NYMEX Natural Gas Future November 2014
Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.032 |
4.134 |
0.102 |
2.5% |
3.904 |
High |
4.162 |
4.178 |
0.016 |
0.4% |
4.040 |
Low |
4.011 |
4.098 |
0.087 |
2.2% |
3.845 |
Close |
4.154 |
4.121 |
-0.033 |
-0.8% |
4.029 |
Range |
0.151 |
0.080 |
-0.071 |
-47.0% |
0.195 |
ATR |
0.108 |
0.106 |
-0.002 |
-1.8% |
0.000 |
Volume |
129,263 |
125,731 |
-3,532 |
-2.7% |
455,421 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.372 |
4.327 |
4.165 |
|
R3 |
4.292 |
4.247 |
4.143 |
|
R2 |
4.212 |
4.212 |
4.136 |
|
R1 |
4.167 |
4.167 |
4.128 |
4.150 |
PP |
4.132 |
4.132 |
4.132 |
4.124 |
S1 |
4.087 |
4.087 |
4.114 |
4.070 |
S2 |
4.052 |
4.052 |
4.106 |
|
S3 |
3.972 |
4.007 |
4.099 |
|
S4 |
3.892 |
3.927 |
4.077 |
|
|
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 |
4.178 |
3.845 |
0.333 |
8.1% |
0.115 |
2.8% |
83% |
True |
False |
115,540 |
10 |
4.178 |
3.845 |
0.333 |
8.1% |
0.104 |
2.5% |
83% |
True |
False |
91,033 |
20 |
4.178 |
3.812 |
0.366 |
8.9% |
0.105 |
2.5% |
84% |
True |
False |
71,629 |
40 |
4.178 |
3.812 |
0.366 |
8.9% |
0.104 |
2.5% |
84% |
True |
False |
53,113 |
60 |
4.267 |
3.786 |
0.481 |
11.7% |
0.097 |
2.4% |
70% |
False |
False |
40,809 |
80 |
4.905 |
3.786 |
1.119 |
27.2% |
0.099 |
2.4% |
30% |
False |
False |
33,519 |
100 |
4.905 |
3.786 |
1.119 |
27.2% |
0.098 |
2.4% |
30% |
False |
False |
28,467 |
120 |
4.905 |
3.786 |
1.119 |
27.2% |
0.097 |
2.3% |
30% |
False |
False |
24,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.518 |
2.618 |
4.387 |
1.618 |
4.307 |
1.000 |
4.258 |
0.618 |
4.227 |
HIGH |
4.178 |
0.618 |
4.147 |
0.500 |
4.138 |
0.382 |
4.129 |
LOW |
4.098 |
0.618 |
4.049 |
1.000 |
4.018 |
1.618 |
3.969 |
2.618 |
3.889 |
4.250 |
3.758 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.138 |
4.105 |
PP |
4.132 |
4.089 |
S1 |
4.127 |
4.074 |
|