NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.070 |
3.975 |
-0.095 |
-2.3% |
3.892 |
| High |
4.090 |
3.990 |
-0.100 |
-2.4% |
4.100 |
| Low |
3.961 |
3.899 |
-0.062 |
-1.6% |
3.892 |
| Close |
3.975 |
3.903 |
-0.072 |
-1.8% |
3.903 |
| Range |
0.129 |
0.091 |
-0.038 |
-29.5% |
0.208 |
| ATR |
0.106 |
0.105 |
-0.001 |
-1.0% |
0.000 |
| Volume |
80,297 |
58,166 |
-22,131 |
-27.6% |
348,474 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.204 |
4.144 |
3.953 |
|
| R3 |
4.113 |
4.053 |
3.928 |
|
| R2 |
4.022 |
4.022 |
3.920 |
|
| R1 |
3.962 |
3.962 |
3.911 |
3.947 |
| PP |
3.931 |
3.931 |
3.931 |
3.923 |
| S1 |
3.871 |
3.871 |
3.895 |
3.856 |
| S2 |
3.840 |
3.840 |
3.886 |
|
| S3 |
3.749 |
3.780 |
3.878 |
|
| S4 |
3.658 |
3.689 |
3.853 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.589 |
4.454 |
4.017 |
|
| R3 |
4.381 |
4.246 |
3.960 |
|
| R2 |
4.173 |
4.173 |
3.941 |
|
| R1 |
4.038 |
4.038 |
3.922 |
4.106 |
| PP |
3.965 |
3.965 |
3.965 |
3.999 |
| S1 |
3.830 |
3.830 |
3.884 |
3.898 |
| S2 |
3.757 |
3.757 |
3.865 |
|
| S3 |
3.549 |
3.622 |
3.846 |
|
| S4 |
3.341 |
3.414 |
3.789 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.100 |
3.892 |
0.208 |
5.3% |
0.109 |
2.8% |
5% |
False |
False |
69,694 |
| 10 |
4.100 |
3.812 |
0.288 |
7.4% |
0.112 |
2.9% |
32% |
False |
False |
61,255 |
| 20 |
4.163 |
3.812 |
0.351 |
9.0% |
0.103 |
2.6% |
26% |
False |
False |
47,155 |
| 40 |
4.163 |
3.786 |
0.377 |
9.7% |
0.102 |
2.6% |
31% |
False |
False |
38,664 |
| 60 |
4.599 |
3.786 |
0.813 |
20.8% |
0.097 |
2.5% |
14% |
False |
False |
30,132 |
| 80 |
4.905 |
3.786 |
1.119 |
28.7% |
0.097 |
2.5% |
10% |
False |
False |
25,513 |
| 100 |
4.905 |
3.786 |
1.119 |
28.7% |
0.096 |
2.5% |
10% |
False |
False |
21,799 |
| 120 |
4.905 |
3.786 |
1.119 |
28.7% |
0.096 |
2.4% |
10% |
False |
False |
18,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.377 |
|
2.618 |
4.228 |
|
1.618 |
4.137 |
|
1.000 |
4.081 |
|
0.618 |
4.046 |
|
HIGH |
3.990 |
|
0.618 |
3.955 |
|
0.500 |
3.945 |
|
0.382 |
3.934 |
|
LOW |
3.899 |
|
0.618 |
3.843 |
|
1.000 |
3.808 |
|
1.618 |
3.752 |
|
2.618 |
3.661 |
|
4.250 |
3.512 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.945 |
4.000 |
| PP |
3.931 |
3.967 |
| S1 |
3.917 |
3.935 |
|