NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.192 |
4.018 |
-0.174 |
-4.2% |
4.073 |
High |
4.200 |
4.039 |
-0.161 |
-3.8% |
4.252 |
Low |
4.014 |
3.962 |
-0.052 |
-1.3% |
4.068 |
Close |
4.018 |
3.976 |
-0.042 |
-1.0% |
4.197 |
Range |
0.186 |
0.077 |
-0.109 |
-58.6% |
0.184 |
ATR |
0.101 |
0.099 |
-0.002 |
-1.7% |
0.000 |
Volume |
15,908 |
30,100 |
14,192 |
89.2% |
78,512 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.223 |
4.177 |
4.018 |
|
R3 |
4.146 |
4.100 |
3.997 |
|
R2 |
4.069 |
4.069 |
3.990 |
|
R1 |
4.023 |
4.023 |
3.983 |
4.008 |
PP |
3.992 |
3.992 |
3.992 |
3.985 |
S1 |
3.946 |
3.946 |
3.969 |
3.931 |
S2 |
3.915 |
3.915 |
3.962 |
|
S3 |
3.838 |
3.869 |
3.955 |
|
S4 |
3.761 |
3.792 |
3.934 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.724 |
4.645 |
4.298 |
|
R3 |
4.540 |
4.461 |
4.248 |
|
R2 |
4.356 |
4.356 |
4.231 |
|
R1 |
4.277 |
4.277 |
4.214 |
4.317 |
PP |
4.172 |
4.172 |
4.172 |
4.192 |
S1 |
4.093 |
4.093 |
4.180 |
4.133 |
S2 |
3.988 |
3.988 |
4.163 |
|
S3 |
3.804 |
3.909 |
4.146 |
|
S4 |
3.620 |
3.725 |
4.096 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.252 |
3.962 |
0.290 |
7.3% |
0.109 |
2.7% |
5% |
False |
True |
19,913 |
10 |
4.252 |
3.962 |
0.290 |
7.3% |
0.100 |
2.5% |
5% |
False |
True |
17,375 |
20 |
4.252 |
3.935 |
0.317 |
8.0% |
0.099 |
2.5% |
13% |
False |
False |
17,018 |
40 |
4.327 |
3.877 |
0.450 |
11.3% |
0.090 |
2.3% |
22% |
False |
False |
14,451 |
60 |
4.985 |
3.877 |
1.108 |
27.9% |
0.094 |
2.4% |
9% |
False |
False |
11,960 |
80 |
4.985 |
3.877 |
1.108 |
27.9% |
0.094 |
2.4% |
9% |
False |
False |
10,316 |
100 |
4.988 |
3.877 |
1.111 |
27.9% |
0.093 |
2.3% |
9% |
False |
False |
9,111 |
120 |
4.988 |
3.877 |
1.111 |
27.9% |
0.092 |
2.3% |
9% |
False |
False |
8,451 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.366 |
2.618 |
4.241 |
1.618 |
4.164 |
1.000 |
4.116 |
0.618 |
4.087 |
HIGH |
4.039 |
0.618 |
4.010 |
0.500 |
4.001 |
0.382 |
3.991 |
LOW |
3.962 |
0.618 |
3.914 |
1.000 |
3.885 |
1.618 |
3.837 |
2.618 |
3.760 |
4.250 |
3.635 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.001 |
4.088 |
PP |
3.992 |
4.051 |
S1 |
3.984 |
4.013 |
|