NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 29-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2014 |
29-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.077 |
4.106 |
0.029 |
0.7% |
3.974 |
| High |
4.163 |
4.133 |
-0.030 |
-0.7% |
4.163 |
| Low |
4.031 |
4.069 |
0.038 |
0.9% |
3.962 |
| Close |
4.101 |
4.116 |
0.015 |
0.4% |
4.116 |
| Range |
0.132 |
0.064 |
-0.068 |
-51.5% |
0.201 |
| ATR |
0.100 |
0.097 |
-0.003 |
-2.6% |
0.000 |
| Volume |
43,224 |
51,922 |
8,698 |
20.1% |
157,949 |
|
| Daily Pivots for day following 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.298 |
4.271 |
4.151 |
|
| R3 |
4.234 |
4.207 |
4.134 |
|
| R2 |
4.170 |
4.170 |
4.128 |
|
| R1 |
4.143 |
4.143 |
4.122 |
4.157 |
| PP |
4.106 |
4.106 |
4.106 |
4.113 |
| S1 |
4.079 |
4.079 |
4.110 |
4.093 |
| S2 |
4.042 |
4.042 |
4.104 |
|
| S3 |
3.978 |
4.015 |
4.098 |
|
| S4 |
3.914 |
3.951 |
4.081 |
|
|
| Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.683 |
4.601 |
4.227 |
|
| R3 |
4.482 |
4.400 |
4.171 |
|
| R2 |
4.281 |
4.281 |
4.153 |
|
| R1 |
4.199 |
4.199 |
4.134 |
4.240 |
| PP |
4.080 |
4.080 |
4.080 |
4.101 |
| S1 |
3.998 |
3.998 |
4.098 |
4.039 |
| S2 |
3.879 |
3.879 |
4.079 |
|
| S3 |
3.678 |
3.797 |
4.061 |
|
| S4 |
3.477 |
3.596 |
4.005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.163 |
3.962 |
0.201 |
4.9% |
0.093 |
2.3% |
77% |
False |
False |
31,589 |
| 10 |
4.163 |
3.835 |
0.328 |
8.0% |
0.097 |
2.3% |
86% |
False |
False |
29,936 |
| 20 |
4.163 |
3.835 |
0.328 |
8.0% |
0.098 |
2.4% |
86% |
False |
False |
34,283 |
| 40 |
4.412 |
3.786 |
0.626 |
15.2% |
0.093 |
2.2% |
53% |
False |
False |
24,871 |
| 60 |
4.905 |
3.786 |
1.119 |
27.2% |
0.095 |
2.3% |
29% |
False |
False |
20,507 |
| 80 |
4.905 |
3.786 |
1.119 |
27.2% |
0.096 |
2.3% |
29% |
False |
False |
17,455 |
| 100 |
4.905 |
3.786 |
1.119 |
27.2% |
0.094 |
2.3% |
29% |
False |
False |
14,825 |
| 120 |
4.905 |
3.786 |
1.119 |
27.2% |
0.092 |
2.2% |
29% |
False |
False |
13,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.405 |
|
2.618 |
4.301 |
|
1.618 |
4.237 |
|
1.000 |
4.197 |
|
0.618 |
4.173 |
|
HIGH |
4.133 |
|
0.618 |
4.109 |
|
0.500 |
4.101 |
|
0.382 |
4.093 |
|
LOW |
4.069 |
|
0.618 |
4.029 |
|
1.000 |
4.005 |
|
1.618 |
3.965 |
|
2.618 |
3.901 |
|
4.250 |
3.797 |
|
|
| Fisher Pivots for day following 29-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.111 |
4.104 |
| PP |
4.106 |
4.092 |
| S1 |
4.101 |
4.081 |
|