NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 27-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2014 |
27-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.239 |
4.214 |
-0.025 |
-0.6% |
4.040 |
High |
4.264 |
4.255 |
-0.009 |
-0.2% |
4.226 |
Low |
4.185 |
4.170 |
-0.015 |
-0.4% |
4.015 |
Close |
4.198 |
4.236 |
0.038 |
0.9% |
4.141 |
Range |
0.079 |
0.085 |
0.006 |
7.6% |
0.211 |
ATR |
0.092 |
0.091 |
0.000 |
-0.5% |
0.000 |
Volume |
17,563 |
19,389 |
1,826 |
10.4% |
94,784 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.475 |
4.441 |
4.283 |
|
R3 |
4.390 |
4.356 |
4.259 |
|
R2 |
4.305 |
4.305 |
4.252 |
|
R1 |
4.271 |
4.271 |
4.244 |
4.288 |
PP |
4.220 |
4.220 |
4.220 |
4.229 |
S1 |
4.186 |
4.186 |
4.228 |
4.203 |
S2 |
4.135 |
4.135 |
4.220 |
|
S3 |
4.050 |
4.101 |
4.213 |
|
S4 |
3.965 |
4.016 |
4.189 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.760 |
4.662 |
4.257 |
|
R3 |
4.549 |
4.451 |
4.199 |
|
R2 |
4.338 |
4.338 |
4.180 |
|
R1 |
4.240 |
4.240 |
4.160 |
4.289 |
PP |
4.127 |
4.127 |
4.127 |
4.152 |
S1 |
4.029 |
4.029 |
4.122 |
4.078 |
S2 |
3.916 |
3.916 |
4.102 |
|
S3 |
3.705 |
3.818 |
4.083 |
|
S4 |
3.494 |
3.607 |
4.025 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.264 |
4.083 |
0.181 |
4.3% |
0.089 |
2.1% |
85% |
False |
False |
18,431 |
10 |
4.264 |
4.015 |
0.249 |
5.9% |
0.093 |
2.2% |
89% |
False |
False |
20,722 |
20 |
4.264 |
3.999 |
0.265 |
6.3% |
0.092 |
2.2% |
89% |
False |
False |
20,486 |
40 |
4.580 |
3.950 |
0.630 |
14.9% |
0.086 |
2.0% |
45% |
False |
False |
18,006 |
60 |
5.027 |
3.950 |
1.077 |
25.4% |
0.089 |
2.1% |
27% |
False |
False |
15,908 |
80 |
5.027 |
3.950 |
1.077 |
25.4% |
0.091 |
2.2% |
27% |
False |
False |
14,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.616 |
2.618 |
4.478 |
1.618 |
4.393 |
1.000 |
4.340 |
0.618 |
4.308 |
HIGH |
4.255 |
0.618 |
4.223 |
0.500 |
4.213 |
0.382 |
4.202 |
LOW |
4.170 |
0.618 |
4.117 |
1.000 |
4.085 |
1.618 |
4.032 |
2.618 |
3.947 |
4.250 |
3.809 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.228 |
4.226 |
PP |
4.220 |
4.216 |
S1 |
4.213 |
4.207 |
|