NYMEX Natural Gas Future February 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 |
4.227 |
4.201 |
-0.026 |
-0.6% |
4.030 |
High |
4.243 |
4.240 |
-0.003 |
-0.1% |
4.212 |
Low |
4.172 |
4.158 |
-0.014 |
-0.3% |
4.009 |
Close |
4.185 |
4.221 |
0.036 |
0.9% |
4.131 |
Range |
0.071 |
0.082 |
0.011 |
15.5% |
0.203 |
ATR |
0.083 |
0.083 |
0.000 |
-0.1% |
0.000 |
Volume |
4,157 |
6,553 |
2,396 |
57.6% |
21,029 |
|
Daily Pivots for day following 27-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.452 |
4.419 |
4.266 |
|
R3 |
4.370 |
4.337 |
4.244 |
|
R2 |
4.288 |
4.288 |
4.236 |
|
R1 |
4.255 |
4.255 |
4.229 |
4.272 |
PP |
4.206 |
4.206 |
4.206 |
4.215 |
S1 |
4.173 |
4.173 |
4.213 |
4.190 |
S2 |
4.124 |
4.124 |
4.206 |
|
S3 |
4.042 |
4.091 |
4.198 |
|
S4 |
3.960 |
4.009 |
4.176 |
|
|
Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.726 |
4.632 |
4.243 |
|
R3 |
4.523 |
4.429 |
4.187 |
|
R2 |
4.320 |
4.320 |
4.168 |
|
R1 |
4.226 |
4.226 |
4.150 |
4.273 |
PP |
4.117 |
4.117 |
4.117 |
4.141 |
S1 |
4.023 |
4.023 |
4.112 |
4.070 |
S2 |
3.914 |
3.914 |
4.094 |
|
S3 |
3.711 |
3.820 |
4.075 |
|
S4 |
3.508 |
3.617 |
4.019 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.243 |
4.082 |
0.161 |
3.8% |
0.082 |
1.9% |
86% |
False |
False |
4,106 |
10 |
4.243 |
4.009 |
0.234 |
5.5% |
0.085 |
2.0% |
91% |
False |
False |
4,169 |
20 |
4.243 |
3.998 |
0.245 |
5.8% |
0.083 |
2.0% |
91% |
False |
False |
3,468 |
40 |
4.540 |
3.945 |
0.595 |
14.1% |
0.077 |
1.8% |
46% |
False |
False |
3,232 |
60 |
4.895 |
3.945 |
0.950 |
22.5% |
0.078 |
1.8% |
29% |
False |
False |
2,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.589 |
2.618 |
4.455 |
1.618 |
4.373 |
1.000 |
4.322 |
0.618 |
4.291 |
HIGH |
4.240 |
0.618 |
4.209 |
0.500 |
4.199 |
0.382 |
4.189 |
LOW |
4.158 |
0.618 |
4.107 |
1.000 |
4.076 |
1.618 |
4.025 |
2.618 |
3.943 |
4.250 |
3.810 |
|
|
Fisher Pivots for day following 27-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.214 |
4.212 |
PP |
4.206 |
4.202 |
S1 |
4.199 |
4.193 |
|