2% |
29% |
False |
False |
12,263 |
60 |
4.985 |
3.877 |
1.108 |
27.0% |
0.092 |
2.2% |
20% |
False |
False |
10,187 |
80 |
4.988 |
3.877 |
1.111 |
27.1% |
0.093 |
2.3% |
20% |
False |
False |
8,995 |
100 |
4.988 |
3.877 |
1.111 |
27.1% |
0.093 |
2.3% |
20% |
False |
False |
8,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.758 |
2.618 |
4.524 |
1.618 |
4.381 |
1.000 |
4.293 |
0.618 |
4.238 |
HIGH |
4.150 |
0.618 |
4.095 |
0.500 |
4.079 |
0.382 |
4.062 |
LOW |
4.007 |
0.618 |
3.919 |
1.000 |
3.864 |
1.618 |
3.776 |
2.618 |
3.633 |
4.250 |
3.399 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.094 |
4.091 |
PP |
4.086 |
4.080 |
S1 |
4.079 |
4.069 |
|