NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.891 |
3.853 |
-0.038 |
-1.0% |
3.898 |
| High |
3.917 |
3.879 |
-0.038 |
-1.0% |
4.101 |
| Low |
3.829 |
3.789 |
-0.040 |
-1.0% |
3.885 |
| Close |
3.847 |
3.819 |
-0.028 |
-0.7% |
4.065 |
| Range |
0.088 |
0.090 |
0.002 |
2.3% |
0.216 |
| ATR |
0.107 |
0.106 |
-0.001 |
-1.1% |
0.000 |
| Volume |
109,709 |
125,450 |
15,741 |
14.3% |
503,036 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.099 |
4.049 |
3.869 |
|
| R3 |
4.009 |
3.959 |
3.844 |
|
| R2 |
3.919 |
3.919 |
3.836 |
|
| R1 |
3.869 |
3.869 |
3.827 |
3.849 |
| PP |
3.829 |
3.829 |
3.829 |
3.819 |
| S1 |
3.779 |
3.779 |
3.811 |
3.759 |
| S2 |
3.739 |
3.739 |
3.803 |
|
| S3 |
3.649 |
3.689 |
3.794 |
|
| S4 |
3.559 |
3.599 |
3.770 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.665 |
4.581 |
4.184 |
|
| R3 |
4.449 |
4.365 |
4.124 |
|
| R2 |
4.233 |
4.233 |
4.105 |
|
| R1 |
4.149 |
4.149 |
4.085 |
4.191 |
| PP |
4.017 |
4.017 |
4.017 |
4.038 |
| S1 |
3.933 |
3.933 |
4.045 |
3.975 |
| S2 |
3.801 |
3.801 |
4.025 |
|
| S3 |
3.585 |
3.717 |
4.006 |
|
| S4 |
3.369 |
3.501 |
3.946 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.101 |
3.789 |
0.312 |
8.2% |
0.114 |
3.0% |
10% |
False |
True |
116,428 |
| 10 |
4.101 |
3.789 |
0.312 |
8.2% |
0.108 |
2.8% |
10% |
False |
True |
100,999 |
| 20 |
4.101 |
3.760 |
0.341 |
8.9% |
0.110 |
2.9% |
17% |
False |
False |
83,755 |
| 40 |
4.192 |
3.740 |
0.452 |
11.8% |
0.098 |
2.6% |
17% |
False |
False |
56,074 |
| 60 |
4.879 |
3.740 |
1.139 |
29.8% |
0.102 |
2.7% |
7% |
False |
False |
45,062 |
| 80 |
4.879 |
3.740 |
1.139 |
29.8% |
0.102 |
2.7% |
7% |
False |
False |
39,477 |
| 100 |
4.879 |
3.740 |
1.139 |
29.8% |
0.103 |
2.7% |
7% |
False |
False |
34,557 |
| 120 |
4.879 |
3.740 |
1.139 |
29.8% |
0.102 |
2.7% |
7% |
False |
False |
31,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.262 |
|
2.618 |
4.115 |
|
1.618 |
4.025 |
|
1.000 |
3.969 |
|
0.618 |
3.935 |
|
HIGH |
3.879 |
|
0.618 |
3.845 |
|
0.500 |
3.834 |
|
0.382 |
3.823 |
|
LOW |
3.789 |
|
0.618 |
3.733 |
|
1.000 |
3.699 |
|
1.618 |
3.643 |
|
2.618 |
3.553 |
|
4.250 |
3.407 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.834 |
3.934 |
| PP |
3.829 |
3.895 |
| S1 |
3.824 |
3.857 |
|