NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.150 |
4.054 |
-0.096 |
-2.3% |
3.979 |
High |
4.171 |
4.056 |
-0.115 |
-2.8% |
4.187 |
Low |
4.041 |
3.987 |
-0.054 |
-1.3% |
3.979 |
Close |
4.057 |
3.992 |
-0.065 |
-1.6% |
3.992 |
Range |
0.130 |
0.069 |
-0.061 |
-46.9% |
0.208 |
ATR |
0.101 |
0.099 |
-0.002 |
-2.2% |
0.000 |
Volume |
21,621 |
30,989 |
9,368 |
43.3% |
128,656 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.219 |
4.174 |
4.030 |
|
R3 |
4.150 |
4.105 |
4.011 |
|
R2 |
4.081 |
4.081 |
4.005 |
|
R1 |
4.036 |
4.036 |
3.998 |
4.024 |
PP |
4.012 |
4.012 |
4.012 |
4.006 |
S1 |
3.967 |
3.967 |
3.986 |
3.955 |
S2 |
3.943 |
3.943 |
3.979 |
|
S3 |
3.874 |
3.898 |
3.973 |
|
S4 |
3.805 |
3.829 |
3.954 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.677 |
4.542 |
4.106 |
|
R3 |
4.469 |
4.334 |
4.049 |
|
R2 |
4.261 |
4.261 |
4.030 |
|
R1 |
4.126 |
4.126 |
4.011 |
4.194 |
PP |
4.053 |
4.053 |
4.053 |
4.086 |
S1 |
3.918 |
3.918 |
3.973 |
3.986 |
S2 |
3.845 |
3.845 |
3.954 |
|
S3 |
3.637 |
3.710 |
3.935 |
|
S4 |
3.429 |
3.502 |
3.878 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.187 |
3.979 |
0.208 |
5.2% |
0.101 |
2.5% |
6% |
False |
False |
25,731 |
10 |
4.187 |
3.901 |
0.286 |
7.2% |
0.105 |
2.6% |
32% |
False |
False |
25,471 |
20 |
4.252 |
3.901 |
0.351 |
8.8% |
0.098 |
2.5% |
26% |
False |
False |
22,043 |
40 |
4.252 |
3.877 |
0.375 |
9.4% |
0.098 |
2.4% |
31% |
False |
False |
18,197 |
60 |
4.660 |
3.877 |
0.783 |
19.6% |
0.093 |
2.3% |
15% |
False |
False |
15,523 |
80 |
4.985 |
3.877 |
1.108 |
27.8% |
0.093 |
2.3% |
10% |
False |
False |
13,151 |
100 |
4.988 |
3.877 |
1.111 |
27.8% |
0.094 |
2.4% |
10% |
False |
False |
11,605 |
120 |
4.988 |
3.877 |
1.111 |
27.8% |
0.094 |
2.3% |
10% |
False |
False |
10,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.349 |
2.618 |
4.237 |
1.618 |
4.168 |
1.000 |
4.125 |
0.618 |
4.099 |
HIGH |
4.056 |
0.618 |
4.030 |
0.500 |
4.022 |
0.382 |
4.013 |
LOW |
3.987 |
0.618 |
3.944 |
1.000 |
3.918 |
1.618 |
3.875 |
2.618 |
3.806 |
4.250 |
3.694 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.022 |
4.087 |
PP |
4.012 |
4.055 |
S1 |
4.002 |
4.024 |
|