NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.011 |
3.885 |
-0.126 |
-3.1% |
3.812 |
| High |
4.013 |
3.912 |
-0.101 |
-2.5% |
4.060 |
| Low |
3.860 |
3.835 |
-0.025 |
-0.6% |
3.812 |
| Close |
3.873 |
3.910 |
0.037 |
1.0% |
3.910 |
| Range |
0.153 |
0.077 |
-0.076 |
-49.7% |
0.248 |
| ATR |
0.105 |
0.103 |
-0.002 |
-1.9% |
0.000 |
| Volume |
79,587 |
67,285 |
-12,302 |
-15.5% |
264,076 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.117 |
4.090 |
3.952 |
|
| R3 |
4.040 |
4.013 |
3.931 |
|
| R2 |
3.963 |
3.963 |
3.924 |
|
| R1 |
3.936 |
3.936 |
3.917 |
3.950 |
| PP |
3.886 |
3.886 |
3.886 |
3.892 |
| S1 |
3.859 |
3.859 |
3.903 |
3.873 |
| S2 |
3.809 |
3.809 |
3.896 |
|
| S3 |
3.732 |
3.782 |
3.889 |
|
| S4 |
3.655 |
3.705 |
3.868 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.671 |
4.539 |
4.046 |
|
| R3 |
4.423 |
4.291 |
3.978 |
|
| R2 |
4.175 |
4.175 |
3.955 |
|
| R1 |
4.043 |
4.043 |
3.933 |
4.109 |
| PP |
3.927 |
3.927 |
3.927 |
3.961 |
| S1 |
3.795 |
3.795 |
3.887 |
3.861 |
| S2 |
3.679 |
3.679 |
3.865 |
|
| S3 |
3.431 |
3.547 |
3.842 |
|
| S4 |
3.183 |
3.299 |
3.774 |
|
|
| 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 |
6.3% |
0.114 |
2.9% |
40% |
False |
False |
52,815 |
| 10 |
4.133 |
3.812 |
0.321 |
8.2% |
0.106 |
2.7% |
31% |
False |
False |
45,690 |
| 20 |
4.163 |
3.812 |
0.351 |
9.0% |
0.105 |
2.7% |
28% |
False |
False |
36,944 |
| 40 |
4.163 |
3.786 |
0.377 |
9.6% |
0.099 |
2.5% |
33% |
False |
False |
31,955 |
| 60 |
4.715 |
3.786 |
0.929 |
23.8% |
0.096 |
2.5% |
13% |
False |
False |
25,180 |
| 80 |
4.905 |
3.786 |
1.119 |
28.6% |
0.097 |
2.5% |
11% |
False |
False |
21,589 |
| 100 |
4.905 |
3.786 |
1.119 |
28.6% |
0.095 |
2.4% |
11% |
False |
False |
18,492 |
| 120 |
4.905 |
3.786 |
1.119 |
28.6% |
0.095 |
2.4% |
11% |
False |
False |
16,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.239 |
|
2.618 |
4.114 |
|
1.618 |
4.037 |
|
1.000 |
3.989 |
|
0.618 |
3.960 |
|
HIGH |
3.912 |
|
0.618 |
3.883 |
|
0.500 |
3.874 |
|
0.382 |
3.864 |
|
LOW |
3.835 |
|
0.618 |
3.787 |
|
1.000 |
3.758 |
|
1.618 |
3.710 |
|
2.618 |
3.633 |
|
4.250 |
3.508 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.898 |
3.938 |
| PP |
3.886 |
3.928 |
| S1 |
3.874 |
3.919 |
|