NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.904 |
3.907 |
0.003 |
0.1% |
3.892 |
| High |
3.939 |
3.959 |
0.020 |
0.5% |
4.100 |
| Low |
3.864 |
3.865 |
0.001 |
0.0% |
3.892 |
| Close |
3.908 |
3.869 |
-0.039 |
-1.0% |
3.903 |
| Range |
0.075 |
0.094 |
0.019 |
25.3% |
0.208 |
| ATR |
0.103 |
0.102 |
-0.001 |
-0.6% |
0.000 |
| Volume |
65,999 |
66,714 |
715 |
1.1% |
348,474 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.180 |
4.118 |
3.921 |
|
| R3 |
4.086 |
4.024 |
3.895 |
|
| R2 |
3.992 |
3.992 |
3.886 |
|
| R1 |
3.930 |
3.930 |
3.878 |
3.914 |
| PP |
3.898 |
3.898 |
3.898 |
3.890 |
| S1 |
3.836 |
3.836 |
3.860 |
3.820 |
| S2 |
3.804 |
3.804 |
3.852 |
|
| S3 |
3.710 |
3.742 |
3.843 |
|
| S4 |
3.616 |
3.648 |
3.817 |
|
|
| 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 |
6.1% |
0.093 |
2.4% |
2% |
False |
False |
66,526 |
| 10 |
4.100 |
3.835 |
0.265 |
6.8% |
0.099 |
2.6% |
13% |
False |
False |
67,054 |
| 20 |
4.163 |
3.812 |
0.351 |
9.1% |
0.104 |
2.7% |
16% |
False |
False |
51,392 |
| 40 |
4.163 |
3.802 |
0.361 |
9.3% |
0.101 |
2.6% |
19% |
False |
False |
41,161 |
| 60 |
4.489 |
3.786 |
0.703 |
18.2% |
0.096 |
2.5% |
12% |
False |
False |
32,043 |
| 80 |
4.905 |
3.786 |
1.119 |
28.9% |
0.097 |
2.5% |
7% |
False |
False |
26,912 |
| 100 |
4.905 |
3.786 |
1.119 |
28.9% |
0.096 |
2.5% |
7% |
False |
False |
22,996 |
| 120 |
4.905 |
3.786 |
1.119 |
28.9% |
0.095 |
2.5% |
7% |
False |
False |
19,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.359 |
|
2.618 |
4.205 |
|
1.618 |
4.111 |
|
1.000 |
4.053 |
|
0.618 |
4.017 |
|
HIGH |
3.959 |
|
0.618 |
3.923 |
|
0.500 |
3.912 |
|
0.382 |
3.901 |
|
LOW |
3.865 |
|
0.618 |
3.807 |
|
1.000 |
3.771 |
|
1.618 |
3.713 |
|
2.618 |
3.619 |
|
4.250 |
3.466 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.912 |
3.927 |
| PP |
3.898 |
3.908 |
| S1 |
3.883 |
3.888 |
|