NYMEX Natural Gas Future September 2014
Trading Metrics calculated at close of trading on 18-Aug-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
Open |
3.890 |
3.746 |
-0.144 |
-3.7% |
3.988 |
High |
3.906 |
3.825 |
-0.081 |
-2.1% |
4.020 |
Low |
3.763 |
3.727 |
-0.036 |
-1.0% |
3.763 |
Close |
3.776 |
3.792 |
0.016 |
0.4% |
3.776 |
Range |
0.143 |
0.098 |
-0.045 |
-31.5% |
0.257 |
ATR |
0.108 |
0.107 |
-0.001 |
-0.7% |
0.000 |
Volume |
99,794 |
90,653 |
-9,141 |
-9.2% |
619,007 |
|
Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.075 |
4.032 |
3.846 |
|
R3 |
3.977 |
3.934 |
3.819 |
|
R2 |
3.879 |
3.879 |
3.810 |
|
R1 |
3.836 |
3.836 |
3.801 |
3.858 |
PP |
3.781 |
3.781 |
3.781 |
3.792 |
S1 |
3.738 |
3.738 |
3.783 |
3.760 |
S2 |
3.683 |
3.683 |
3.774 |
|
S3 |
3.585 |
3.640 |
3.765 |
|
S4 |
3.487 |
3.542 |
3.738 |
|
|
Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.624 |
4.457 |
3.917 |
|
R3 |
4.367 |
4.200 |
3.847 |
|
R2 |
4.110 |
4.110 |
3.823 |
|
R1 |
3.943 |
3.943 |
3.800 |
3.898 |
PP |
3.853 |
3.853 |
3.853 |
3.831 |
S1 |
3.686 |
3.686 |
3.752 |
3.641 |
S2 |
3.596 |
3.596 |
3.729 |
|
S3 |
3.339 |
3.429 |
3.705 |
|
S4 |
3.082 |
3.172 |
3.635 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.020 |
3.727 |
0.293 |
7.7% |
0.126 |
3.3% |
22% |
False |
True |
118,572 |
10 |
4.020 |
3.727 |
0.293 |
7.7% |
0.111 |
2.9% |
22% |
False |
True |
114,260 |
20 |
4.020 |
3.725 |
0.295 |
7.8% |
0.107 |
2.8% |
23% |
False |
False |
96,631 |
40 |
4.582 |
3.725 |
0.857 |
22.6% |
0.100 |
2.6% |
8% |
False |
False |
69,201 |
60 |
4.874 |
3.725 |
1.149 |
30.3% |
0.103 |
2.7% |
6% |
False |
False |
55,549 |
80 |
4.874 |
3.725 |
1.149 |
30.3% |
0.104 |
2.7% |
6% |
False |
False |
44,782 |
100 |
4.874 |
3.725 |
1.149 |
30.3% |
0.103 |
2.7% |
6% |
False |
False |
37,790 |
120 |
4.874 |
3.725 |
1.149 |
30.3% |
0.103 |
2.7% |
6% |
False |
False |
32,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.242 |
2.618 |
4.082 |
1.618 |
3.984 |
1.000 |
3.923 |
0.618 |
3.886 |
HIGH |
3.825 |
0.618 |
3.788 |
0.500 |
3.776 |
0.382 |
3.764 |
LOW |
3.727 |
0.618 |
3.666 |
1.000 |
3.629 |
1.618 |
3.568 |
2.618 |
3.470 |
4.250 |
3.311 |
|
|
Fisher Pivots for day following 18-Aug-2014 |
Pivot |
1 day |
3 day |
R1 |
3.787 |
3.837 |
PP |
3.781 |
3.822 |
S1 |
3.776 |
3.807 |
|