NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.950 |
4.008 |
0.058 |
1.5% |
3.904 |
| High |
4.017 |
4.040 |
0.023 |
0.6% |
4.040 |
| Low |
3.874 |
3.969 |
0.095 |
2.5% |
3.845 |
| Close |
4.014 |
4.029 |
0.015 |
0.4% |
4.029 |
| Range |
0.143 |
0.071 |
-0.072 |
-50.3% |
0.195 |
| ATR |
0.107 |
0.104 |
-0.003 |
-2.4% |
0.000 |
| Volume |
139,189 |
100,546 |
-38,643 |
-27.8% |
455,421 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.226 |
4.198 |
4.068 |
|
| R3 |
4.155 |
4.127 |
4.049 |
|
| R2 |
4.084 |
4.084 |
4.042 |
|
| R1 |
4.056 |
4.056 |
4.036 |
4.070 |
| PP |
4.013 |
4.013 |
4.013 |
4.020 |
| S1 |
3.985 |
3.985 |
4.022 |
3.999 |
| S2 |
3.942 |
3.942 |
4.016 |
|
| S3 |
3.871 |
3.914 |
4.009 |
|
| S4 |
3.800 |
3.843 |
3.990 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.556 |
4.488 |
4.136 |
|
| R3 |
4.361 |
4.293 |
4.083 |
|
| R2 |
4.166 |
4.166 |
4.065 |
|
| R1 |
4.098 |
4.098 |
4.047 |
4.132 |
| PP |
3.971 |
3.971 |
3.971 |
3.989 |
| S1 |
3.903 |
3.903 |
4.011 |
3.937 |
| S2 |
3.776 |
3.776 |
3.993 |
|
| S3 |
3.581 |
3.708 |
3.975 |
|
| S4 |
3.386 |
3.513 |
3.922 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.040 |
3.845 |
0.195 |
4.8% |
0.103 |
2.5% |
94% |
True |
False |
91,084 |
| 10 |
4.100 |
3.845 |
0.255 |
6.3% |
0.106 |
2.6% |
72% |
False |
False |
80,389 |
| 20 |
4.133 |
3.812 |
0.321 |
8.0% |
0.106 |
2.6% |
68% |
False |
False |
63,040 |
| 40 |
4.163 |
3.812 |
0.351 |
8.7% |
0.103 |
2.5% |
62% |
False |
False |
48,057 |
| 60 |
4.426 |
3.786 |
0.640 |
15.9% |
0.097 |
2.4% |
38% |
False |
False |
36,924 |
| 80 |
4.905 |
3.786 |
1.119 |
27.8% |
0.098 |
2.4% |
22% |
False |
False |
30,616 |
| 100 |
4.905 |
3.786 |
1.119 |
27.8% |
0.098 |
2.4% |
22% |
False |
False |
26,096 |
| 120 |
4.905 |
3.786 |
1.119 |
27.8% |
0.096 |
2.4% |
22% |
False |
False |
22,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.342 |
|
2.618 |
4.226 |
|
1.618 |
4.155 |
|
1.000 |
4.111 |
|
0.618 |
4.084 |
|
HIGH |
4.040 |
|
0.618 |
4.013 |
|
0.500 |
4.005 |
|
0.382 |
3.996 |
|
LOW |
3.969 |
|
0.618 |
3.925 |
|
1.000 |
3.898 |
|
1.618 |
3.854 |
|
2.618 |
3.783 |
|
4.250 |
3.667 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.021 |
4.000 |
| PP |
4.013 |
3.971 |
| S1 |
4.005 |
3.943 |
|