NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 04-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2014 |
04-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.829 |
3.786 |
-0.043 |
-1.1% |
3.742 |
| High |
3.877 |
3.853 |
-0.024 |
-0.6% |
3.890 |
| Low |
3.781 |
3.761 |
-0.020 |
-0.5% |
3.725 |
| Close |
3.798 |
3.834 |
0.036 |
0.9% |
3.798 |
| Range |
0.096 |
0.092 |
-0.004 |
-4.2% |
0.165 |
| ATR |
0.101 |
0.100 |
-0.001 |
-0.6% |
0.000 |
| Volume |
89,631 |
65,390 |
-24,241 |
-27.0% |
473,663 |
|
| Daily Pivots for day following 04-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.092 |
4.055 |
3.885 |
|
| R3 |
4.000 |
3.963 |
3.859 |
|
| R2 |
3.908 |
3.908 |
3.851 |
|
| R1 |
3.871 |
3.871 |
3.842 |
3.890 |
| PP |
3.816 |
3.816 |
3.816 |
3.825 |
| S1 |
3.779 |
3.779 |
3.826 |
3.798 |
| S2 |
3.724 |
3.724 |
3.817 |
|
| S3 |
3.632 |
3.687 |
3.809 |
|
| S4 |
3.540 |
3.595 |
3.783 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.299 |
4.214 |
3.889 |
|
| R3 |
4.134 |
4.049 |
3.843 |
|
| R2 |
3.969 |
3.969 |
3.828 |
|
| R1 |
3.884 |
3.884 |
3.813 |
3.927 |
| PP |
3.804 |
3.804 |
3.804 |
3.826 |
| S1 |
3.719 |
3.719 |
3.783 |
3.762 |
| S2 |
3.639 |
3.639 |
3.768 |
|
| S3 |
3.474 |
3.554 |
3.753 |
|
| S4 |
3.309 |
3.389 |
3.707 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.890 |
3.739 |
0.151 |
3.9% |
0.098 |
2.6% |
63% |
False |
False |
89,985 |
| 10 |
3.892 |
3.725 |
0.167 |
4.4% |
0.103 |
2.7% |
65% |
False |
False |
79,001 |
| 20 |
4.229 |
3.725 |
0.504 |
13.1% |
0.091 |
2.4% |
22% |
False |
False |
67,740 |
| 40 |
4.874 |
3.725 |
1.149 |
30.0% |
0.102 |
2.7% |
9% |
False |
False |
49,597 |
| 60 |
4.874 |
3.725 |
1.149 |
30.0% |
0.102 |
2.7% |
9% |
False |
False |
39,023 |
| 80 |
4.874 |
3.725 |
1.149 |
30.0% |
0.102 |
2.7% |
9% |
False |
False |
31,899 |
| 100 |
4.874 |
3.725 |
1.149 |
30.0% |
0.100 |
2.6% |
9% |
False |
False |
26,838 |
| 120 |
4.874 |
3.725 |
1.149 |
30.0% |
0.106 |
2.8% |
9% |
False |
False |
23,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.244 |
|
2.618 |
4.094 |
|
1.618 |
4.002 |
|
1.000 |
3.945 |
|
0.618 |
3.910 |
|
HIGH |
3.853 |
|
0.618 |
3.818 |
|
0.500 |
3.807 |
|
0.382 |
3.796 |
|
LOW |
3.761 |
|
0.618 |
3.704 |
|
1.000 |
3.669 |
|
1.618 |
3.612 |
|
2.618 |
3.520 |
|
4.250 |
3.370 |
|
|
| Fisher Pivots for day following 04-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.825 |
3.831 |
| PP |
3.816 |
3.828 |
| S1 |
3.807 |
3.825 |
|