NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 26-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2014 |
26-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
3.974 |
4.062 |
0.088 |
2.2% |
3.870 |
| High |
4.054 |
4.089 |
0.035 |
0.9% |
4.055 |
| Low |
3.962 |
4.005 |
0.043 |
1.1% |
3.835 |
| Close |
4.049 |
4.018 |
-0.031 |
-0.8% |
3.956 |
| Range |
0.092 |
0.084 |
-0.008 |
-8.7% |
0.220 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.1% |
0.000 |
| Volume |
16,276 |
24,233 |
7,957 |
48.9% |
141,420 |
|
| Daily Pivots for day following 26-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.289 |
4.238 |
4.064 |
|
| R3 |
4.205 |
4.154 |
4.041 |
|
| R2 |
4.121 |
4.121 |
4.033 |
|
| R1 |
4.070 |
4.070 |
4.026 |
4.054 |
| PP |
4.037 |
4.037 |
4.037 |
4.029 |
| S1 |
3.986 |
3.986 |
4.010 |
3.970 |
| S2 |
3.953 |
3.953 |
4.003 |
|
| S3 |
3.869 |
3.902 |
3.995 |
|
| S4 |
3.785 |
3.818 |
3.972 |
|
|
| Weekly Pivots for week ending 22-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.609 |
4.502 |
4.077 |
|
| R3 |
4.389 |
4.282 |
4.017 |
|
| R2 |
4.169 |
4.169 |
3.996 |
|
| R1 |
4.062 |
4.062 |
3.976 |
4.116 |
| PP |
3.949 |
3.949 |
3.949 |
3.975 |
| S1 |
3.842 |
3.842 |
3.936 |
3.896 |
| S2 |
3.729 |
3.729 |
3.916 |
|
| S3 |
3.509 |
3.622 |
3.896 |
|
| S4 |
3.289 |
3.402 |
3.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.089 |
3.902 |
0.187 |
4.7% |
0.093 |
2.3% |
62% |
True |
False |
26,875 |
| 10 |
4.089 |
3.835 |
0.254 |
6.3% |
0.109 |
2.7% |
72% |
True |
False |
33,005 |
| 20 |
4.103 |
3.821 |
0.282 |
7.0% |
0.098 |
2.4% |
70% |
False |
False |
31,462 |
| 40 |
4.487 |
3.786 |
0.701 |
17.4% |
0.091 |
2.3% |
33% |
False |
False |
22,742 |
| 60 |
4.905 |
3.786 |
1.119 |
27.8% |
0.094 |
2.3% |
21% |
False |
False |
18,988 |
| 80 |
4.905 |
3.786 |
1.119 |
27.8% |
0.095 |
2.4% |
21% |
False |
False |
16,145 |
| 100 |
4.905 |
3.786 |
1.119 |
27.8% |
0.093 |
2.3% |
21% |
False |
False |
13,776 |
| 120 |
4.905 |
3.786 |
1.119 |
27.8% |
0.091 |
2.3% |
21% |
False |
False |
12,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.446 |
|
2.618 |
4.309 |
|
1.618 |
4.225 |
|
1.000 |
4.173 |
|
0.618 |
4.141 |
|
HIGH |
4.089 |
|
0.618 |
4.057 |
|
0.500 |
4.047 |
|
0.382 |
4.037 |
|
LOW |
4.005 |
|
0.618 |
3.953 |
|
1.000 |
3.921 |
|
1.618 |
3.869 |
|
2.618 |
3.785 |
|
4.250 |
3.648 |
|
|
| Fisher Pivots for day following 26-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.047 |
4.017 |
| PP |
4.037 |
4.016 |
| S1 |
4.028 |
4.016 |
|