NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.886 |
3.950 |
0.064 |
1.6% |
3.892 |
| High |
3.975 |
4.017 |
0.042 |
1.1% |
4.100 |
| Low |
3.845 |
3.874 |
0.029 |
0.8% |
3.892 |
| Close |
3.965 |
4.014 |
0.049 |
1.2% |
3.903 |
| Range |
0.130 |
0.143 |
0.013 |
10.0% |
0.208 |
| ATR |
0.104 |
0.107 |
0.003 |
2.7% |
0.000 |
| Volume |
82,973 |
139,189 |
56,216 |
67.8% |
348,474 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.397 |
4.349 |
4.093 |
|
| R3 |
4.254 |
4.206 |
4.053 |
|
| R2 |
4.111 |
4.111 |
4.040 |
|
| R1 |
4.063 |
4.063 |
4.027 |
4.087 |
| PP |
3.968 |
3.968 |
3.968 |
3.981 |
| S1 |
3.920 |
3.920 |
4.001 |
3.944 |
| S2 |
3.825 |
3.825 |
3.988 |
|
| S3 |
3.682 |
3.777 |
3.975 |
|
| S4 |
3.539 |
3.634 |
3.935 |
|
|
| 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 |
4.017 |
3.845 |
0.172 |
4.3% |
0.107 |
2.7% |
98% |
True |
False |
82,608 |
| 10 |
4.100 |
3.835 |
0.265 |
6.6% |
0.106 |
2.6% |
68% |
False |
False |
77,063 |
| 20 |
4.163 |
3.812 |
0.351 |
8.7% |
0.109 |
2.7% |
58% |
False |
False |
60,173 |
| 40 |
4.163 |
3.812 |
0.351 |
8.7% |
0.104 |
2.6% |
58% |
False |
False |
45,958 |
| 60 |
4.458 |
3.786 |
0.672 |
16.7% |
0.098 |
2.4% |
34% |
False |
False |
35,406 |
| 80 |
4.905 |
3.786 |
1.119 |
27.9% |
0.098 |
2.5% |
20% |
False |
False |
29,448 |
| 100 |
4.905 |
3.786 |
1.119 |
27.9% |
0.098 |
2.4% |
20% |
False |
False |
25,108 |
| 120 |
4.905 |
3.786 |
1.119 |
27.9% |
0.096 |
2.4% |
20% |
False |
False |
21,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.625 |
|
2.618 |
4.391 |
|
1.618 |
4.248 |
|
1.000 |
4.160 |
|
0.618 |
4.105 |
|
HIGH |
4.017 |
|
0.618 |
3.962 |
|
0.500 |
3.946 |
|
0.382 |
3.929 |
|
LOW |
3.874 |
|
0.618 |
3.786 |
|
1.000 |
3.731 |
|
1.618 |
3.643 |
|
2.618 |
3.500 |
|
4.250 |
3.266 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.991 |
3.986 |
| PP |
3.968 |
3.959 |
| S1 |
3.946 |
3.931 |
|