NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.885 |
3.892 |
0.007 |
0.2% |
3.812 |
| High |
3.912 |
4.005 |
0.093 |
2.4% |
4.060 |
| Low |
3.835 |
3.892 |
0.057 |
1.5% |
3.812 |
| Close |
3.910 |
3.997 |
0.087 |
2.2% |
3.910 |
| Range |
0.077 |
0.113 |
0.036 |
46.8% |
0.248 |
| ATR |
0.103 |
0.104 |
0.001 |
0.7% |
0.000 |
| Volume |
67,285 |
82,245 |
14,960 |
22.2% |
264,076 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.304 |
4.263 |
4.059 |
|
| R3 |
4.191 |
4.150 |
4.028 |
|
| R2 |
4.078 |
4.078 |
4.018 |
|
| R1 |
4.037 |
4.037 |
4.007 |
4.058 |
| PP |
3.965 |
3.965 |
3.965 |
3.975 |
| S1 |
3.924 |
3.924 |
3.987 |
3.945 |
| S2 |
3.852 |
3.852 |
3.976 |
|
| S3 |
3.739 |
3.811 |
3.966 |
|
| S4 |
3.626 |
3.698 |
3.935 |
|
|
| 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 |
3.835 |
0.225 |
5.6% |
0.109 |
2.7% |
72% |
False |
False |
63,062 |
| 10 |
4.120 |
3.812 |
0.308 |
7.7% |
0.111 |
2.8% |
60% |
False |
False |
48,722 |
| 20 |
4.163 |
3.812 |
0.351 |
8.8% |
0.104 |
2.6% |
53% |
False |
False |
39,329 |
| 40 |
4.163 |
3.786 |
0.377 |
9.4% |
0.101 |
2.5% |
56% |
False |
False |
33,542 |
| 60 |
4.633 |
3.786 |
0.847 |
21.2% |
0.096 |
2.4% |
25% |
False |
False |
26,443 |
| 80 |
4.905 |
3.786 |
1.119 |
28.0% |
0.097 |
2.4% |
19% |
False |
False |
22,534 |
| 100 |
4.905 |
3.786 |
1.119 |
28.0% |
0.096 |
2.4% |
19% |
False |
False |
19,282 |
| 120 |
4.905 |
3.786 |
1.119 |
28.0% |
0.095 |
2.4% |
19% |
False |
False |
16,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.485 |
|
2.618 |
4.301 |
|
1.618 |
4.188 |
|
1.000 |
4.118 |
|
0.618 |
4.075 |
|
HIGH |
4.005 |
|
0.618 |
3.962 |
|
0.500 |
3.949 |
|
0.382 |
3.935 |
|
LOW |
3.892 |
|
0.618 |
3.822 |
|
1.000 |
3.779 |
|
1.618 |
3.709 |
|
2.618 |
3.596 |
|
4.250 |
3.412 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.981 |
3.973 |
| PP |
3.965 |
3.948 |
| S1 |
3.949 |
3.924 |
|