NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3.979 |
4.085 |
0.106 |
2.7% |
3.901 |
High |
4.094 |
4.159 |
0.065 |
1.6% |
4.141 |
Low |
3.979 |
4.026 |
0.047 |
1.2% |
3.901 |
Close |
4.085 |
4.157 |
0.072 |
1.8% |
3.991 |
Range |
0.115 |
0.133 |
0.018 |
15.7% |
0.240 |
ATR |
0.100 |
0.102 |
0.002 |
2.4% |
0.000 |
Volume |
22,700 |
26,379 |
3,679 |
16.2% |
126,055 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.513 |
4.468 |
4.230 |
|
R3 |
4.380 |
4.335 |
4.194 |
|
R2 |
4.247 |
4.247 |
4.181 |
|
R1 |
4.202 |
4.202 |
4.169 |
4.225 |
PP |
4.114 |
4.114 |
4.114 |
4.125 |
S1 |
4.069 |
4.069 |
4.145 |
4.092 |
S2 |
3.981 |
3.981 |
4.133 |
|
S3 |
3.848 |
3.936 |
4.120 |
|
S4 |
3.715 |
3.803 |
4.084 |
|
|
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 |
4.159 |
3.923 |
0.236 |
5.7% |
0.101 |
2.4% |
99% |
True |
False |
28,591 |
10 |
4.159 |
3.901 |
0.258 |
6.2% |
0.101 |
2.4% |
99% |
True |
False |
24,513 |
20 |
4.252 |
3.901 |
0.351 |
8.4% |
0.102 |
2.4% |
73% |
False |
False |
20,167 |
40 |
4.252 |
3.877 |
0.375 |
9.0% |
0.098 |
2.3% |
75% |
False |
False |
17,225 |
60 |
4.672 |
3.877 |
0.795 |
19.1% |
0.094 |
2.3% |
35% |
False |
False |
14,591 |
80 |
4.985 |
3.877 |
1.108 |
26.7% |
0.094 |
2.3% |
25% |
False |
False |
12,313 |
100 |
4.988 |
3.877 |
1.111 |
26.7% |
0.094 |
2.3% |
25% |
False |
False |
10,874 |
120 |
4.988 |
3.877 |
1.111 |
26.7% |
0.094 |
2.3% |
25% |
False |
False |
9,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.724 |
2.618 |
4.507 |
1.618 |
4.374 |
1.000 |
4.292 |
0.618 |
4.241 |
HIGH |
4.159 |
0.618 |
4.108 |
0.500 |
4.093 |
0.382 |
4.077 |
LOW |
4.026 |
0.618 |
3.944 |
1.000 |
3.893 |
1.618 |
3.811 |
2.618 |
3.678 |
4.250 |
3.461 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.136 |
4.118 |
PP |
4.114 |
4.080 |
S1 |
4.093 |
4.041 |
|