NYMEX Natural Gas Future November 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 |
3.871 |
3.922 |
0.051 |
1.3% |
3.842 |
| High |
3.943 |
4.001 |
0.058 |
1.5% |
3.970 |
| Low |
3.853 |
3.917 |
0.064 |
1.7% |
3.786 |
| Close |
3.926 |
3.988 |
0.062 |
1.6% |
3.885 |
| Range |
0.090 |
0.084 |
-0.006 |
-6.7% |
0.184 |
| ATR |
0.092 |
0.092 |
-0.001 |
-0.6% |
0.000 |
| Volume |
24,977 |
20,232 |
-4,745 |
-19.0% |
89,506 |
|
| Daily Pivots for day following 05-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.221 |
4.188 |
4.034 |
|
| R3 |
4.137 |
4.104 |
4.011 |
|
| R2 |
4.053 |
4.053 |
4.003 |
|
| R1 |
4.020 |
4.020 |
3.996 |
4.037 |
| PP |
3.969 |
3.969 |
3.969 |
3.977 |
| S1 |
3.936 |
3.936 |
3.980 |
3.953 |
| S2 |
3.885 |
3.885 |
3.973 |
|
| S3 |
3.801 |
3.852 |
3.965 |
|
| S4 |
3.717 |
3.768 |
3.942 |
|
|
| Weekly Pivots for week ending 01-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.432 |
4.343 |
3.986 |
|
| R3 |
4.248 |
4.159 |
3.936 |
|
| R2 |
4.064 |
4.064 |
3.919 |
|
| R1 |
3.975 |
3.975 |
3.902 |
4.020 |
| PP |
3.880 |
3.880 |
3.880 |
3.903 |
| S1 |
3.791 |
3.791 |
3.868 |
3.836 |
| S2 |
3.696 |
3.696 |
3.851 |
|
| S3 |
3.512 |
3.607 |
3.834 |
|
| S4 |
3.328 |
3.423 |
3.784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.001 |
3.821 |
0.180 |
4.5% |
0.090 |
2.3% |
93% |
True |
False |
21,247 |
| 10 |
4.001 |
3.786 |
0.215 |
5.4% |
0.093 |
2.3% |
94% |
True |
False |
18,347 |
| 20 |
4.259 |
3.786 |
0.473 |
11.9% |
0.082 |
2.1% |
43% |
False |
False |
16,515 |
| 40 |
4.905 |
3.786 |
1.119 |
28.1% |
0.094 |
2.4% |
18% |
False |
False |
14,060 |
| 60 |
4.905 |
3.786 |
1.119 |
28.1% |
0.094 |
2.3% |
18% |
False |
False |
12,202 |
| 80 |
4.905 |
3.786 |
1.119 |
28.1% |
0.092 |
2.3% |
18% |
False |
False |
10,421 |
| 100 |
4.905 |
3.786 |
1.119 |
28.1% |
0.090 |
2.3% |
18% |
False |
False |
9,122 |
| 120 |
4.905 |
3.786 |
1.119 |
28.1% |
0.095 |
2.4% |
18% |
False |
False |
8,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.358 |
|
2.618 |
4.221 |
|
1.618 |
4.137 |
|
1.000 |
4.085 |
|
0.618 |
4.053 |
|
HIGH |
4.001 |
|
0.618 |
3.969 |
|
0.500 |
3.959 |
|
0.382 |
3.949 |
|
LOW |
3.917 |
|
0.618 |
3.865 |
|
1.000 |
3.833 |
|
1.618 |
3.781 |
|
2.618 |
3.697 |
|
4.250 |
3.560 |
|
|
| Fisher Pivots for day following 05-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.978 |
3.968 |
| PP |
3.969 |
3.947 |
| S1 |
3.959 |
3.927 |
|