NYMEX Natural Gas Future November 2014
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.008 |
4.032 |
0.024 |
0.6% |
3.904 |
High |
4.040 |
4.162 |
0.122 |
3.0% |
4.040 |
Low |
3.969 |
4.011 |
0.042 |
1.1% |
3.845 |
Close |
4.029 |
4.154 |
0.125 |
3.1% |
4.029 |
Range |
0.071 |
0.151 |
0.080 |
112.7% |
0.195 |
ATR |
0.104 |
0.108 |
0.003 |
3.2% |
0.000 |
Volume |
100,546 |
129,263 |
28,717 |
28.6% |
455,421 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.562 |
4.509 |
4.237 |
|
R3 |
4.411 |
4.358 |
4.196 |
|
R2 |
4.260 |
4.260 |
4.182 |
|
R1 |
4.207 |
4.207 |
4.168 |
4.234 |
PP |
4.109 |
4.109 |
4.109 |
4.122 |
S1 |
4.056 |
4.056 |
4.140 |
4.083 |
S2 |
3.958 |
3.958 |
4.126 |
|
S3 |
3.807 |
3.905 |
4.112 |
|
S4 |
3.656 |
3.754 |
4.071 |
|
|
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 |
4.162 |
3.845 |
0.317 |
7.6% |
0.118 |
2.8% |
97% |
True |
False |
103,737 |
10 |
4.162 |
3.845 |
0.317 |
7.6% |
0.110 |
2.6% |
97% |
True |
False |
85,091 |
20 |
4.162 |
3.812 |
0.350 |
8.4% |
0.110 |
2.7% |
98% |
True |
False |
66,907 |
40 |
4.163 |
3.812 |
0.351 |
8.4% |
0.104 |
2.5% |
97% |
False |
False |
50,595 |
60 |
4.412 |
3.786 |
0.626 |
15.1% |
0.098 |
2.4% |
59% |
False |
False |
38,883 |
80 |
4.905 |
3.786 |
1.119 |
26.9% |
0.099 |
2.4% |
33% |
False |
False |
32,107 |
100 |
4.905 |
3.786 |
1.119 |
26.9% |
0.099 |
2.4% |
33% |
False |
False |
27,345 |
120 |
4.905 |
3.786 |
1.119 |
26.9% |
0.097 |
2.3% |
33% |
False |
False |
23,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.804 |
2.618 |
4.557 |
1.618 |
4.406 |
1.000 |
4.313 |
0.618 |
4.255 |
HIGH |
4.162 |
0.618 |
4.104 |
0.500 |
4.087 |
0.382 |
4.069 |
LOW |
4.011 |
0.618 |
3.918 |
1.000 |
3.860 |
1.618 |
3.767 |
2.618 |
3.616 |
4.250 |
3.369 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.132 |
4.109 |
PP |
4.109 |
4.063 |
S1 |
4.087 |
4.018 |
|