NYMEX Natural Gas Future September 2014
| Trading Metrics calculated at close of trading on 20-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2014 |
20-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.790 |
3.870 |
0.080 |
2.1% |
3.988 |
| High |
3.915 |
3.888 |
-0.027 |
-0.7% |
4.020 |
| Low |
3.780 |
3.792 |
0.012 |
0.3% |
3.763 |
| Close |
3.877 |
3.823 |
-0.054 |
-1.4% |
3.776 |
| Range |
0.135 |
0.096 |
-0.039 |
-28.9% |
0.257 |
| ATR |
0.109 |
0.108 |
-0.001 |
-0.9% |
0.000 |
| Volume |
98,686 |
94,972 |
-3,714 |
-3.8% |
619,007 |
|
| Daily Pivots for day following 20-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.122 |
4.069 |
3.876 |
|
| R3 |
4.026 |
3.973 |
3.849 |
|
| R2 |
3.930 |
3.930 |
3.841 |
|
| R1 |
3.877 |
3.877 |
3.832 |
3.856 |
| PP |
3.834 |
3.834 |
3.834 |
3.824 |
| S1 |
3.781 |
3.781 |
3.814 |
3.760 |
| S2 |
3.738 |
3.738 |
3.805 |
|
| S3 |
3.642 |
3.685 |
3.797 |
|
| S4 |
3.546 |
3.589 |
3.770 |
|
|
| 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 |
3.947 |
3.727 |
0.220 |
5.8% |
0.124 |
3.2% |
44% |
False |
False |
106,836 |
| 10 |
4.020 |
3.727 |
0.293 |
7.7% |
0.118 |
3.1% |
33% |
False |
False |
117,712 |
| 20 |
4.020 |
3.725 |
0.295 |
7.7% |
0.110 |
2.9% |
33% |
False |
False |
100,888 |
| 40 |
4.582 |
3.725 |
0.857 |
22.4% |
0.101 |
2.6% |
11% |
False |
False |
72,877 |
| 60 |
4.874 |
3.725 |
1.149 |
30.1% |
0.103 |
2.7% |
9% |
False |
False |
58,341 |
| 80 |
4.874 |
3.725 |
1.149 |
30.1% |
0.104 |
2.7% |
9% |
False |
False |
47,040 |
| 100 |
4.874 |
3.725 |
1.149 |
30.1% |
0.103 |
2.7% |
9% |
False |
False |
39,610 |
| 120 |
4.874 |
3.725 |
1.149 |
30.1% |
0.102 |
2.7% |
9% |
False |
False |
33,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.296 |
|
2.618 |
4.139 |
|
1.618 |
4.043 |
|
1.000 |
3.984 |
|
0.618 |
3.947 |
|
HIGH |
3.888 |
|
0.618 |
3.851 |
|
0.500 |
3.840 |
|
0.382 |
3.829 |
|
LOW |
3.792 |
|
0.618 |
3.733 |
|
1.000 |
3.696 |
|
1.618 |
3.637 |
|
2.618 |
3.541 |
|
4.250 |
3.384 |
|
|
| Fisher Pivots for day following 20-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.840 |
3.822 |
| PP |
3.834 |
3.822 |
| S1 |
3.829 |
3.821 |
|