NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 26-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.073 |
4.164 |
0.091 |
2.2% |
3.965 |
High |
4.155 |
4.191 |
0.036 |
0.9% |
4.150 |
Low |
4.068 |
4.109 |
0.041 |
1.0% |
3.935 |
Close |
4.150 |
4.119 |
-0.031 |
-0.7% |
4.062 |
Range |
0.087 |
0.082 |
-0.005 |
-5.7% |
0.215 |
ATR |
0.095 |
0.094 |
-0.001 |
-1.0% |
0.000 |
Volume |
13,033 |
11,918 |
-1,115 |
-8.6% |
75,663 |
|
Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.386 |
4.334 |
4.164 |
|
R3 |
4.304 |
4.252 |
4.142 |
|
R2 |
4.222 |
4.222 |
4.134 |
|
R1 |
4.170 |
4.170 |
4.127 |
4.155 |
PP |
4.140 |
4.140 |
4.140 |
4.132 |
S1 |
4.088 |
4.088 |
4.111 |
4.073 |
S2 |
4.058 |
4.058 |
4.104 |
|
S3 |
3.976 |
4.006 |
4.096 |
|
S4 |
3.894 |
3.924 |
4.074 |
|
|
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 |
4.191 |
3.998 |
0.193 |
4.7% |
0.090 |
2.2% |
63% |
True |
False |
14,837 |
10 |
4.191 |
3.935 |
0.256 |
6.2% |
0.104 |
2.5% |
72% |
True |
False |
16,319 |
20 |
4.191 |
3.901 |
0.290 |
7.0% |
0.094 |
2.3% |
75% |
True |
False |
15,093 |
40 |
4.555 |
3.877 |
0.678 |
16.5% |
0.088 |
2.1% |
36% |
False |
False |
12,903 |
60 |
4.985 |
3.877 |
1.108 |
26.9% |
0.091 |
2.2% |
22% |
False |
False |
10,657 |
80 |
4.985 |
3.877 |
1.108 |
26.9% |
0.093 |
2.3% |
22% |
False |
False |
9,401 |
100 |
4.988 |
3.877 |
1.111 |
27.0% |
0.091 |
2.2% |
22% |
False |
False |
8,337 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.540 |
2.618 |
4.406 |
1.618 |
4.324 |
1.000 |
4.273 |
0.618 |
4.242 |
HIGH |
4.191 |
0.618 |
4.160 |
0.500 |
4.150 |
0.382 |
4.140 |
LOW |
4.109 |
0.618 |
4.058 |
1.000 |
4.027 |
1.618 |
3.976 |
2.618 |
3.894 |
4.250 |
3.761 |
|
|
Fisher Pivots for day following 26-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.150 |
4.120 |
PP |
4.140 |
4.119 |
S1 |
4.129 |
4.119 |
|