NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 06-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2014 |
06-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.081 |
4.143 |
0.062 |
1.5% |
3.950 |
High |
4.162 |
4.200 |
0.038 |
0.9% |
4.114 |
Low |
4.077 |
4.136 |
0.059 |
1.4% |
3.950 |
Close |
4.150 |
4.185 |
0.035 |
0.8% |
4.039 |
Range |
0.085 |
0.064 |
-0.021 |
-24.7% |
0.164 |
ATR |
0.088 |
0.086 |
-0.002 |
-1.9% |
0.000 |
Volume |
12,832 |
15,587 |
2,755 |
21.5% |
74,311 |
|
Daily Pivots for day following 06-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.366 |
4.339 |
4.220 |
|
R3 |
4.302 |
4.275 |
4.203 |
|
R2 |
4.238 |
4.238 |
4.197 |
|
R1 |
4.211 |
4.211 |
4.191 |
4.225 |
PP |
4.174 |
4.174 |
4.174 |
4.180 |
S1 |
4.147 |
4.147 |
4.179 |
4.161 |
S2 |
4.110 |
4.110 |
4.173 |
|
S3 |
4.046 |
4.083 |
4.167 |
|
S4 |
3.982 |
4.019 |
4.150 |
|
|
Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.526 |
4.447 |
4.129 |
|
R3 |
4.362 |
4.283 |
4.084 |
|
R2 |
4.198 |
4.198 |
4.069 |
|
R1 |
4.119 |
4.119 |
4.054 |
4.159 |
PP |
4.034 |
4.034 |
4.034 |
4.054 |
S1 |
3.955 |
3.955 |
4.024 |
3.995 |
S2 |
3.870 |
3.870 |
4.009 |
|
S3 |
3.706 |
3.791 |
3.994 |
|
S4 |
3.542 |
3.627 |
3.949 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.200 |
3.999 |
0.201 |
4.8% |
0.087 |
2.1% |
93% |
True |
False |
15,701 |
10 |
4.200 |
3.950 |
0.250 |
6.0% |
0.091 |
2.2% |
94% |
True |
False |
14,670 |
20 |
4.353 |
3.950 |
0.403 |
9.6% |
0.078 |
1.9% |
58% |
False |
False |
15,933 |
40 |
5.027 |
3.950 |
1.077 |
25.7% |
0.088 |
2.1% |
22% |
False |
False |
14,261 |
60 |
5.027 |
3.950 |
1.077 |
25.7% |
0.090 |
2.1% |
22% |
False |
False |
13,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.472 |
2.618 |
4.368 |
1.618 |
4.304 |
1.000 |
4.264 |
0.618 |
4.240 |
HIGH |
4.200 |
0.618 |
4.176 |
0.500 |
4.168 |
0.382 |
4.160 |
LOW |
4.136 |
0.618 |
4.096 |
1.000 |
4.072 |
1.618 |
4.032 |
2.618 |
3.968 |
4.250 |
3.864 |
|
|
Fisher Pivots for day following 06-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.179 |
4.159 |
PP |
4.174 |
4.133 |
S1 |
4.168 |
4.107 |
|