NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.992 |
3.988 |
-0.004 |
-0.1% |
3.979 |
| High |
4.025 |
4.042 |
0.017 |
0.4% |
4.187 |
| Low |
3.951 |
3.957 |
0.006 |
0.2% |
3.979 |
| Close |
3.994 |
3.960 |
-0.034 |
-0.9% |
3.992 |
| Range |
0.074 |
0.085 |
0.011 |
14.9% |
0.208 |
| ATR |
0.097 |
0.096 |
-0.001 |
-0.9% |
0.000 |
| Volume |
24,779 |
25,706 |
927 |
3.7% |
128,656 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.241 |
4.186 |
4.007 |
|
| R3 |
4.156 |
4.101 |
3.983 |
|
| R2 |
4.071 |
4.071 |
3.976 |
|
| R1 |
4.016 |
4.016 |
3.968 |
4.001 |
| PP |
3.986 |
3.986 |
3.986 |
3.979 |
| S1 |
3.931 |
3.931 |
3.952 |
3.916 |
| S2 |
3.901 |
3.901 |
3.944 |
|
| S3 |
3.816 |
3.846 |
3.937 |
|
| S4 |
3.731 |
3.761 |
3.913 |
|
|
| 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 |
6.0% |
0.084 |
2.1% |
4% |
False |
False |
26,012 |
| 10 |
4.187 |
3.923 |
0.264 |
6.7% |
0.092 |
2.3% |
14% |
False |
False |
27,302 |
| 20 |
4.252 |
3.901 |
0.351 |
8.9% |
0.099 |
2.5% |
17% |
False |
False |
22,829 |
| 40 |
4.252 |
3.884 |
0.368 |
9.3% |
0.096 |
2.4% |
21% |
False |
False |
18,969 |
| 60 |
4.555 |
3.877 |
0.678 |
17.1% |
0.092 |
2.3% |
12% |
False |
False |
16,126 |
| 80 |
4.985 |
3.877 |
1.108 |
28.0% |
0.093 |
2.4% |
7% |
False |
False |
13,631 |
| 100 |
4.985 |
3.877 |
1.108 |
28.0% |
0.094 |
2.4% |
7% |
False |
False |
12,001 |
| 120 |
4.988 |
3.877 |
1.111 |
28.1% |
0.093 |
2.3% |
7% |
False |
False |
10,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.403 |
|
2.618 |
4.265 |
|
1.618 |
4.180 |
|
1.000 |
4.127 |
|
0.618 |
4.095 |
|
HIGH |
4.042 |
|
0.618 |
4.010 |
|
0.500 |
4.000 |
|
0.382 |
3.989 |
|
LOW |
3.957 |
|
0.618 |
3.904 |
|
1.000 |
3.872 |
|
1.618 |
3.819 |
|
2.618 |
3.734 |
|
4.250 |
3.596 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.000 |
4.004 |
| PP |
3.986 |
3.989 |
| S1 |
3.973 |
3.975 |
|