NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.967 |
3.901 |
-0.066 |
-1.7% |
4.192 |
| High |
3.980 |
4.038 |
0.058 |
1.5% |
4.200 |
| Low |
3.926 |
3.901 |
-0.025 |
-0.6% |
3.924 |
| Close |
3.940 |
4.015 |
0.075 |
1.9% |
3.940 |
| Range |
0.054 |
0.137 |
0.083 |
153.7% |
0.276 |
| ATR |
0.095 |
0.098 |
0.003 |
3.2% |
0.000 |
| Volume |
20,585 |
14,413 |
-6,172 |
-30.0% |
85,910 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.396 |
4.342 |
4.090 |
|
| R3 |
4.259 |
4.205 |
4.053 |
|
| R2 |
4.122 |
4.122 |
4.040 |
|
| R1 |
4.068 |
4.068 |
4.028 |
4.095 |
| PP |
3.985 |
3.985 |
3.985 |
3.998 |
| S1 |
3.931 |
3.931 |
4.002 |
3.958 |
| S2 |
3.848 |
3.848 |
3.990 |
|
| S3 |
3.711 |
3.794 |
3.977 |
|
| S4 |
3.574 |
3.657 |
3.940 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.849 |
4.671 |
4.092 |
|
| R3 |
4.573 |
4.395 |
4.016 |
|
| R2 |
4.297 |
4.297 |
3.991 |
|
| R1 |
4.119 |
4.119 |
3.965 |
4.070 |
| PP |
4.021 |
4.021 |
4.021 |
3.997 |
| S1 |
3.843 |
3.843 |
3.915 |
3.794 |
| S2 |
3.745 |
3.745 |
3.889 |
|
| S3 |
3.469 |
3.567 |
3.864 |
|
| S4 |
3.193 |
3.291 |
3.788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.200 |
3.901 |
0.299 |
7.4% |
0.108 |
2.7% |
38% |
False |
True |
20,064 |
| 10 |
4.252 |
3.901 |
0.351 |
8.7% |
0.099 |
2.5% |
32% |
False |
True |
17,883 |
| 20 |
4.252 |
3.901 |
0.351 |
8.7% |
0.099 |
2.5% |
32% |
False |
True |
17,771 |
| 40 |
4.280 |
3.877 |
0.403 |
10.0% |
0.092 |
2.3% |
34% |
False |
False |
15,010 |
| 60 |
4.985 |
3.877 |
1.108 |
27.6% |
0.093 |
2.3% |
12% |
False |
False |
12,572 |
| 80 |
4.985 |
3.877 |
1.108 |
27.6% |
0.094 |
2.4% |
12% |
False |
False |
10,710 |
| 100 |
4.988 |
3.877 |
1.111 |
27.7% |
0.093 |
2.3% |
12% |
False |
False |
9,504 |
| 120 |
4.988 |
3.877 |
1.111 |
27.7% |
0.093 |
2.3% |
12% |
False |
False |
8,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.620 |
|
2.618 |
4.397 |
|
1.618 |
4.260 |
|
1.000 |
4.175 |
|
0.618 |
4.123 |
|
HIGH |
4.038 |
|
0.618 |
3.986 |
|
0.500 |
3.970 |
|
0.382 |
3.953 |
|
LOW |
3.901 |
|
0.618 |
3.816 |
|
1.000 |
3.764 |
|
1.618 |
3.679 |
|
2.618 |
3.542 |
|
4.250 |
3.319 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.000 |
4.000 |
| PP |
3.985 |
3.985 |
| S1 |
3.970 |
3.970 |
|