NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.153 |
4.150 |
-0.003 |
-0.1% |
3.901 |
| High |
4.187 |
4.171 |
-0.016 |
-0.4% |
4.141 |
| Low |
4.127 |
4.041 |
-0.086 |
-2.1% |
3.901 |
| Close |
4.163 |
4.057 |
-0.106 |
-2.5% |
3.991 |
| Range |
0.060 |
0.130 |
0.070 |
116.7% |
0.240 |
| ATR |
0.099 |
0.101 |
0.002 |
2.2% |
0.000 |
| Volume |
26,967 |
21,621 |
-5,346 |
-19.8% |
126,055 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.480 |
4.398 |
4.129 |
|
| R3 |
4.350 |
4.268 |
4.093 |
|
| R2 |
4.220 |
4.220 |
4.081 |
|
| R1 |
4.138 |
4.138 |
4.069 |
4.114 |
| PP |
4.090 |
4.090 |
4.090 |
4.078 |
| S1 |
4.008 |
4.008 |
4.045 |
3.984 |
| S2 |
3.960 |
3.960 |
4.033 |
|
| S3 |
3.830 |
3.878 |
4.021 |
|
| S4 |
3.700 |
3.748 |
3.986 |
|
|
| 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 |
4.187 |
3.923 |
0.264 |
6.5% |
0.102 |
2.5% |
51% |
False |
False |
25,425 |
| 10 |
4.187 |
3.901 |
0.286 |
7.0% |
0.103 |
2.5% |
55% |
False |
False |
24,430 |
| 20 |
4.252 |
3.901 |
0.351 |
8.7% |
0.102 |
2.5% |
44% |
False |
False |
21,174 |
| 40 |
4.252 |
3.877 |
0.375 |
9.2% |
0.099 |
2.4% |
48% |
False |
False |
17,690 |
| 60 |
4.672 |
3.877 |
0.795 |
19.6% |
0.093 |
2.3% |
23% |
False |
False |
15,118 |
| 80 |
4.985 |
3.877 |
1.108 |
27.3% |
0.094 |
2.3% |
16% |
False |
False |
12,812 |
| 100 |
4.988 |
3.877 |
1.111 |
27.4% |
0.094 |
2.3% |
16% |
False |
False |
11,319 |
| 120 |
4.988 |
3.877 |
1.111 |
27.4% |
0.094 |
2.3% |
16% |
False |
False |
10,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.724 |
|
2.618 |
4.511 |
|
1.618 |
4.381 |
|
1.000 |
4.301 |
|
0.618 |
4.251 |
|
HIGH |
4.171 |
|
0.618 |
4.121 |
|
0.500 |
4.106 |
|
0.382 |
4.091 |
|
LOW |
4.041 |
|
0.618 |
3.961 |
|
1.000 |
3.911 |
|
1.618 |
3.831 |
|
2.618 |
3.701 |
|
4.250 |
3.489 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.106 |
4.107 |
| PP |
4.090 |
4.090 |
| S1 |
4.073 |
4.074 |
|