NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.019 |
4.107 |
0.088 |
2.2% |
4.192 |
High |
4.141 |
4.117 |
-0.024 |
-0.6% |
4.200 |
Low |
3.994 |
4.071 |
0.077 |
1.9% |
3.924 |
Close |
4.110 |
4.086 |
-0.024 |
-0.6% |
3.940 |
Range |
0.147 |
0.046 |
-0.101 |
-68.7% |
0.276 |
ATR |
0.101 |
0.097 |
-0.004 |
-3.9% |
0.000 |
Volume |
17,763 |
42,256 |
24,493 |
137.9% |
85,910 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.229 |
4.204 |
4.111 |
|
R3 |
4.183 |
4.158 |
4.099 |
|
R2 |
4.137 |
4.137 |
4.094 |
|
R1 |
4.112 |
4.112 |
4.090 |
4.102 |
PP |
4.091 |
4.091 |
4.091 |
4.086 |
S1 |
4.066 |
4.066 |
4.082 |
4.056 |
S2 |
4.045 |
4.045 |
4.078 |
|
S3 |
3.999 |
4.020 |
4.073 |
|
S4 |
3.953 |
3.974 |
4.061 |
|
|
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 |
5.9% |
0.094 |
2.3% |
77% |
False |
False |
22,866 |
10 |
4.252 |
3.901 |
0.351 |
8.6% |
0.101 |
2.5% |
53% |
False |
False |
21,390 |
20 |
4.252 |
3.901 |
0.351 |
8.6% |
0.103 |
2.5% |
53% |
False |
False |
18,855 |
40 |
4.255 |
3.877 |
0.378 |
9.3% |
0.093 |
2.3% |
55% |
False |
False |
15,880 |
60 |
4.850 |
3.877 |
0.973 |
23.8% |
0.092 |
2.2% |
21% |
False |
False |
13,292 |
80 |
4.985 |
3.877 |
1.108 |
27.1% |
0.094 |
2.3% |
19% |
False |
False |
11,338 |
100 |
4.988 |
3.877 |
1.111 |
27.2% |
0.092 |
2.3% |
19% |
False |
False |
10,028 |
120 |
4.988 |
3.877 |
1.111 |
27.2% |
0.093 |
2.3% |
19% |
False |
False |
9,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.313 |
2.618 |
4.237 |
1.618 |
4.191 |
1.000 |
4.163 |
0.618 |
4.145 |
HIGH |
4.117 |
0.618 |
4.099 |
0.500 |
4.094 |
0.382 |
4.089 |
LOW |
4.071 |
0.618 |
4.043 |
1.000 |
4.025 |
1.618 |
3.997 |
2.618 |
3.951 |
4.250 |
3.876 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.094 |
4.064 |
PP |
4.091 |
4.043 |
S1 |
4.089 |
4.021 |
|