NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 21-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.140 |
4.130 |
-0.010 |
-0.2% |
4.236 |
High |
4.143 |
4.226 |
0.083 |
2.0% |
4.252 |
Low |
4.075 |
4.083 |
0.008 |
0.2% |
4.031 |
Close |
4.108 |
4.178 |
0.070 |
1.7% |
4.054 |
Range |
0.068 |
0.143 |
0.075 |
110.3% |
0.221 |
ATR |
0.092 |
0.096 |
0.004 |
4.0% |
0.000 |
Volume |
18,452 |
17,090 |
-1,362 |
-7.4% |
136,277 |
|
Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.591 |
4.528 |
4.257 |
|
R3 |
4.448 |
4.385 |
4.217 |
|
R2 |
4.305 |
4.305 |
4.204 |
|
R1 |
4.242 |
4.242 |
4.191 |
4.274 |
PP |
4.162 |
4.162 |
4.162 |
4.178 |
S1 |
4.099 |
4.099 |
4.165 |
4.131 |
S2 |
4.019 |
4.019 |
4.152 |
|
S3 |
3.876 |
3.956 |
4.139 |
|
S4 |
3.733 |
3.813 |
4.099 |
|
|
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 |
4.226 |
4.015 |
0.211 |
5.1% |
0.101 |
2.4% |
77% |
True |
False |
19,205 |
10 |
4.252 |
4.015 |
0.237 |
5.7% |
0.099 |
2.4% |
69% |
False |
False |
23,749 |
20 |
4.252 |
3.950 |
0.302 |
7.2% |
0.095 |
2.3% |
75% |
False |
False |
19,416 |
40 |
4.721 |
3.950 |
0.771 |
18.5% |
0.088 |
2.1% |
30% |
False |
False |
17,453 |
60 |
5.027 |
3.950 |
1.077 |
25.8% |
0.089 |
2.1% |
21% |
False |
False |
15,520 |
80 |
5.052 |
3.950 |
1.102 |
26.4% |
0.092 |
2.2% |
21% |
False |
False |
13,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.834 |
2.618 |
4.600 |
1.618 |
4.457 |
1.000 |
4.369 |
0.618 |
4.314 |
HIGH |
4.226 |
0.618 |
4.171 |
0.500 |
4.155 |
0.382 |
4.138 |
LOW |
4.083 |
0.618 |
3.995 |
1.000 |
3.940 |
1.618 |
3.852 |
2.618 |
3.709 |
4.250 |
3.475 |
|
|
Fisher Pivots for day following 21-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.170 |
4.169 |
PP |
4.162 |
4.159 |
S1 |
4.155 |
4.150 |
|