NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.164 |
4.143 |
-0.021 |
-0.5% |
3.965 |
High |
4.191 |
4.182 |
-0.009 |
-0.2% |
4.150 |
Low |
4.109 |
4.090 |
-0.019 |
-0.5% |
3.935 |
Close |
4.119 |
4.160 |
0.041 |
1.0% |
4.062 |
Range |
0.082 |
0.092 |
0.010 |
12.2% |
0.215 |
ATR |
0.094 |
0.094 |
0.000 |
-0.2% |
0.000 |
Volume |
11,918 |
14,637 |
2,719 |
22.8% |
75,663 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.420 |
4.382 |
4.211 |
|
R3 |
4.328 |
4.290 |
4.185 |
|
R2 |
4.236 |
4.236 |
4.177 |
|
R1 |
4.198 |
4.198 |
4.168 |
4.217 |
PP |
4.144 |
4.144 |
4.144 |
4.154 |
S1 |
4.106 |
4.106 |
4.152 |
4.125 |
S2 |
4.052 |
4.052 |
4.143 |
|
S3 |
3.960 |
4.014 |
4.135 |
|
S4 |
3.868 |
3.922 |
4.109 |
|
|
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 |
4.007 |
0.184 |
4.4% |
0.092 |
2.2% |
83% |
False |
False |
14,988 |
10 |
4.191 |
3.935 |
0.256 |
6.2% |
0.098 |
2.4% |
88% |
False |
False |
15,705 |
20 |
4.191 |
3.929 |
0.262 |
6.3% |
0.095 |
2.3% |
88% |
False |
False |
15,301 |
40 |
4.522 |
3.877 |
0.645 |
15.5% |
0.089 |
2.1% |
44% |
False |
False |
13,059 |
60 |
4.985 |
3.877 |
1.108 |
26.6% |
0.092 |
2.2% |
26% |
False |
False |
10,841 |
80 |
4.985 |
3.877 |
1.108 |
26.6% |
0.093 |
2.2% |
26% |
False |
False |
9,525 |
100 |
4.988 |
3.877 |
1.111 |
26.7% |
0.092 |
2.2% |
25% |
False |
False |
8,417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.573 |
2.618 |
4.423 |
1.618 |
4.331 |
1.000 |
4.274 |
0.618 |
4.239 |
HIGH |
4.182 |
0.618 |
4.147 |
0.500 |
4.136 |
0.382 |
4.125 |
LOW |
4.090 |
0.618 |
4.033 |
1.000 |
3.998 |
1.618 |
3.941 |
2.618 |
3.849 |
4.250 |
3.699 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.152 |
4.150 |
PP |
4.144 |
4.140 |
S1 |
4.136 |
4.130 |
|