NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3.901 |
4.019 |
0.118 |
3.0% |
4.192 |
High |
4.038 |
4.141 |
0.103 |
2.6% |
4.200 |
Low |
3.901 |
3.994 |
0.093 |
2.4% |
3.924 |
Close |
4.015 |
4.110 |
0.095 |
2.4% |
3.940 |
Range |
0.137 |
0.147 |
0.010 |
7.3% |
0.276 |
ATR |
0.098 |
0.101 |
0.004 |
3.6% |
0.000 |
Volume |
14,413 |
17,763 |
3,350 |
23.2% |
85,910 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.523 |
4.463 |
4.191 |
|
R3 |
4.376 |
4.316 |
4.150 |
|
R2 |
4.229 |
4.229 |
4.137 |
|
R1 |
4.169 |
4.169 |
4.123 |
4.199 |
PP |
4.082 |
4.082 |
4.082 |
4.097 |
S1 |
4.022 |
4.022 |
4.097 |
4.052 |
S2 |
3.935 |
3.935 |
4.083 |
|
S3 |
3.788 |
3.875 |
4.070 |
|
S4 |
3.641 |
3.728 |
4.029 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.849 |
4.671 |
4.092 |
|
R3 |
4.573 |
4.395 |
4.016 |
|
R2 |
4.297 |
4.297 |
3.991 |
|
R1 |
4.119 |
4.119 |
3.965 |
4.070 |
PP |
4.021 |
4.021 |
4.021 |
3.997 |
S1 |
3.843 |
3.843 |
3.915 |
3.794 |
S2 |
3.745 |
3.745 |
3.889 |
|
S3 |
3.469 |
3.567 |
3.864 |
|
S4 |
3.193 |
3.291 |
3.788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.141 |
3.901 |
0.240 |
5.8% |
0.100 |
2.4% |
87% |
True |
False |
20,435 |
10 |
4.252 |
3.901 |
0.351 |
8.5% |
0.105 |
2.6% |
60% |
False |
False |
18,356 |
20 |
4.252 |
3.901 |
0.351 |
8.5% |
0.103 |
2.5% |
60% |
False |
False |
17,932 |
40 |
4.267 |
3.877 |
0.390 |
9.5% |
0.094 |
2.3% |
60% |
False |
False |
15,139 |
60 |
4.985 |
3.877 |
1.108 |
27.0% |
0.095 |
2.3% |
21% |
False |
False |
12,704 |
80 |
4.985 |
3.877 |
1.108 |
27.0% |
0.094 |
2.3% |
21% |
False |
False |
10,871 |
100 |
4.988 |
3.877 |
1.111 |
27.0% |
0.094 |
2.3% |
21% |
False |
False |
9,641 |
120 |
4.988 |
3.877 |
1.111 |
27.0% |
0.094 |
2.3% |
21% |
False |
False |
8,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.766 |
2.618 |
4.526 |
1.618 |
4.379 |
1.000 |
4.288 |
0.618 |
4.232 |
HIGH |
4.141 |
0.618 |
4.085 |
0.500 |
4.068 |
0.382 |
4.050 |
LOW |
3.994 |
0.618 |
3.903 |
1.000 |
3.847 |
1.618 |
3.756 |
2.618 |
3.609 |
4.250 |
3.369 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.096 |
4.080 |
PP |
4.082 |
4.051 |
S1 |
4.068 |
4.021 |
|