NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.057 |
4.070 |
0.013 |
0.3% |
3.812 |
| High |
4.100 |
4.090 |
-0.010 |
-0.2% |
4.060 |
| Low |
4.025 |
3.961 |
-0.064 |
-1.6% |
3.812 |
| Close |
4.077 |
3.975 |
-0.102 |
-2.5% |
3.910 |
| Range |
0.075 |
0.129 |
0.054 |
72.0% |
0.248 |
| ATR |
0.104 |
0.106 |
0.002 |
1.7% |
0.000 |
| Volume |
61,454 |
80,297 |
18,843 |
30.7% |
264,076 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.396 |
4.314 |
4.046 |
|
| R3 |
4.267 |
4.185 |
4.010 |
|
| R2 |
4.138 |
4.138 |
3.999 |
|
| R1 |
4.056 |
4.056 |
3.987 |
4.033 |
| PP |
4.009 |
4.009 |
4.009 |
3.997 |
| S1 |
3.927 |
3.927 |
3.963 |
3.904 |
| S2 |
3.880 |
3.880 |
3.951 |
|
| S3 |
3.751 |
3.798 |
3.940 |
|
| S4 |
3.622 |
3.669 |
3.904 |
|
|
| 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 |
6.7% |
0.106 |
2.7% |
53% |
False |
False |
71,518 |
| 10 |
4.100 |
3.812 |
0.288 |
7.2% |
0.109 |
2.7% |
57% |
False |
False |
58,506 |
| 20 |
4.163 |
3.812 |
0.351 |
8.8% |
0.106 |
2.7% |
46% |
False |
False |
45,660 |
| 40 |
4.163 |
3.786 |
0.377 |
9.5% |
0.103 |
2.6% |
50% |
False |
False |
37,578 |
| 60 |
4.604 |
3.786 |
0.818 |
20.6% |
0.097 |
2.4% |
23% |
False |
False |
29,312 |
| 80 |
4.905 |
3.786 |
1.119 |
28.2% |
0.097 |
2.4% |
17% |
False |
False |
24,868 |
| 100 |
4.905 |
3.786 |
1.119 |
28.2% |
0.096 |
2.4% |
17% |
False |
False |
21,260 |
| 120 |
4.905 |
3.786 |
1.119 |
28.2% |
0.096 |
2.4% |
17% |
False |
False |
18,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.638 |
|
2.618 |
4.428 |
|
1.618 |
4.299 |
|
1.000 |
4.219 |
|
0.618 |
4.170 |
|
HIGH |
4.090 |
|
0.618 |
4.041 |
|
0.500 |
4.026 |
|
0.382 |
4.010 |
|
LOW |
3.961 |
|
0.618 |
3.881 |
|
1.000 |
3.832 |
|
1.618 |
3.752 |
|
2.618 |
3.623 |
|
4.250 |
3.413 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.026 |
4.015 |
| PP |
4.009 |
4.002 |
| S1 |
3.992 |
3.988 |
|