NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.107 |
4.077 |
-0.030 |
-0.7% |
4.192 |
| High |
4.117 |
4.089 |
-0.028 |
-0.7% |
4.200 |
| Low |
4.071 |
3.949 |
-0.122 |
-3.0% |
3.924 |
| Close |
4.086 |
3.959 |
-0.127 |
-3.1% |
3.940 |
| Range |
0.046 |
0.140 |
0.094 |
204.3% |
0.276 |
| ATR |
0.097 |
0.100 |
0.003 |
3.1% |
0.000 |
| Volume |
42,256 |
22,162 |
-20,094 |
-47.6% |
85,910 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.419 |
4.329 |
4.036 |
|
| R3 |
4.279 |
4.189 |
3.998 |
|
| R2 |
4.139 |
4.139 |
3.985 |
|
| R1 |
4.049 |
4.049 |
3.972 |
4.024 |
| PP |
3.999 |
3.999 |
3.999 |
3.987 |
| S1 |
3.909 |
3.909 |
3.946 |
3.884 |
| S2 |
3.859 |
3.859 |
3.933 |
|
| S3 |
3.719 |
3.769 |
3.921 |
|
| S4 |
3.579 |
3.629 |
3.882 |
|
|
| 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 |
6.1% |
0.105 |
2.6% |
24% |
False |
False |
23,435 |
| 10 |
4.252 |
3.901 |
0.351 |
8.9% |
0.106 |
2.7% |
17% |
False |
False |
22,142 |
| 20 |
4.252 |
3.901 |
0.351 |
8.9% |
0.102 |
2.6% |
17% |
False |
False |
18,924 |
| 40 |
4.252 |
3.877 |
0.375 |
9.5% |
0.096 |
2.4% |
22% |
False |
False |
16,163 |
| 60 |
4.850 |
3.877 |
0.973 |
24.6% |
0.093 |
2.4% |
8% |
False |
False |
13,577 |
| 80 |
4.985 |
3.877 |
1.108 |
28.0% |
0.094 |
2.4% |
7% |
False |
False |
11,578 |
| 100 |
4.988 |
3.877 |
1.111 |
28.1% |
0.093 |
2.4% |
7% |
False |
False |
10,205 |
| 120 |
4.988 |
3.877 |
1.111 |
28.1% |
0.094 |
2.4% |
7% |
False |
False |
9,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.684 |
|
2.618 |
4.456 |
|
1.618 |
4.316 |
|
1.000 |
4.229 |
|
0.618 |
4.176 |
|
HIGH |
4.089 |
|
0.618 |
4.036 |
|
0.500 |
4.019 |
|
0.382 |
4.002 |
|
LOW |
3.949 |
|
0.618 |
3.862 |
|
1.000 |
3.809 |
|
1.618 |
3.722 |
|
2.618 |
3.582 |
|
4.250 |
3.354 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.019 |
4.045 |
| PP |
3.999 |
4.016 |
| S1 |
3.979 |
3.988 |
|