NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 14-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2014 |
14-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.073 |
3.915 |
-0.158 |
-3.9% |
3.871 |
| High |
4.073 |
4.033 |
-0.040 |
-1.0% |
4.067 |
| Low |
3.914 |
3.906 |
-0.008 |
-0.2% |
3.853 |
| Close |
3.935 |
3.999 |
0.064 |
1.6% |
4.045 |
| Range |
0.159 |
0.127 |
-0.032 |
-20.1% |
0.214 |
| ATR |
0.094 |
0.096 |
0.002 |
2.5% |
0.000 |
| Volume |
51,803 |
61,793 |
9,990 |
19.3% |
136,738 |
|
| Daily Pivots for day following 14-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.360 |
4.307 |
4.069 |
|
| R3 |
4.233 |
4.180 |
4.034 |
|
| R2 |
4.106 |
4.106 |
4.022 |
|
| R1 |
4.053 |
4.053 |
4.011 |
4.080 |
| PP |
3.979 |
3.979 |
3.979 |
3.993 |
| S1 |
3.926 |
3.926 |
3.987 |
3.953 |
| S2 |
3.852 |
3.852 |
3.976 |
|
| S3 |
3.725 |
3.799 |
3.964 |
|
| S4 |
3.598 |
3.672 |
3.929 |
|
|
| 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 |
4.103 |
3.906 |
0.197 |
4.9% |
0.103 |
2.6% |
47% |
False |
True |
54,019 |
| 10 |
4.103 |
3.853 |
0.250 |
6.3% |
0.096 |
2.4% |
58% |
False |
False |
37,951 |
| 20 |
4.103 |
3.786 |
0.317 |
7.9% |
0.093 |
2.3% |
67% |
False |
False |
26,967 |
| 40 |
4.715 |
3.786 |
0.929 |
23.2% |
0.092 |
2.3% |
23% |
False |
False |
19,298 |
| 60 |
4.905 |
3.786 |
1.119 |
28.0% |
0.094 |
2.3% |
19% |
False |
False |
16,471 |
| 80 |
4.905 |
3.786 |
1.119 |
28.0% |
0.093 |
2.3% |
19% |
False |
False |
13,879 |
| 100 |
4.905 |
3.786 |
1.119 |
28.0% |
0.094 |
2.3% |
19% |
False |
False |
12,024 |
| 120 |
4.905 |
3.786 |
1.119 |
28.0% |
0.093 |
2.3% |
19% |
False |
False |
10,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.573 |
|
2.618 |
4.365 |
|
1.618 |
4.238 |
|
1.000 |
4.160 |
|
0.618 |
4.111 |
|
HIGH |
4.033 |
|
0.618 |
3.984 |
|
0.500 |
3.970 |
|
0.382 |
3.955 |
|
LOW |
3.906 |
|
0.618 |
3.828 |
|
1.000 |
3.779 |
|
1.618 |
3.701 |
|
2.618 |
3.574 |
|
4.250 |
3.366 |
|
|
| Fisher Pivots for day following 14-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.989 |
4.005 |
| PP |
3.979 |
4.003 |
| S1 |
3.970 |
4.001 |
|