NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 08-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.838 |
3.783 |
-0.055 |
-1.4% |
4.048 |
| High |
3.848 |
3.898 |
0.050 |
1.3% |
4.078 |
| Low |
3.781 |
3.761 |
-0.020 |
-0.5% |
3.781 |
| Close |
3.793 |
3.876 |
0.083 |
2.2% |
3.793 |
| Range |
0.067 |
0.137 |
0.070 |
104.5% |
0.297 |
| ATR |
0.103 |
0.106 |
0.002 |
2.3% |
0.000 |
| Volume |
72,551 |
104,498 |
31,947 |
44.0% |
451,513 |
|
| Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.256 |
4.203 |
3.951 |
|
| R3 |
4.119 |
4.066 |
3.914 |
|
| R2 |
3.982 |
3.982 |
3.901 |
|
| R1 |
3.929 |
3.929 |
3.889 |
3.956 |
| PP |
3.845 |
3.845 |
3.845 |
3.858 |
| S1 |
3.792 |
3.792 |
3.863 |
3.819 |
| S2 |
3.708 |
3.708 |
3.851 |
|
| S3 |
3.571 |
3.655 |
3.838 |
|
| S4 |
3.434 |
3.518 |
3.801 |
|
|
| 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 |
4.078 |
3.761 |
0.317 |
8.2% |
0.115 |
3.0% |
36% |
False |
True |
111,202 |
| 10 |
4.101 |
3.761 |
0.340 |
8.8% |
0.106 |
2.7% |
34% |
False |
True |
105,904 |
| 20 |
4.101 |
3.760 |
0.341 |
8.8% |
0.109 |
2.8% |
34% |
False |
False |
86,265 |
| 40 |
4.164 |
3.740 |
0.424 |
10.9% |
0.100 |
2.6% |
32% |
False |
False |
59,146 |
| 60 |
4.879 |
3.740 |
1.139 |
29.4% |
0.101 |
2.6% |
12% |
False |
False |
47,041 |
| 80 |
4.879 |
3.740 |
1.139 |
29.4% |
0.102 |
2.6% |
12% |
False |
False |
40,929 |
| 100 |
4.879 |
3.740 |
1.139 |
29.4% |
0.103 |
2.7% |
12% |
False |
False |
36,075 |
| 120 |
4.879 |
3.740 |
1.139 |
29.4% |
0.103 |
2.6% |
12% |
False |
False |
32,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.480 |
|
2.618 |
4.257 |
|
1.618 |
4.120 |
|
1.000 |
4.035 |
|
0.618 |
3.983 |
|
HIGH |
3.898 |
|
0.618 |
3.846 |
|
0.500 |
3.830 |
|
0.382 |
3.813 |
|
LOW |
3.761 |
|
0.618 |
3.676 |
|
1.000 |
3.624 |
|
1.618 |
3.539 |
|
2.618 |
3.402 |
|
4.250 |
3.179 |
|
|
| Fisher Pivots for day following 08-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.861 |
3.861 |
| PP |
3.845 |
3.845 |
| S1 |
3.830 |
3.830 |
|