NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 21-Aug-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2014 |
21-Aug-2014 |
Change |
Change % |
Previous Week |
| Open |
4.119 |
4.130 |
0.011 |
0.3% |
4.222 |
| High |
4.134 |
4.212 |
0.078 |
1.9% |
4.229 |
| Low |
4.073 |
4.082 |
0.009 |
0.2% |
4.022 |
| Close |
4.100 |
4.166 |
0.066 |
1.6% |
4.045 |
| Range |
0.061 |
0.130 |
0.069 |
113.1% |
0.207 |
| ATR |
0.083 |
0.087 |
0.003 |
4.0% |
0.000 |
| Volume |
3,012 |
3,560 |
548 |
18.2% |
15,967 |
|
| Daily Pivots for day following 21-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.543 |
4.485 |
4.238 |
|
| R3 |
4.413 |
4.355 |
4.202 |
|
| R2 |
4.283 |
4.283 |
4.190 |
|
| R1 |
4.225 |
4.225 |
4.178 |
4.254 |
| PP |
4.153 |
4.153 |
4.153 |
4.168 |
| S1 |
4.095 |
4.095 |
4.154 |
4.124 |
| S2 |
4.023 |
4.023 |
4.142 |
|
| S3 |
3.893 |
3.965 |
4.130 |
|
| S4 |
3.763 |
3.835 |
4.095 |
|
|
| Weekly Pivots for week ending 15-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.720 |
4.589 |
4.159 |
|
| R3 |
4.513 |
4.382 |
4.102 |
|
| R2 |
4.306 |
4.306 |
4.083 |
|
| R1 |
4.175 |
4.175 |
4.064 |
4.137 |
| PP |
4.099 |
4.099 |
4.099 |
4.080 |
| S1 |
3.968 |
3.968 |
4.026 |
3.930 |
| S2 |
3.892 |
3.892 |
4.007 |
|
| S3 |
3.685 |
3.761 |
3.988 |
|
| S4 |
3.478 |
3.554 |
3.931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.212 |
4.009 |
0.203 |
4.9% |
0.093 |
2.2% |
77% |
True |
False |
4,110 |
| 10 |
4.229 |
4.009 |
0.220 |
5.3% |
0.088 |
2.1% |
71% |
False |
False |
3,657 |
| 20 |
4.229 |
3.945 |
0.284 |
6.8% |
0.085 |
2.0% |
78% |
False |
False |
3,102 |
| 40 |
4.681 |
3.945 |
0.736 |
17.7% |
0.079 |
1.9% |
30% |
False |
False |
3,040 |
| 60 |
4.895 |
3.945 |
0.950 |
22.8% |
0.078 |
1.9% |
23% |
False |
False |
2,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.765 |
|
2.618 |
4.552 |
|
1.618 |
4.422 |
|
1.000 |
4.342 |
|
0.618 |
4.292 |
|
HIGH |
4.212 |
|
0.618 |
4.162 |
|
0.500 |
4.147 |
|
0.382 |
4.132 |
|
LOW |
4.082 |
|
0.618 |
4.002 |
|
1.000 |
3.952 |
|
1.618 |
3.872 |
|
2.618 |
3.742 |
|
4.250 |
3.530 |
|
|
| Fisher Pivots for day following 21-Aug-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.160 |
4.157 |
| PP |
4.153 |
4.148 |
| S1 |
4.147 |
4.140 |
|