NYMEX Natural Gas Future November 2014
Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3.998 |
4.057 |
0.059 |
1.5% |
3.812 |
High |
4.066 |
4.100 |
0.034 |
0.8% |
4.060 |
Low |
3.930 |
4.025 |
0.095 |
2.4% |
3.812 |
Close |
4.063 |
4.077 |
0.014 |
0.3% |
3.910 |
Range |
0.136 |
0.075 |
-0.061 |
-44.9% |
0.248 |
ATR |
0.106 |
0.104 |
-0.002 |
-2.1% |
0.000 |
Volume |
66,312 |
61,454 |
-4,858 |
-7.3% |
264,076 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.292 |
4.260 |
4.118 |
|
R3 |
4.217 |
4.185 |
4.098 |
|
R2 |
4.142 |
4.142 |
4.091 |
|
R1 |
4.110 |
4.110 |
4.084 |
4.126 |
PP |
4.067 |
4.067 |
4.067 |
4.076 |
S1 |
4.035 |
4.035 |
4.070 |
4.051 |
S2 |
3.992 |
3.992 |
4.063 |
|
S3 |
3.917 |
3.960 |
4.056 |
|
S4 |
3.842 |
3.885 |
4.036 |
|
|
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 |
4.100 |
3.835 |
0.265 |
6.5% |
0.111 |
2.7% |
91% |
True |
False |
71,376 |
10 |
4.100 |
3.812 |
0.288 |
7.1% |
0.105 |
2.6% |
92% |
True |
False |
54,074 |
20 |
4.163 |
3.812 |
0.351 |
8.6% |
0.104 |
2.5% |
75% |
False |
False |
43,340 |
40 |
4.163 |
3.786 |
0.377 |
9.2% |
0.101 |
2.5% |
77% |
False |
False |
35,973 |
60 |
4.604 |
3.786 |
0.818 |
20.1% |
0.096 |
2.4% |
36% |
False |
False |
28,180 |
80 |
4.905 |
3.786 |
1.119 |
27.4% |
0.097 |
2.4% |
26% |
False |
False |
23,934 |
100 |
4.905 |
3.786 |
1.119 |
27.4% |
0.096 |
2.4% |
26% |
False |
False |
20,480 |
120 |
4.905 |
3.786 |
1.119 |
27.4% |
0.095 |
2.3% |
26% |
False |
False |
17,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.419 |
2.618 |
4.296 |
1.618 |
4.221 |
1.000 |
4.175 |
0.618 |
4.146 |
HIGH |
4.100 |
0.618 |
4.071 |
0.500 |
4.063 |
0.382 |
4.054 |
LOW |
4.025 |
0.618 |
3.979 |
1.000 |
3.950 |
1.618 |
3.904 |
2.618 |
3.829 |
4.250 |
3.706 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.072 |
4.050 |
PP |
4.067 |
4.023 |
S1 |
4.063 |
3.996 |
|