NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 05-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2014 |
05-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.812 |
3.860 |
0.048 |
1.3% |
3.766 |
| High |
3.877 |
3.935 |
0.058 |
1.5% |
3.914 |
| Low |
3.790 |
3.849 |
0.059 |
1.6% |
3.740 |
| Close |
3.859 |
3.920 |
0.061 |
1.6% |
3.822 |
| Range |
0.087 |
0.086 |
-0.001 |
-1.1% |
0.174 |
| ATR |
0.097 |
0.096 |
-0.001 |
-0.8% |
0.000 |
| Volume |
39,886 |
22,942 |
-16,944 |
-42.5% |
147,217 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.159 |
4.126 |
3.967 |
|
| R3 |
4.073 |
4.040 |
3.944 |
|
| R2 |
3.987 |
3.987 |
3.936 |
|
| R1 |
3.954 |
3.954 |
3.928 |
3.971 |
| PP |
3.901 |
3.901 |
3.901 |
3.910 |
| S1 |
3.868 |
3.868 |
3.912 |
3.885 |
| S2 |
3.815 |
3.815 |
3.904 |
|
| S3 |
3.729 |
3.782 |
3.896 |
|
| S4 |
3.643 |
3.696 |
3.873 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.347 |
4.259 |
3.918 |
|
| R3 |
4.173 |
4.085 |
3.870 |
|
| R2 |
3.999 |
3.999 |
3.854 |
|
| R1 |
3.911 |
3.911 |
3.838 |
3.955 |
| PP |
3.825 |
3.825 |
3.825 |
3.848 |
| S1 |
3.737 |
3.737 |
3.806 |
3.781 |
| S2 |
3.651 |
3.651 |
3.790 |
|
| S3 |
3.477 |
3.563 |
3.774 |
|
| S4 |
3.303 |
3.389 |
3.726 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.935 |
3.768 |
0.167 |
4.3% |
0.093 |
2.4% |
91% |
True |
False |
34,044 |
| 10 |
3.935 |
3.740 |
0.195 |
5.0% |
0.096 |
2.5% |
92% |
True |
False |
29,409 |
| 20 |
4.225 |
3.740 |
0.485 |
12.4% |
0.086 |
2.2% |
37% |
False |
False |
28,338 |
| 40 |
4.879 |
3.740 |
1.139 |
29.1% |
0.099 |
2.5% |
16% |
False |
False |
25,572 |
| 60 |
4.879 |
3.740 |
1.139 |
29.1% |
0.101 |
2.6% |
16% |
False |
False |
24,505 |
| 80 |
4.879 |
3.740 |
1.139 |
29.1% |
0.101 |
2.6% |
16% |
False |
False |
22,241 |
| 100 |
4.879 |
3.740 |
1.139 |
29.1% |
0.100 |
2.6% |
16% |
False |
False |
20,558 |
| 120 |
4.879 |
3.740 |
1.139 |
29.1% |
0.107 |
2.7% |
16% |
False |
False |
20,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.301 |
|
2.618 |
4.160 |
|
1.618 |
4.074 |
|
1.000 |
4.021 |
|
0.618 |
3.988 |
|
HIGH |
3.935 |
|
0.618 |
3.902 |
|
0.500 |
3.892 |
|
0.382 |
3.882 |
|
LOW |
3.849 |
|
0.618 |
3.796 |
|
1.000 |
3.763 |
|
1.618 |
3.710 |
|
2.618 |
3.624 |
|
4.250 |
3.484 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.911 |
3.901 |
| PP |
3.901 |
3.882 |
| S1 |
3.892 |
3.863 |
|