NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 28-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
4.214 |
4.242 |
0.028 |
0.7% |
4.040 |
High |
4.255 |
4.320 |
0.065 |
1.5% |
4.226 |
Low |
4.170 |
4.192 |
0.022 |
0.5% |
4.015 |
Close |
4.236 |
4.258 |
0.022 |
0.5% |
4.141 |
Range |
0.085 |
0.128 |
0.043 |
50.6% |
0.211 |
ATR |
0.091 |
0.094 |
0.003 |
2.9% |
0.000 |
Volume |
19,389 |
26,357 |
6,968 |
35.9% |
94,784 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.641 |
4.577 |
4.328 |
|
R3 |
4.513 |
4.449 |
4.293 |
|
R2 |
4.385 |
4.385 |
4.281 |
|
R1 |
4.321 |
4.321 |
4.270 |
4.353 |
PP |
4.257 |
4.257 |
4.257 |
4.273 |
S1 |
4.193 |
4.193 |
4.246 |
4.225 |
S2 |
4.129 |
4.129 |
4.235 |
|
S3 |
4.001 |
4.065 |
4.223 |
|
S4 |
3.873 |
3.937 |
4.188 |
|
|
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 |
4.320 |
4.126 |
0.194 |
4.6% |
0.086 |
2.0% |
68% |
True |
False |
20,284 |
10 |
4.320 |
4.015 |
0.305 |
7.2% |
0.093 |
2.2% |
80% |
True |
False |
19,744 |
20 |
4.320 |
4.013 |
0.307 |
7.2% |
0.093 |
2.2% |
80% |
True |
False |
21,132 |
40 |
4.548 |
3.950 |
0.598 |
14.0% |
0.087 |
2.0% |
52% |
False |
False |
18,405 |
60 |
5.027 |
3.950 |
1.077 |
25.3% |
0.090 |
2.1% |
29% |
False |
False |
16,211 |
80 |
5.027 |
3.950 |
1.077 |
25.3% |
0.092 |
2.2% |
29% |
False |
False |
14,769 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.864 |
2.618 |
4.655 |
1.618 |
4.527 |
1.000 |
4.448 |
0.618 |
4.399 |
HIGH |
4.320 |
0.618 |
4.271 |
0.500 |
4.256 |
0.382 |
4.241 |
LOW |
4.192 |
0.618 |
4.113 |
1.000 |
4.064 |
1.618 |
3.985 |
2.618 |
3.857 |
4.250 |
3.648 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.257 |
4.254 |
PP |
4.257 |
4.249 |
S1 |
4.256 |
4.245 |
|