NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 04-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.938 |
3.905 |
-0.033 |
-0.8% |
3.974 |
| High |
3.962 |
3.928 |
-0.034 |
-0.9% |
4.163 |
| Low |
3.878 |
3.838 |
-0.040 |
-1.0% |
3.962 |
| Close |
3.894 |
3.869 |
-0.025 |
-0.6% |
4.116 |
| Range |
0.084 |
0.090 |
0.006 |
7.1% |
0.201 |
| ATR |
0.102 |
0.102 |
-0.001 |
-0.9% |
0.000 |
| Volume |
42,977 |
35,971 |
-7,006 |
-16.3% |
157,949 |
|
| Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.148 |
4.099 |
3.919 |
|
| R3 |
4.058 |
4.009 |
3.894 |
|
| R2 |
3.968 |
3.968 |
3.886 |
|
| R1 |
3.919 |
3.919 |
3.877 |
3.899 |
| PP |
3.878 |
3.878 |
3.878 |
3.868 |
| S1 |
3.829 |
3.829 |
3.861 |
3.809 |
| S2 |
3.788 |
3.788 |
3.853 |
|
| S3 |
3.698 |
3.739 |
3.844 |
|
| S4 |
3.608 |
3.649 |
3.820 |
|
|
| 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 |
3.838 |
0.325 |
8.4% |
0.111 |
2.9% |
10% |
False |
True |
41,074 |
| 10 |
4.163 |
3.838 |
0.325 |
8.4% |
0.103 |
2.7% |
10% |
False |
True |
32,814 |
| 20 |
4.163 |
3.835 |
0.328 |
8.5% |
0.104 |
2.7% |
10% |
False |
False |
36,584 |
| 40 |
4.224 |
3.786 |
0.438 |
11.3% |
0.093 |
2.4% |
19% |
False |
False |
26,543 |
| 60 |
4.905 |
3.786 |
1.119 |
28.9% |
0.097 |
2.5% |
7% |
False |
False |
21,655 |
| 80 |
4.905 |
3.786 |
1.119 |
28.9% |
0.096 |
2.5% |
7% |
False |
False |
18,419 |
| 100 |
4.905 |
3.786 |
1.119 |
28.9% |
0.095 |
2.5% |
7% |
False |
False |
15,767 |
| 120 |
4.905 |
3.786 |
1.119 |
28.9% |
0.093 |
2.4% |
7% |
False |
False |
13,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.311 |
|
2.618 |
4.164 |
|
1.618 |
4.074 |
|
1.000 |
4.018 |
|
0.618 |
3.984 |
|
HIGH |
3.928 |
|
0.618 |
3.894 |
|
0.500 |
3.883 |
|
0.382 |
3.872 |
|
LOW |
3.838 |
|
0.618 |
3.782 |
|
1.000 |
3.748 |
|
1.618 |
3.692 |
|
2.618 |
3.602 |
|
4.250 |
3.456 |
|
|
| Fisher Pivots for day following 04-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.883 |
3.979 |
| PP |
3.878 |
3.942 |
| S1 |
3.874 |
3.906 |
|