NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.018 |
3.990 |
-0.028 |
-0.7% |
4.073 |
| High |
4.039 |
4.009 |
-0.030 |
-0.7% |
4.252 |
| Low |
3.962 |
3.924 |
-0.038 |
-1.0% |
4.068 |
| Close |
3.976 |
3.953 |
-0.023 |
-0.6% |
4.197 |
| Range |
0.077 |
0.085 |
0.008 |
10.4% |
0.184 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.0% |
0.000 |
| Volume |
30,100 |
19,317 |
-10,783 |
-35.8% |
78,512 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.217 |
4.170 |
4.000 |
|
| R3 |
4.132 |
4.085 |
3.976 |
|
| R2 |
4.047 |
4.047 |
3.969 |
|
| R1 |
4.000 |
4.000 |
3.961 |
3.981 |
| PP |
3.962 |
3.962 |
3.962 |
3.953 |
| S1 |
3.915 |
3.915 |
3.945 |
3.896 |
| S2 |
3.877 |
3.877 |
3.937 |
|
| S3 |
3.792 |
3.830 |
3.930 |
|
| S4 |
3.707 |
3.745 |
3.906 |
|
|
| 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 |
3.924 |
0.328 |
8.3% |
0.107 |
2.7% |
9% |
False |
True |
20,849 |
| 10 |
4.252 |
3.924 |
0.328 |
8.3% |
0.100 |
2.5% |
9% |
False |
True |
17,918 |
| 20 |
4.252 |
3.924 |
0.328 |
8.3% |
0.100 |
2.5% |
9% |
False |
True |
17,547 |
| 40 |
4.297 |
3.877 |
0.420 |
10.6% |
0.090 |
2.3% |
18% |
False |
False |
14,617 |
| 60 |
4.985 |
3.877 |
1.108 |
28.0% |
0.094 |
2.4% |
7% |
False |
False |
12,186 |
| 80 |
4.985 |
3.877 |
1.108 |
28.0% |
0.094 |
2.4% |
7% |
False |
False |
10,472 |
| 100 |
4.988 |
3.877 |
1.111 |
28.1% |
0.093 |
2.4% |
7% |
False |
False |
9,245 |
| 120 |
4.988 |
3.877 |
1.111 |
28.1% |
0.092 |
2.3% |
7% |
False |
False |
8,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.370 |
|
2.618 |
4.232 |
|
1.618 |
4.147 |
|
1.000 |
4.094 |
|
0.618 |
4.062 |
|
HIGH |
4.009 |
|
0.618 |
3.977 |
|
0.500 |
3.967 |
|
0.382 |
3.956 |
|
LOW |
3.924 |
|
0.618 |
3.871 |
|
1.000 |
3.839 |
|
1.618 |
3.786 |
|
2.618 |
3.701 |
|
4.250 |
3.563 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.967 |
4.062 |
| PP |
3.962 |
4.026 |
| S1 |
3.958 |
3.989 |
|