NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 15-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.080 |
4.146 |
0.066 |
1.6% |
4.236 |
High |
4.198 |
4.146 |
-0.052 |
-1.2% |
4.252 |
Low |
4.078 |
4.031 |
-0.047 |
-1.2% |
4.031 |
Close |
4.160 |
4.054 |
-0.106 |
-2.5% |
4.054 |
Range |
0.120 |
0.115 |
-0.005 |
-4.2% |
0.221 |
ATR |
0.092 |
0.094 |
0.003 |
2.9% |
0.000 |
Volume |
36,129 |
26,290 |
-9,839 |
-27.2% |
136,277 |
|
Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.422 |
4.353 |
4.117 |
|
R3 |
4.307 |
4.238 |
4.086 |
|
R2 |
4.192 |
4.192 |
4.075 |
|
R1 |
4.123 |
4.123 |
4.065 |
4.100 |
PP |
4.077 |
4.077 |
4.077 |
4.066 |
S1 |
4.008 |
4.008 |
4.043 |
3.985 |
S2 |
3.962 |
3.962 |
4.033 |
|
S3 |
3.847 |
3.893 |
4.022 |
|
S4 |
3.732 |
3.778 |
3.991 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.775 |
4.636 |
4.176 |
|
R3 |
4.554 |
4.415 |
4.115 |
|
R2 |
4.333 |
4.333 |
4.095 |
|
R1 |
4.194 |
4.194 |
4.074 |
4.153 |
PP |
4.112 |
4.112 |
4.112 |
4.092 |
S1 |
3.973 |
3.973 |
4.034 |
3.932 |
S2 |
3.891 |
3.891 |
4.013 |
|
S3 |
3.670 |
3.752 |
3.993 |
|
S4 |
3.449 |
3.531 |
3.932 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.252 |
4.031 |
0.221 |
5.5% |
0.101 |
2.5% |
10% |
False |
True |
27,255 |
10 |
4.252 |
4.013 |
0.239 |
5.9% |
0.095 |
2.3% |
17% |
False |
False |
22,822 |
20 |
4.252 |
3.950 |
0.302 |
7.4% |
0.091 |
2.2% |
34% |
False |
False |
19,305 |
40 |
4.762 |
3.950 |
0.812 |
20.0% |
0.086 |
2.1% |
13% |
False |
False |
16,899 |
60 |
5.027 |
3.950 |
1.077 |
26.6% |
0.090 |
2.2% |
10% |
False |
False |
14,960 |
80 |
5.052 |
3.950 |
1.102 |
27.2% |
0.091 |
2.3% |
9% |
False |
False |
13,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.635 |
2.618 |
4.447 |
1.618 |
4.332 |
1.000 |
4.261 |
0.618 |
4.217 |
HIGH |
4.146 |
0.618 |
4.102 |
0.500 |
4.089 |
0.382 |
4.075 |
LOW |
4.031 |
0.618 |
3.960 |
1.000 |
3.916 |
1.618 |
3.845 |
2.618 |
3.730 |
4.250 |
3.542 |
|
|
Fisher Pivots for day following 15-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.089 |
4.131 |
PP |
4.077 |
4.105 |
S1 |
4.066 |
4.080 |
|