NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 08-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2014 |
08-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.036 |
3.967 |
-0.069 |
-1.7% |
3.871 |
| High |
4.067 |
4.054 |
-0.013 |
-0.3% |
4.067 |
| Low |
3.947 |
3.961 |
0.014 |
0.4% |
3.853 |
| Close |
3.962 |
4.045 |
0.083 |
2.1% |
4.045 |
| Range |
0.120 |
0.093 |
-0.027 |
-22.5% |
0.214 |
| ATR |
0.092 |
0.092 |
0.000 |
0.1% |
0.000 |
| Volume |
17,472 |
55,068 |
37,596 |
215.2% |
136,738 |
|
| Daily Pivots for day following 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.299 |
4.265 |
4.096 |
|
| R3 |
4.206 |
4.172 |
4.071 |
|
| R2 |
4.113 |
4.113 |
4.062 |
|
| R1 |
4.079 |
4.079 |
4.054 |
4.096 |
| PP |
4.020 |
4.020 |
4.020 |
4.029 |
| S1 |
3.986 |
3.986 |
4.036 |
4.003 |
| S2 |
3.927 |
3.927 |
4.028 |
|
| S3 |
3.834 |
3.893 |
4.019 |
|
| S4 |
3.741 |
3.800 |
3.994 |
|
|
| Weekly Pivots for week ending 08-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.630 |
4.552 |
4.163 |
|
| R3 |
4.416 |
4.338 |
4.104 |
|
| R2 |
4.202 |
4.202 |
4.084 |
|
| R1 |
4.124 |
4.124 |
4.065 |
4.163 |
| PP |
3.988 |
3.988 |
3.988 |
4.008 |
| S1 |
3.910 |
3.910 |
4.025 |
3.949 |
| S2 |
3.774 |
3.774 |
4.006 |
|
| S3 |
3.560 |
3.696 |
3.986 |
|
| S4 |
3.346 |
3.482 |
3.927 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.067 |
3.853 |
0.214 |
5.3% |
0.091 |
2.2% |
90% |
False |
False |
27,347 |
| 10 |
4.067 |
3.786 |
0.281 |
6.9% |
0.094 |
2.3% |
92% |
False |
False |
22,624 |
| 20 |
4.204 |
3.786 |
0.418 |
10.3% |
0.087 |
2.2% |
62% |
False |
False |
18,552 |
| 40 |
4.905 |
3.786 |
1.119 |
27.7% |
0.092 |
2.3% |
23% |
False |
False |
15,250 |
| 60 |
4.905 |
3.786 |
1.119 |
27.7% |
0.094 |
2.3% |
23% |
False |
False |
13,251 |
| 80 |
4.905 |
3.786 |
1.119 |
27.7% |
0.093 |
2.3% |
23% |
False |
False |
11,394 |
| 100 |
4.905 |
3.786 |
1.119 |
27.7% |
0.092 |
2.3% |
23% |
False |
False |
9,956 |
| 120 |
4.905 |
3.786 |
1.119 |
27.7% |
0.095 |
2.4% |
23% |
False |
False |
9,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.449 |
|
2.618 |
4.297 |
|
1.618 |
4.204 |
|
1.000 |
4.147 |
|
0.618 |
4.111 |
|
HIGH |
4.054 |
|
0.618 |
4.018 |
|
0.500 |
4.008 |
|
0.382 |
3.997 |
|
LOW |
3.961 |
|
0.618 |
3.904 |
|
1.000 |
3.868 |
|
1.618 |
3.811 |
|
2.618 |
3.718 |
|
4.250 |
3.566 |
|
|
| Fisher Pivots for day following 08-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.033 |
4.032 |
| PP |
4.020 |
4.020 |
| S1 |
4.008 |
4.007 |
|