NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 28-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2014 |
28-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.045 |
4.077 |
0.032 |
0.8% |
3.870 |
| High |
4.092 |
4.163 |
0.071 |
1.7% |
4.055 |
| Low |
3.998 |
4.031 |
0.033 |
0.8% |
3.835 |
| Close |
4.069 |
4.101 |
0.032 |
0.8% |
3.956 |
| Range |
0.094 |
0.132 |
0.038 |
40.4% |
0.220 |
| ATR |
0.098 |
0.100 |
0.002 |
2.5% |
0.000 |
| Volume |
22,294 |
43,224 |
20,930 |
93.9% |
141,420 |
|
| Daily Pivots for day following 28-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.494 |
4.430 |
4.174 |
|
| R3 |
4.362 |
4.298 |
4.137 |
|
| R2 |
4.230 |
4.230 |
4.125 |
|
| R1 |
4.166 |
4.166 |
4.113 |
4.198 |
| PP |
4.098 |
4.098 |
4.098 |
4.115 |
| S1 |
4.034 |
4.034 |
4.089 |
4.066 |
| S2 |
3.966 |
3.966 |
4.077 |
|
| S3 |
3.834 |
3.902 |
4.065 |
|
| S4 |
3.702 |
3.770 |
4.028 |
|
|
| 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 |
4.163 |
3.942 |
0.221 |
5.4% |
0.092 |
2.3% |
72% |
True |
False |
27,546 |
| 10 |
4.163 |
3.835 |
0.328 |
8.0% |
0.103 |
2.5% |
81% |
True |
False |
28,197 |
| 20 |
4.163 |
3.835 |
0.328 |
8.0% |
0.100 |
2.4% |
81% |
True |
False |
33,074 |
| 40 |
4.426 |
3.786 |
0.640 |
15.6% |
0.093 |
2.3% |
49% |
False |
False |
23,866 |
| 60 |
4.905 |
3.786 |
1.119 |
27.3% |
0.096 |
2.3% |
28% |
False |
False |
19,808 |
| 80 |
4.905 |
3.786 |
1.119 |
27.3% |
0.096 |
2.3% |
28% |
False |
False |
16,860 |
| 100 |
4.905 |
3.786 |
1.119 |
27.3% |
0.094 |
2.3% |
28% |
False |
False |
14,344 |
| 120 |
4.905 |
3.786 |
1.119 |
27.3% |
0.092 |
2.2% |
28% |
False |
False |
12,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.724 |
|
2.618 |
4.509 |
|
1.618 |
4.377 |
|
1.000 |
4.295 |
|
0.618 |
4.245 |
|
HIGH |
4.163 |
|
0.618 |
4.113 |
|
0.500 |
4.097 |
|
0.382 |
4.081 |
|
LOW |
4.031 |
|
0.618 |
3.949 |
|
1.000 |
3.899 |
|
1.618 |
3.817 |
|
2.618 |
3.685 |
|
4.250 |
3.470 |
|
|
| Fisher Pivots for day following 28-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.100 |
4.094 |
| PP |
4.098 |
4.087 |
| S1 |
4.097 |
4.081 |
|