NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.030 |
4.011 |
-0.019 |
-0.5% |
4.104 |
| High |
4.040 |
4.013 |
-0.027 |
-0.7% |
4.120 |
| Low |
3.989 |
3.860 |
-0.129 |
-3.2% |
3.834 |
| Close |
4.005 |
3.873 |
-0.132 |
-3.3% |
3.847 |
| Range |
0.051 |
0.153 |
0.102 |
200.0% |
0.286 |
| ATR |
0.101 |
0.105 |
0.004 |
3.6% |
0.000 |
| Volume |
42,487 |
79,587 |
37,100 |
87.3% |
140,907 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.374 |
4.277 |
3.957 |
|
| R3 |
4.221 |
4.124 |
3.915 |
|
| R2 |
4.068 |
4.068 |
3.901 |
|
| R1 |
3.971 |
3.971 |
3.887 |
3.943 |
| PP |
3.915 |
3.915 |
3.915 |
3.902 |
| S1 |
3.818 |
3.818 |
3.859 |
3.790 |
| S2 |
3.762 |
3.762 |
3.845 |
|
| S3 |
3.609 |
3.665 |
3.831 |
|
| S4 |
3.456 |
3.512 |
3.789 |
|
|
| 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 |
6.4% |
0.112 |
2.9% |
25% |
False |
False |
45,494 |
| 10 |
4.163 |
3.812 |
0.351 |
9.1% |
0.112 |
2.9% |
17% |
False |
False |
43,284 |
| 20 |
4.163 |
3.812 |
0.351 |
9.1% |
0.107 |
2.8% |
17% |
False |
False |
36,669 |
| 40 |
4.163 |
3.786 |
0.377 |
9.7% |
0.100 |
2.6% |
23% |
False |
False |
30,479 |
| 60 |
4.783 |
3.786 |
0.997 |
25.7% |
0.097 |
2.5% |
9% |
False |
False |
24,183 |
| 80 |
4.905 |
3.786 |
1.119 |
28.9% |
0.097 |
2.5% |
8% |
False |
False |
20,795 |
| 100 |
4.905 |
3.786 |
1.119 |
28.9% |
0.095 |
2.5% |
8% |
False |
False |
17,851 |
| 120 |
4.905 |
3.786 |
1.119 |
28.9% |
0.095 |
2.5% |
8% |
False |
False |
15,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.663 |
|
2.618 |
4.414 |
|
1.618 |
4.261 |
|
1.000 |
4.166 |
|
0.618 |
4.108 |
|
HIGH |
4.013 |
|
0.618 |
3.955 |
|
0.500 |
3.937 |
|
0.382 |
3.918 |
|
LOW |
3.860 |
|
0.618 |
3.765 |
|
1.000 |
3.707 |
|
1.618 |
3.612 |
|
2.618 |
3.459 |
|
4.250 |
3.210 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.937 |
3.960 |
| PP |
3.915 |
3.931 |
| S1 |
3.894 |
3.902 |
|