NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 11-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2014 |
11-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.967 |
4.064 |
0.097 |
2.4% |
3.871 |
| High |
4.054 |
4.091 |
0.037 |
0.9% |
4.067 |
| Low |
3.961 |
4.011 |
0.050 |
1.3% |
3.853 |
| Close |
4.045 |
4.051 |
0.006 |
0.1% |
4.045 |
| Range |
0.093 |
0.080 |
-0.013 |
-14.0% |
0.214 |
| ATR |
0.092 |
0.091 |
-0.001 |
-0.9% |
0.000 |
| Volume |
55,068 |
47,208 |
-7,860 |
-14.3% |
136,738 |
|
| Daily Pivots for day following 11-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.291 |
4.251 |
4.095 |
|
| R3 |
4.211 |
4.171 |
4.073 |
|
| R2 |
4.131 |
4.131 |
4.066 |
|
| R1 |
4.091 |
4.091 |
4.058 |
4.071 |
| PP |
4.051 |
4.051 |
4.051 |
4.041 |
| S1 |
4.011 |
4.011 |
4.044 |
3.991 |
| S2 |
3.971 |
3.971 |
4.036 |
|
| S3 |
3.891 |
3.931 |
4.029 |
|
| S4 |
3.811 |
3.851 |
4.007 |
|
|
| 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 |
4.091 |
3.917 |
0.174 |
4.3% |
0.089 |
2.2% |
77% |
True |
False |
31,793 |
| 10 |
4.091 |
3.802 |
0.289 |
7.1% |
0.090 |
2.2% |
86% |
True |
False |
25,856 |
| 20 |
4.186 |
3.786 |
0.400 |
9.9% |
0.088 |
2.2% |
66% |
False |
False |
20,339 |
| 40 |
4.905 |
3.786 |
1.119 |
27.6% |
0.092 |
2.3% |
24% |
False |
False |
15,897 |
| 60 |
4.905 |
3.786 |
1.119 |
27.6% |
0.092 |
2.3% |
24% |
False |
False |
13,933 |
| 80 |
4.905 |
3.786 |
1.119 |
27.6% |
0.093 |
2.3% |
24% |
False |
False |
11,941 |
| 100 |
4.905 |
3.786 |
1.119 |
27.6% |
0.092 |
2.3% |
24% |
False |
False |
10,415 |
| 120 |
4.905 |
3.786 |
1.119 |
27.6% |
0.095 |
2.3% |
24% |
False |
False |
9,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.431 |
|
2.618 |
4.300 |
|
1.618 |
4.220 |
|
1.000 |
4.171 |
|
0.618 |
4.140 |
|
HIGH |
4.091 |
|
0.618 |
4.060 |
|
0.500 |
4.051 |
|
0.382 |
4.042 |
|
LOW |
4.011 |
|
0.618 |
3.962 |
|
1.000 |
3.931 |
|
1.618 |
3.882 |
|
2.618 |
3.802 |
|
4.250 |
3.671 |
|
|
| Fisher Pivots for day following 11-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.051 |
4.040 |
| PP |
4.051 |
4.030 |
| S1 |
4.051 |
4.019 |
|