NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.975 |
3.904 |
-0.071 |
-1.8% |
3.892 |
| High |
3.990 |
3.939 |
-0.051 |
-1.3% |
4.100 |
| Low |
3.899 |
3.864 |
-0.035 |
-0.9% |
3.892 |
| Close |
3.903 |
3.908 |
0.005 |
0.1% |
3.903 |
| Range |
0.091 |
0.075 |
-0.016 |
-17.6% |
0.208 |
| ATR |
0.105 |
0.103 |
-0.002 |
-2.0% |
0.000 |
| Volume |
58,166 |
65,999 |
7,833 |
13.5% |
348,474 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.129 |
4.093 |
3.949 |
|
| R3 |
4.054 |
4.018 |
3.929 |
|
| R2 |
3.979 |
3.979 |
3.922 |
|
| R1 |
3.943 |
3.943 |
3.915 |
3.961 |
| PP |
3.904 |
3.904 |
3.904 |
3.913 |
| S1 |
3.868 |
3.868 |
3.901 |
3.886 |
| S2 |
3.829 |
3.829 |
3.894 |
|
| S3 |
3.754 |
3.793 |
3.887 |
|
| S4 |
3.679 |
3.718 |
3.867 |
|
|
| 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 |
3.864 |
0.236 |
6.0% |
0.101 |
2.6% |
19% |
False |
True |
66,445 |
| 10 |
4.100 |
3.835 |
0.265 |
6.8% |
0.105 |
2.7% |
28% |
False |
False |
64,753 |
| 20 |
4.163 |
3.812 |
0.351 |
9.0% |
0.104 |
2.7% |
27% |
False |
False |
48,870 |
| 40 |
4.163 |
3.786 |
0.377 |
9.6% |
0.102 |
2.6% |
32% |
False |
False |
39,865 |
| 60 |
4.489 |
3.786 |
0.703 |
18.0% |
0.096 |
2.4% |
17% |
False |
False |
31,121 |
| 80 |
4.905 |
3.786 |
1.119 |
28.6% |
0.097 |
2.5% |
11% |
False |
False |
26,236 |
| 100 |
4.905 |
3.786 |
1.119 |
28.6% |
0.096 |
2.5% |
11% |
False |
False |
22,402 |
| 120 |
4.905 |
3.786 |
1.119 |
28.6% |
0.095 |
2.4% |
11% |
False |
False |
19,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.258 |
|
2.618 |
4.135 |
|
1.618 |
4.060 |
|
1.000 |
4.014 |
|
0.618 |
3.985 |
|
HIGH |
3.939 |
|
0.618 |
3.910 |
|
0.500 |
3.902 |
|
0.382 |
3.893 |
|
LOW |
3.864 |
|
0.618 |
3.818 |
|
1.000 |
3.789 |
|
1.618 |
3.743 |
|
2.618 |
3.668 |
|
4.250 |
3.545 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.906 |
3.977 |
| PP |
3.904 |
3.954 |
| S1 |
3.902 |
3.931 |
|