NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.054 |
3.992 |
-0.062 |
-1.5% |
3.979 |
| High |
4.056 |
4.025 |
-0.031 |
-0.8% |
4.187 |
| Low |
3.987 |
3.951 |
-0.036 |
-0.9% |
3.979 |
| Close |
3.992 |
3.994 |
0.002 |
0.1% |
3.992 |
| Range |
0.069 |
0.074 |
0.005 |
7.2% |
0.208 |
| ATR |
0.099 |
0.097 |
-0.002 |
-1.8% |
0.000 |
| Volume |
30,989 |
24,779 |
-6,210 |
-20.0% |
128,656 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.212 |
4.177 |
4.035 |
|
| R3 |
4.138 |
4.103 |
4.014 |
|
| R2 |
4.064 |
4.064 |
4.008 |
|
| R1 |
4.029 |
4.029 |
4.001 |
4.047 |
| PP |
3.990 |
3.990 |
3.990 |
3.999 |
| S1 |
3.955 |
3.955 |
3.987 |
3.973 |
| S2 |
3.916 |
3.916 |
3.980 |
|
| S3 |
3.842 |
3.881 |
3.974 |
|
| S4 |
3.768 |
3.807 |
3.953 |
|
|
| 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 |
3.951 |
0.236 |
5.9% |
0.093 |
2.3% |
18% |
False |
True |
26,147 |
| 10 |
4.187 |
3.923 |
0.264 |
6.6% |
0.099 |
2.5% |
27% |
False |
False |
26,507 |
| 20 |
4.252 |
3.901 |
0.351 |
8.8% |
0.099 |
2.5% |
26% |
False |
False |
22,195 |
| 40 |
4.252 |
3.877 |
0.375 |
9.4% |
0.097 |
2.4% |
31% |
False |
False |
18,602 |
| 60 |
4.555 |
3.877 |
0.678 |
17.0% |
0.092 |
2.3% |
17% |
False |
False |
15,850 |
| 80 |
4.985 |
3.877 |
1.108 |
27.7% |
0.093 |
2.3% |
11% |
False |
False |
13,396 |
| 100 |
4.985 |
3.877 |
1.108 |
27.7% |
0.094 |
2.4% |
11% |
False |
False |
11,803 |
| 120 |
4.988 |
3.877 |
1.111 |
27.8% |
0.093 |
2.3% |
11% |
False |
False |
10,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.340 |
|
2.618 |
4.219 |
|
1.618 |
4.145 |
|
1.000 |
4.099 |
|
0.618 |
4.071 |
|
HIGH |
4.025 |
|
0.618 |
3.997 |
|
0.500 |
3.988 |
|
0.382 |
3.979 |
|
LOW |
3.951 |
|
0.618 |
3.905 |
|
1.000 |
3.877 |
|
1.618 |
3.831 |
|
2.618 |
3.757 |
|
4.250 |
3.637 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.992 |
4.061 |
| PP |
3.990 |
4.039 |
| S1 |
3.988 |
4.016 |
|