NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.988 |
3.970 |
-0.018 |
-0.5% |
3.979 |
| High |
4.042 |
4.059 |
0.017 |
0.4% |
4.187 |
| Low |
3.957 |
3.939 |
-0.018 |
-0.5% |
3.979 |
| Close |
3.960 |
4.050 |
0.090 |
2.3% |
3.992 |
| Range |
0.085 |
0.120 |
0.035 |
41.2% |
0.208 |
| ATR |
0.096 |
0.098 |
0.002 |
1.8% |
0.000 |
| Volume |
25,706 |
20,664 |
-5,042 |
-19.6% |
128,656 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.376 |
4.333 |
4.116 |
|
| R3 |
4.256 |
4.213 |
4.083 |
|
| R2 |
4.136 |
4.136 |
4.072 |
|
| R1 |
4.093 |
4.093 |
4.061 |
4.115 |
| PP |
4.016 |
4.016 |
4.016 |
4.027 |
| S1 |
3.973 |
3.973 |
4.039 |
3.995 |
| S2 |
3.896 |
3.896 |
4.028 |
|
| S3 |
3.776 |
3.853 |
4.017 |
|
| S4 |
3.656 |
3.733 |
3.984 |
|
|
| 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 |
4.171 |
3.939 |
0.232 |
5.7% |
0.096 |
2.4% |
48% |
False |
True |
24,751 |
| 10 |
4.187 |
3.923 |
0.264 |
6.5% |
0.100 |
2.5% |
48% |
False |
False |
25,142 |
| 20 |
4.252 |
3.901 |
0.351 |
8.7% |
0.101 |
2.5% |
42% |
False |
False |
23,266 |
| 40 |
4.252 |
3.901 |
0.351 |
8.7% |
0.097 |
2.4% |
42% |
False |
False |
19,180 |
| 60 |
4.555 |
3.877 |
0.678 |
16.7% |
0.092 |
2.3% |
26% |
False |
False |
16,357 |
| 80 |
4.985 |
3.877 |
1.108 |
27.4% |
0.094 |
2.3% |
16% |
False |
False |
13,810 |
| 100 |
4.985 |
3.877 |
1.108 |
27.4% |
0.095 |
2.3% |
16% |
False |
False |
12,174 |
| 120 |
4.988 |
3.877 |
1.111 |
27.4% |
0.093 |
2.3% |
16% |
False |
False |
10,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.569 |
|
2.618 |
4.373 |
|
1.618 |
4.253 |
|
1.000 |
4.179 |
|
0.618 |
4.133 |
|
HIGH |
4.059 |
|
0.618 |
4.013 |
|
0.500 |
3.999 |
|
0.382 |
3.985 |
|
LOW |
3.939 |
|
0.618 |
3.865 |
|
1.000 |
3.819 |
|
1.618 |
3.745 |
|
2.618 |
3.625 |
|
4.250 |
3.429 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.033 |
4.033 |
| PP |
4.016 |
4.016 |
| S1 |
3.999 |
3.999 |
|