NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.971 |
3.979 |
0.008 |
0.2% |
3.901 |
| High |
3.994 |
4.094 |
0.100 |
2.5% |
4.141 |
| Low |
3.923 |
3.979 |
0.056 |
1.4% |
3.901 |
| Close |
3.991 |
4.085 |
0.094 |
2.4% |
3.991 |
| Range |
0.071 |
0.115 |
0.044 |
62.0% |
0.240 |
| ATR |
0.098 |
0.100 |
0.001 |
1.2% |
0.000 |
| Volume |
29,461 |
22,700 |
-6,761 |
-22.9% |
126,055 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.398 |
4.356 |
4.148 |
|
| R3 |
4.283 |
4.241 |
4.117 |
|
| R2 |
4.168 |
4.168 |
4.106 |
|
| R1 |
4.126 |
4.126 |
4.096 |
4.147 |
| PP |
4.053 |
4.053 |
4.053 |
4.063 |
| S1 |
4.011 |
4.011 |
4.074 |
4.032 |
| S2 |
3.938 |
3.938 |
4.064 |
|
| S3 |
3.823 |
3.896 |
4.053 |
|
| S4 |
3.708 |
3.781 |
4.022 |
|
|
| 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 |
3.923 |
0.218 |
5.3% |
0.104 |
2.5% |
74% |
False |
False |
26,868 |
| 10 |
4.200 |
3.901 |
0.299 |
7.3% |
0.106 |
2.6% |
62% |
False |
False |
23,466 |
| 20 |
4.252 |
3.901 |
0.351 |
8.6% |
0.099 |
2.4% |
52% |
False |
False |
19,442 |
| 40 |
4.252 |
3.877 |
0.375 |
9.2% |
0.096 |
2.4% |
55% |
False |
False |
16,775 |
| 60 |
4.705 |
3.877 |
0.828 |
20.3% |
0.093 |
2.3% |
25% |
False |
False |
14,296 |
| 80 |
4.985 |
3.877 |
1.108 |
27.1% |
0.094 |
2.3% |
19% |
False |
False |
12,047 |
| 100 |
4.988 |
3.877 |
1.111 |
27.2% |
0.094 |
2.3% |
19% |
False |
False |
10,664 |
| 120 |
4.988 |
3.877 |
1.111 |
27.2% |
0.094 |
2.3% |
19% |
False |
False |
9,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.583 |
|
2.618 |
4.395 |
|
1.618 |
4.280 |
|
1.000 |
4.209 |
|
0.618 |
4.165 |
|
HIGH |
4.094 |
|
0.618 |
4.050 |
|
0.500 |
4.037 |
|
0.382 |
4.023 |
|
LOW |
3.979 |
|
0.618 |
3.908 |
|
1.000 |
3.864 |
|
1.618 |
3.793 |
|
2.618 |
3.678 |
|
4.250 |
3.490 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.069 |
4.060 |
| PP |
4.053 |
4.034 |
| S1 |
4.037 |
4.009 |
|