NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 15-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2014 |
15-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.842 |
3.917 |
0.075 |
2.0% |
4.003 |
| High |
3.971 |
3.926 |
-0.045 |
-1.1% |
4.041 |
| Low |
3.835 |
3.793 |
-0.042 |
-1.1% |
3.793 |
| Close |
3.930 |
3.807 |
-0.123 |
-3.1% |
3.807 |
| Range |
0.136 |
0.133 |
-0.003 |
-2.2% |
0.248 |
| ATR |
0.101 |
0.104 |
0.003 |
2.5% |
0.000 |
| Volume |
85,185 |
58,562 |
-26,623 |
-31.3% |
365,689 |
|
| Daily Pivots for day following 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.241 |
4.157 |
3.880 |
|
| R3 |
4.108 |
4.024 |
3.844 |
|
| R2 |
3.975 |
3.975 |
3.831 |
|
| R1 |
3.891 |
3.891 |
3.819 |
3.867 |
| PP |
3.842 |
3.842 |
3.842 |
3.830 |
| S1 |
3.758 |
3.758 |
3.795 |
3.734 |
| S2 |
3.709 |
3.709 |
3.783 |
|
| S3 |
3.576 |
3.625 |
3.770 |
|
| S4 |
3.443 |
3.492 |
3.734 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.624 |
4.464 |
3.943 |
|
| R3 |
4.376 |
4.216 |
3.875 |
|
| R2 |
4.128 |
4.128 |
3.852 |
|
| R1 |
3.968 |
3.968 |
3.830 |
3.924 |
| PP |
3.880 |
3.880 |
3.880 |
3.859 |
| S1 |
3.720 |
3.720 |
3.784 |
3.676 |
| S2 |
3.632 |
3.632 |
3.762 |
|
| S3 |
3.384 |
3.472 |
3.739 |
|
| S4 |
3.136 |
3.224 |
3.671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.041 |
3.793 |
0.248 |
6.5% |
0.117 |
3.1% |
6% |
False |
True |
73,137 |
| 10 |
4.041 |
3.790 |
0.251 |
6.6% |
0.105 |
2.8% |
7% |
False |
False |
59,076 |
| 20 |
4.041 |
3.740 |
0.301 |
7.9% |
0.100 |
2.6% |
22% |
False |
False |
43,702 |
| 40 |
4.604 |
3.740 |
0.864 |
22.7% |
0.097 |
2.5% |
8% |
False |
False |
33,838 |
| 60 |
4.879 |
3.740 |
1.139 |
29.9% |
0.100 |
2.6% |
6% |
False |
False |
30,466 |
| 80 |
4.879 |
3.740 |
1.139 |
29.9% |
0.102 |
2.7% |
6% |
False |
False |
27,347 |
| 100 |
4.879 |
3.740 |
1.139 |
29.9% |
0.103 |
2.7% |
6% |
False |
False |
24,829 |
| 120 |
4.879 |
3.740 |
1.139 |
29.9% |
0.103 |
2.7% |
6% |
False |
False |
23,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.491 |
|
2.618 |
4.274 |
|
1.618 |
4.141 |
|
1.000 |
4.059 |
|
0.618 |
4.008 |
|
HIGH |
3.926 |
|
0.618 |
3.875 |
|
0.500 |
3.860 |
|
0.382 |
3.844 |
|
LOW |
3.793 |
|
0.618 |
3.711 |
|
1.000 |
3.660 |
|
1.618 |
3.578 |
|
2.618 |
3.445 |
|
4.250 |
3.228 |
|
|
| Fisher Pivots for day following 15-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.860 |
3.903 |
| PP |
3.842 |
3.871 |
| S1 |
3.825 |
3.839 |
|