NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.938 |
4.030 |
0.092 |
2.3% |
4.104 |
| High |
4.060 |
4.040 |
-0.020 |
-0.5% |
4.120 |
| Low |
3.907 |
3.989 |
0.082 |
2.1% |
3.834 |
| Close |
4.035 |
4.005 |
-0.030 |
-0.7% |
3.847 |
| Range |
0.153 |
0.051 |
-0.102 |
-66.7% |
0.286 |
| ATR |
0.105 |
0.101 |
-0.004 |
-3.7% |
0.000 |
| Volume |
43,707 |
42,487 |
-1,220 |
-2.8% |
140,907 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.164 |
4.136 |
4.033 |
|
| R3 |
4.113 |
4.085 |
4.019 |
|
| R2 |
4.062 |
4.062 |
4.014 |
|
| R1 |
4.034 |
4.034 |
4.010 |
4.023 |
| PP |
4.011 |
4.011 |
4.011 |
4.006 |
| S1 |
3.983 |
3.983 |
4.000 |
3.972 |
| S2 |
3.960 |
3.960 |
3.996 |
|
| S3 |
3.909 |
3.932 |
3.991 |
|
| S4 |
3.858 |
3.881 |
3.977 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.792 |
4.605 |
4.004 |
|
| R3 |
4.506 |
4.319 |
3.926 |
|
| R2 |
4.220 |
4.220 |
3.899 |
|
| R1 |
4.033 |
4.033 |
3.873 |
3.984 |
| PP |
3.934 |
3.934 |
3.934 |
3.909 |
| S1 |
3.747 |
3.747 |
3.821 |
3.698 |
| S2 |
3.648 |
3.648 |
3.795 |
|
| S3 |
3.362 |
3.461 |
3.768 |
|
| S4 |
3.076 |
3.175 |
3.690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.060 |
3.812 |
0.248 |
6.2% |
0.099 |
2.5% |
78% |
False |
False |
36,771 |
| 10 |
4.163 |
3.812 |
0.351 |
8.8% |
0.106 |
2.6% |
55% |
False |
False |
37,555 |
| 20 |
4.163 |
3.812 |
0.351 |
8.8% |
0.107 |
2.7% |
55% |
False |
False |
35,280 |
| 40 |
4.180 |
3.786 |
0.394 |
9.8% |
0.097 |
2.4% |
56% |
False |
False |
28,770 |
| 60 |
4.783 |
3.786 |
0.997 |
24.9% |
0.095 |
2.4% |
22% |
False |
False |
23,035 |
| 80 |
4.905 |
3.786 |
1.119 |
27.9% |
0.096 |
2.4% |
20% |
False |
False |
19,843 |
| 100 |
4.905 |
3.786 |
1.119 |
27.9% |
0.095 |
2.4% |
20% |
False |
False |
17,117 |
| 120 |
4.905 |
3.786 |
1.119 |
27.9% |
0.094 |
2.4% |
20% |
False |
False |
15,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.257 |
|
2.618 |
4.174 |
|
1.618 |
4.123 |
|
1.000 |
4.091 |
|
0.618 |
4.072 |
|
HIGH |
4.040 |
|
0.618 |
4.021 |
|
0.500 |
4.015 |
|
0.382 |
4.008 |
|
LOW |
3.989 |
|
0.618 |
3.957 |
|
1.000 |
3.938 |
|
1.618 |
3.906 |
|
2.618 |
3.855 |
|
4.250 |
3.772 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.015 |
3.982 |
| PP |
4.011 |
3.959 |
| S1 |
4.008 |
3.936 |
|