NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 12-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2014 |
12-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.236 |
4.234 |
-0.002 |
0.0% |
4.030 |
High |
4.247 |
4.252 |
0.005 |
0.1% |
4.225 |
Low |
4.170 |
4.199 |
0.029 |
0.7% |
4.013 |
Close |
4.205 |
4.222 |
0.017 |
0.4% |
4.205 |
Range |
0.077 |
0.053 |
-0.024 |
-31.2% |
0.212 |
ATR |
0.088 |
0.086 |
-0.003 |
-2.8% |
0.000 |
Volume |
22,658 |
25,762 |
3,104 |
13.7% |
91,943 |
|
Daily Pivots for day following 12-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.383 |
4.356 |
4.251 |
|
R3 |
4.330 |
4.303 |
4.237 |
|
R2 |
4.277 |
4.277 |
4.232 |
|
R1 |
4.250 |
4.250 |
4.227 |
4.237 |
PP |
4.224 |
4.224 |
4.224 |
4.218 |
S1 |
4.197 |
4.197 |
4.217 |
4.184 |
S2 |
4.171 |
4.171 |
4.212 |
|
S3 |
4.118 |
4.144 |
4.207 |
|
S4 |
4.065 |
4.091 |
4.193 |
|
|
Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.784 |
4.706 |
4.322 |
|
R3 |
4.572 |
4.494 |
4.263 |
|
R2 |
4.360 |
4.360 |
4.244 |
|
R1 |
4.282 |
4.282 |
4.224 |
4.321 |
PP |
4.148 |
4.148 |
4.148 |
4.167 |
S1 |
4.070 |
4.070 |
4.186 |
4.109 |
S2 |
3.936 |
3.936 |
4.166 |
|
S3 |
3.724 |
3.858 |
4.147 |
|
S4 |
3.512 |
3.646 |
4.088 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.252 |
4.109 |
0.143 |
3.4% |
0.081 |
1.9% |
79% |
True |
False |
22,831 |
10 |
4.252 |
3.975 |
0.277 |
6.6% |
0.084 |
2.0% |
89% |
True |
False |
19,183 |
20 |
4.318 |
3.950 |
0.368 |
8.7% |
0.083 |
2.0% |
74% |
False |
False |
17,922 |
40 |
4.915 |
3.950 |
0.965 |
22.9% |
0.084 |
2.0% |
28% |
False |
False |
15,322 |
60 |
5.027 |
3.950 |
1.077 |
25.5% |
0.088 |
2.1% |
25% |
False |
False |
13,928 |
80 |
5.052 |
3.950 |
1.102 |
26.1% |
0.089 |
2.1% |
25% |
False |
False |
12,615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.477 |
2.618 |
4.391 |
1.618 |
4.338 |
1.000 |
4.305 |
0.618 |
4.285 |
HIGH |
4.252 |
0.618 |
4.232 |
0.500 |
4.226 |
0.382 |
4.219 |
LOW |
4.199 |
0.618 |
4.166 |
1.000 |
4.146 |
1.618 |
4.113 |
2.618 |
4.060 |
4.250 |
3.974 |
|
|
Fisher Pivots for day following 12-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.226 |
4.210 |
PP |
4.224 |
4.197 |
S1 |
4.223 |
4.185 |
|