NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.892 |
3.998 |
0.106 |
2.7% |
3.812 |
| High |
4.005 |
4.066 |
0.061 |
1.5% |
4.060 |
| Low |
3.892 |
3.930 |
0.038 |
1.0% |
3.812 |
| Close |
3.997 |
4.063 |
0.066 |
1.7% |
3.910 |
| Range |
0.113 |
0.136 |
0.023 |
20.4% |
0.248 |
| ATR |
0.104 |
0.106 |
0.002 |
2.2% |
0.000 |
| Volume |
82,245 |
66,312 |
-15,933 |
-19.4% |
264,076 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.428 |
4.381 |
4.138 |
|
| R3 |
4.292 |
4.245 |
4.100 |
|
| R2 |
4.156 |
4.156 |
4.088 |
|
| R1 |
4.109 |
4.109 |
4.075 |
4.133 |
| PP |
4.020 |
4.020 |
4.020 |
4.031 |
| S1 |
3.973 |
3.973 |
4.051 |
3.997 |
| S2 |
3.884 |
3.884 |
4.038 |
|
| S3 |
3.748 |
3.837 |
4.026 |
|
| S4 |
3.612 |
3.701 |
3.988 |
|
|
| 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 |
4.066 |
3.835 |
0.231 |
5.7% |
0.106 |
2.6% |
99% |
True |
False |
67,583 |
| 10 |
4.066 |
3.812 |
0.254 |
6.3% |
0.106 |
2.6% |
99% |
True |
False |
52,226 |
| 20 |
4.163 |
3.812 |
0.351 |
8.6% |
0.106 |
2.6% |
72% |
False |
False |
41,454 |
| 40 |
4.163 |
3.786 |
0.377 |
9.3% |
0.102 |
2.5% |
73% |
False |
False |
34,964 |
| 60 |
4.604 |
3.786 |
0.818 |
20.1% |
0.097 |
2.4% |
34% |
False |
False |
27,283 |
| 80 |
4.905 |
3.786 |
1.119 |
27.5% |
0.097 |
2.4% |
25% |
False |
False |
23,270 |
| 100 |
4.905 |
3.786 |
1.119 |
27.5% |
0.096 |
2.4% |
25% |
False |
False |
19,902 |
| 120 |
4.905 |
3.786 |
1.119 |
27.5% |
0.096 |
2.4% |
25% |
False |
False |
17,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.644 |
|
2.618 |
4.422 |
|
1.618 |
4.286 |
|
1.000 |
4.202 |
|
0.618 |
4.150 |
|
HIGH |
4.066 |
|
0.618 |
4.014 |
|
0.500 |
3.998 |
|
0.382 |
3.982 |
|
LOW |
3.930 |
|
0.618 |
3.846 |
|
1.000 |
3.794 |
|
1.618 |
3.710 |
|
2.618 |
3.574 |
|
4.250 |
3.352 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.041 |
4.026 |
| PP |
4.020 |
3.988 |
| S1 |
3.998 |
3.951 |
|