NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.907 |
3.886 |
-0.021 |
-0.5% |
3.892 |
| High |
3.959 |
3.975 |
0.016 |
0.4% |
4.100 |
| Low |
3.865 |
3.845 |
-0.020 |
-0.5% |
3.892 |
| Close |
3.869 |
3.965 |
0.096 |
2.5% |
3.903 |
| Range |
0.094 |
0.130 |
0.036 |
38.3% |
0.208 |
| ATR |
0.102 |
0.104 |
0.002 |
2.0% |
0.000 |
| Volume |
66,714 |
82,973 |
16,259 |
24.4% |
348,474 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.318 |
4.272 |
4.037 |
|
| R3 |
4.188 |
4.142 |
4.001 |
|
| R2 |
4.058 |
4.058 |
3.989 |
|
| R1 |
4.012 |
4.012 |
3.977 |
4.035 |
| PP |
3.928 |
3.928 |
3.928 |
3.940 |
| S1 |
3.882 |
3.882 |
3.953 |
3.905 |
| S2 |
3.798 |
3.798 |
3.941 |
|
| S3 |
3.668 |
3.752 |
3.929 |
|
| S4 |
3.538 |
3.622 |
3.894 |
|
|
| 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 |
4.090 |
3.845 |
0.245 |
6.2% |
0.104 |
2.6% |
49% |
False |
True |
70,829 |
| 10 |
4.100 |
3.835 |
0.265 |
6.7% |
0.107 |
2.7% |
49% |
False |
False |
71,103 |
| 20 |
4.163 |
3.812 |
0.351 |
8.9% |
0.107 |
2.7% |
44% |
False |
False |
54,329 |
| 40 |
4.163 |
3.812 |
0.351 |
8.9% |
0.102 |
2.6% |
44% |
False |
False |
42,895 |
| 60 |
4.487 |
3.786 |
0.701 |
17.7% |
0.096 |
2.4% |
26% |
False |
False |
33,271 |
| 80 |
4.905 |
3.786 |
1.119 |
28.2% |
0.097 |
2.5% |
16% |
False |
False |
27,823 |
| 100 |
4.905 |
3.786 |
1.119 |
28.2% |
0.097 |
2.5% |
16% |
False |
False |
23,782 |
| 120 |
4.905 |
3.786 |
1.119 |
28.2% |
0.095 |
2.4% |
16% |
False |
False |
20,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.528 |
|
2.618 |
4.315 |
|
1.618 |
4.185 |
|
1.000 |
4.105 |
|
0.618 |
4.055 |
|
HIGH |
3.975 |
|
0.618 |
3.925 |
|
0.500 |
3.910 |
|
0.382 |
3.895 |
|
LOW |
3.845 |
|
0.618 |
3.765 |
|
1.000 |
3.715 |
|
1.618 |
3.635 |
|
2.618 |
3.505 |
|
4.250 |
3.293 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.947 |
3.947 |
| PP |
3.928 |
3.928 |
| S1 |
3.910 |
3.910 |
|