NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 18-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2014 |
18-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.078 |
3.965 |
-0.113 |
-2.8% |
4.156 |
| High |
4.078 |
4.024 |
-0.054 |
-1.3% |
4.181 |
| Low |
3.957 |
3.935 |
-0.022 |
-0.6% |
3.957 |
| Close |
3.977 |
3.999 |
0.022 |
0.6% |
3.977 |
| Range |
0.121 |
0.089 |
-0.032 |
-26.4% |
0.224 |
| ATR |
0.096 |
0.095 |
0.000 |
-0.5% |
0.000 |
| Volume |
15,685 |
11,865 |
-3,820 |
-24.4% |
100,924 |
|
| Daily Pivots for day following 18-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.253 |
4.215 |
4.048 |
|
| R3 |
4.164 |
4.126 |
4.023 |
|
| R2 |
4.075 |
4.075 |
4.015 |
|
| R1 |
4.037 |
4.037 |
4.007 |
4.056 |
| PP |
3.986 |
3.986 |
3.986 |
3.996 |
| S1 |
3.948 |
3.948 |
3.991 |
3.967 |
| S2 |
3.897 |
3.897 |
3.983 |
|
| S3 |
3.808 |
3.859 |
3.975 |
|
| S4 |
3.719 |
3.770 |
3.950 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.710 |
4.568 |
4.100 |
|
| R3 |
4.486 |
4.344 |
4.039 |
|
| R2 |
4.262 |
4.262 |
4.018 |
|
| R1 |
4.120 |
4.120 |
3.998 |
4.079 |
| PP |
4.038 |
4.038 |
4.038 |
4.018 |
| S1 |
3.896 |
3.896 |
3.956 |
3.855 |
| S2 |
3.814 |
3.814 |
3.936 |
|
| S3 |
3.590 |
3.672 |
3.915 |
|
| S4 |
3.366 |
3.448 |
3.854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.181 |
3.935 |
0.246 |
6.2% |
0.106 |
2.6% |
26% |
False |
True |
19,650 |
| 10 |
4.181 |
3.935 |
0.246 |
6.2% |
0.096 |
2.4% |
26% |
False |
True |
16,116 |
| 20 |
4.181 |
3.877 |
0.304 |
7.6% |
0.094 |
2.3% |
40% |
False |
False |
14,283 |
| 40 |
4.672 |
3.877 |
0.795 |
19.9% |
0.090 |
2.2% |
15% |
False |
False |
11,802 |
| 60 |
4.985 |
3.877 |
1.108 |
27.7% |
0.091 |
2.3% |
11% |
False |
False |
9,695 |
| 80 |
4.988 |
3.877 |
1.111 |
27.8% |
0.092 |
2.3% |
11% |
False |
False |
8,550 |
| 100 |
4.988 |
3.877 |
1.111 |
27.8% |
0.093 |
2.3% |
11% |
False |
False |
7,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.402 |
|
2.618 |
4.257 |
|
1.618 |
4.168 |
|
1.000 |
4.113 |
|
0.618 |
4.079 |
|
HIGH |
4.024 |
|
0.618 |
3.990 |
|
0.500 |
3.980 |
|
0.382 |
3.969 |
|
LOW |
3.935 |
|
0.618 |
3.880 |
|
1.000 |
3.846 |
|
1.618 |
3.791 |
|
2.618 |
3.702 |
|
4.250 |
3.557 |
|
|
| Fisher Pivots for day following 18-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.993 |
4.031 |
| PP |
3.986 |
4.020 |
| S1 |
3.980 |
4.010 |
|