NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 25-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2014 |
25-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.095 |
4.073 |
-0.022 |
-0.5% |
3.965 |
High |
4.105 |
4.155 |
0.050 |
1.2% |
4.150 |
Low |
4.048 |
4.068 |
0.020 |
0.5% |
3.935 |
Close |
4.062 |
4.150 |
0.088 |
2.2% |
4.062 |
Range |
0.057 |
0.087 |
0.030 |
52.6% |
0.215 |
ATR |
0.096 |
0.095 |
0.000 |
-0.2% |
0.000 |
Volume |
21,730 |
13,033 |
-8,697 |
-40.0% |
75,663 |
|
Daily Pivots for day following 25-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.385 |
4.355 |
4.198 |
|
R3 |
4.298 |
4.268 |
4.174 |
|
R2 |
4.211 |
4.211 |
4.166 |
|
R1 |
4.181 |
4.181 |
4.158 |
4.196 |
PP |
4.124 |
4.124 |
4.124 |
4.132 |
S1 |
4.094 |
4.094 |
4.142 |
4.109 |
S2 |
4.037 |
4.037 |
4.134 |
|
S3 |
3.950 |
4.007 |
4.126 |
|
S4 |
3.863 |
3.920 |
4.102 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.694 |
4.593 |
4.180 |
|
R3 |
4.479 |
4.378 |
4.121 |
|
R2 |
4.264 |
4.264 |
4.101 |
|
R1 |
4.163 |
4.163 |
4.082 |
4.214 |
PP |
4.049 |
4.049 |
4.049 |
4.074 |
S1 |
3.948 |
3.948 |
4.042 |
3.999 |
S2 |
3.834 |
3.834 |
4.023 |
|
S3 |
3.619 |
3.733 |
4.003 |
|
S4 |
3.404 |
3.518 |
3.944 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.155 |
3.988 |
0.167 |
4.0% |
0.096 |
2.3% |
97% |
True |
False |
15,366 |
10 |
4.181 |
3.935 |
0.246 |
5.9% |
0.101 |
2.4% |
87% |
False |
False |
17,508 |
20 |
4.181 |
3.884 |
0.297 |
7.2% |
0.094 |
2.3% |
90% |
False |
False |
15,108 |
40 |
4.555 |
3.877 |
0.678 |
16.3% |
0.089 |
2.1% |
40% |
False |
False |
12,774 |
60 |
4.985 |
3.877 |
1.108 |
26.7% |
0.091 |
2.2% |
25% |
False |
False |
10,566 |
80 |
4.985 |
3.877 |
1.108 |
26.7% |
0.093 |
2.2% |
25% |
False |
False |
9,294 |
100 |
4.988 |
3.877 |
1.111 |
26.8% |
0.092 |
2.2% |
25% |
False |
False |
8,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.525 |
2.618 |
4.383 |
1.618 |
4.296 |
1.000 |
4.242 |
0.618 |
4.209 |
HIGH |
4.155 |
0.618 |
4.122 |
0.500 |
4.112 |
0.382 |
4.101 |
LOW |
4.068 |
0.618 |
4.014 |
1.000 |
3.981 |
1.618 |
3.927 |
2.618 |
3.840 |
4.250 |
3.698 |
|
|
Fisher Pivots for day following 25-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.137 |
4.127 |
PP |
4.124 |
4.104 |
S1 |
4.112 |
4.081 |
|