NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 05-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.853 |
3.838 |
-0.015 |
-0.4% |
4.048 |
| High |
3.879 |
3.848 |
-0.031 |
-0.8% |
4.078 |
| Low |
3.789 |
3.781 |
-0.008 |
-0.2% |
3.781 |
| Close |
3.819 |
3.793 |
-0.026 |
-0.7% |
3.793 |
| Range |
0.090 |
0.067 |
-0.023 |
-25.6% |
0.297 |
| ATR |
0.106 |
0.103 |
-0.003 |
-2.6% |
0.000 |
| Volume |
125,450 |
72,551 |
-52,899 |
-42.2% |
451,513 |
|
| Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.008 |
3.968 |
3.830 |
|
| R3 |
3.941 |
3.901 |
3.811 |
|
| R2 |
3.874 |
3.874 |
3.805 |
|
| R1 |
3.834 |
3.834 |
3.799 |
3.821 |
| PP |
3.807 |
3.807 |
3.807 |
3.801 |
| S1 |
3.767 |
3.767 |
3.787 |
3.754 |
| S2 |
3.740 |
3.740 |
3.781 |
|
| S3 |
3.673 |
3.700 |
3.775 |
|
| S4 |
3.606 |
3.633 |
3.756 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.775 |
4.581 |
3.956 |
|
| R3 |
4.478 |
4.284 |
3.875 |
|
| R2 |
4.181 |
4.181 |
3.847 |
|
| R1 |
3.987 |
3.987 |
3.820 |
3.936 |
| PP |
3.884 |
3.884 |
3.884 |
3.858 |
| S1 |
3.690 |
3.690 |
3.766 |
3.639 |
| S2 |
3.587 |
3.587 |
3.739 |
|
| S3 |
3.290 |
3.393 |
3.711 |
|
| S4 |
2.993 |
3.096 |
3.630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.085 |
3.781 |
0.304 |
8.0% |
0.102 |
2.7% |
4% |
False |
True |
104,885 |
| 10 |
4.101 |
3.781 |
0.320 |
8.4% |
0.099 |
2.6% |
4% |
False |
True |
100,430 |
| 20 |
4.101 |
3.760 |
0.341 |
9.0% |
0.107 |
2.8% |
10% |
False |
False |
83,994 |
| 40 |
4.164 |
3.740 |
0.424 |
11.2% |
0.098 |
2.6% |
13% |
False |
False |
57,308 |
| 60 |
4.879 |
3.740 |
1.139 |
30.0% |
0.102 |
2.7% |
5% |
False |
False |
45,747 |
| 80 |
4.879 |
3.740 |
1.139 |
30.0% |
0.101 |
2.7% |
5% |
False |
False |
40,034 |
| 100 |
4.879 |
3.740 |
1.139 |
30.0% |
0.103 |
2.7% |
5% |
False |
False |
35,125 |
| 120 |
4.879 |
3.740 |
1.139 |
30.0% |
0.102 |
2.7% |
5% |
False |
False |
31,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.133 |
|
2.618 |
4.023 |
|
1.618 |
3.956 |
|
1.000 |
3.915 |
|
0.618 |
3.889 |
|
HIGH |
3.848 |
|
0.618 |
3.822 |
|
0.500 |
3.815 |
|
0.382 |
3.807 |
|
LOW |
3.781 |
|
0.618 |
3.740 |
|
1.000 |
3.714 |
|
1.618 |
3.673 |
|
2.618 |
3.606 |
|
4.250 |
3.496 |
|
|
| Fisher Pivots for day following 05-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.815 |
3.849 |
| PP |
3.807 |
3.830 |
| S1 |
3.800 |
3.812 |
|