NYMEX Natural Gas Future February 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 |
4.201 |
4.218 |
0.017 |
0.4% |
4.030 |
High |
4.240 |
4.300 |
0.060 |
1.4% |
4.212 |
Low |
4.158 |
4.176 |
0.018 |
0.4% |
4.009 |
Close |
4.221 |
4.240 |
0.019 |
0.5% |
4.131 |
Range |
0.082 |
0.124 |
0.042 |
51.2% |
0.203 |
ATR |
0.083 |
0.086 |
0.003 |
3.5% |
0.000 |
Volume |
6,553 |
8,638 |
2,085 |
31.8% |
21,029 |
|
Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.611 |
4.549 |
4.308 |
|
R3 |
4.487 |
4.425 |
4.274 |
|
R2 |
4.363 |
4.363 |
4.263 |
|
R1 |
4.301 |
4.301 |
4.251 |
4.332 |
PP |
4.239 |
4.239 |
4.239 |
4.254 |
S1 |
4.177 |
4.177 |
4.229 |
4.208 |
S2 |
4.115 |
4.115 |
4.217 |
|
S3 |
3.991 |
4.053 |
4.206 |
|
S4 |
3.867 |
3.929 |
4.172 |
|
|
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 |
4.300 |
4.115 |
0.185 |
4.4% |
0.081 |
1.9% |
68% |
True |
False |
5,122 |
10 |
4.300 |
4.009 |
0.291 |
6.9% |
0.087 |
2.0% |
79% |
True |
False |
4,616 |
20 |
4.300 |
4.000 |
0.300 |
7.1% |
0.084 |
2.0% |
80% |
True |
False |
3,764 |
40 |
4.522 |
3.945 |
0.577 |
13.6% |
0.079 |
1.9% |
51% |
False |
False |
3,407 |
60 |
4.895 |
3.945 |
0.950 |
22.4% |
0.079 |
1.9% |
31% |
False |
False |
2,958 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.827 |
2.618 |
4.625 |
1.618 |
4.501 |
1.000 |
4.424 |
0.618 |
4.377 |
HIGH |
4.300 |
0.618 |
4.253 |
0.500 |
4.238 |
0.382 |
4.223 |
LOW |
4.176 |
0.618 |
4.099 |
1.000 |
4.052 |
1.618 |
3.975 |
2.618 |
3.851 |
4.250 |
3.649 |
|
|
Fisher Pivots for day following 28-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
4.239 |
4.236 |
PP |
4.239 |
4.233 |
S1 |
4.238 |
4.229 |
|