NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.077 |
3.971 |
-0.106 |
-2.6% |
3.901 |
| High |
4.089 |
3.994 |
-0.095 |
-2.3% |
4.141 |
| Low |
3.949 |
3.923 |
-0.026 |
-0.7% |
3.901 |
| Close |
3.959 |
3.991 |
0.032 |
0.8% |
3.991 |
| Range |
0.140 |
0.071 |
-0.069 |
-49.3% |
0.240 |
| ATR |
0.100 |
0.098 |
-0.002 |
-2.1% |
0.000 |
| Volume |
22,162 |
29,461 |
7,299 |
32.9% |
126,055 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.182 |
4.158 |
4.030 |
|
| R3 |
4.111 |
4.087 |
4.011 |
|
| R2 |
4.040 |
4.040 |
4.004 |
|
| R1 |
4.016 |
4.016 |
3.998 |
4.028 |
| PP |
3.969 |
3.969 |
3.969 |
3.976 |
| S1 |
3.945 |
3.945 |
3.984 |
3.957 |
| S2 |
3.898 |
3.898 |
3.978 |
|
| S3 |
3.827 |
3.874 |
3.971 |
|
| S4 |
3.756 |
3.803 |
3.952 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.731 |
4.601 |
4.123 |
|
| R3 |
4.491 |
4.361 |
4.057 |
|
| R2 |
4.251 |
4.251 |
4.035 |
|
| R1 |
4.121 |
4.121 |
4.013 |
4.186 |
| PP |
4.011 |
4.011 |
4.011 |
4.044 |
| S1 |
3.881 |
3.881 |
3.969 |
3.946 |
| S2 |
3.771 |
3.771 |
3.947 |
|
| S3 |
3.531 |
3.641 |
3.925 |
|
| S4 |
3.291 |
3.401 |
3.859 |
|
|
| 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 |
6.0% |
0.108 |
2.7% |
38% |
False |
False |
25,211 |
| 10 |
4.214 |
3.901 |
0.313 |
7.8% |
0.100 |
2.5% |
29% |
False |
False |
22,880 |
| 20 |
4.252 |
3.901 |
0.351 |
8.8% |
0.100 |
2.5% |
26% |
False |
False |
19,091 |
| 40 |
4.252 |
3.877 |
0.375 |
9.4% |
0.094 |
2.4% |
30% |
False |
False |
16,745 |
| 60 |
4.780 |
3.877 |
0.903 |
22.6% |
0.093 |
2.3% |
13% |
False |
False |
14,015 |
| 80 |
4.985 |
3.877 |
1.108 |
27.8% |
0.094 |
2.3% |
10% |
False |
False |
11,896 |
| 100 |
4.988 |
3.877 |
1.111 |
27.8% |
0.093 |
2.3% |
10% |
False |
False |
10,467 |
| 120 |
4.988 |
3.877 |
1.111 |
27.8% |
0.094 |
2.4% |
10% |
False |
False |
9,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.296 |
|
2.618 |
4.180 |
|
1.618 |
4.109 |
|
1.000 |
4.065 |
|
0.618 |
4.038 |
|
HIGH |
3.994 |
|
0.618 |
3.967 |
|
0.500 |
3.959 |
|
0.382 |
3.950 |
|
LOW |
3.923 |
|
0.618 |
3.879 |
|
1.000 |
3.852 |
|
1.618 |
3.808 |
|
2.618 |
3.737 |
|
4.250 |
3.621 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.980 |
4.020 |
| PP |
3.969 |
4.010 |
| S1 |
3.959 |
4.001 |
|