NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.970 |
4.034 |
0.064 |
1.6% |
3.979 |
| High |
4.059 |
4.099 |
0.040 |
1.0% |
4.187 |
| Low |
3.939 |
3.966 |
0.027 |
0.7% |
3.979 |
| Close |
4.050 |
4.097 |
0.047 |
1.2% |
3.992 |
| Range |
0.120 |
0.133 |
0.013 |
10.8% |
0.208 |
| ATR |
0.098 |
0.100 |
0.003 |
2.6% |
0.000 |
| Volume |
20,664 |
20,757 |
93 |
0.5% |
128,656 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.453 |
4.408 |
4.170 |
|
| R3 |
4.320 |
4.275 |
4.134 |
|
| R2 |
4.187 |
4.187 |
4.121 |
|
| R1 |
4.142 |
4.142 |
4.109 |
4.165 |
| PP |
4.054 |
4.054 |
4.054 |
4.065 |
| S1 |
4.009 |
4.009 |
4.085 |
4.032 |
| S2 |
3.921 |
3.921 |
4.073 |
|
| S3 |
3.788 |
3.876 |
4.060 |
|
| S4 |
3.655 |
3.743 |
4.024 |
|
|
| 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 |
4.099 |
3.939 |
0.160 |
3.9% |
0.096 |
2.3% |
99% |
True |
False |
24,579 |
| 10 |
4.187 |
3.923 |
0.264 |
6.4% |
0.099 |
2.4% |
66% |
False |
False |
25,002 |
| 20 |
4.252 |
3.901 |
0.351 |
8.6% |
0.103 |
2.5% |
56% |
False |
False |
23,572 |
| 40 |
4.252 |
3.901 |
0.351 |
8.6% |
0.099 |
2.4% |
56% |
False |
False |
19,436 |
| 60 |
4.522 |
3.877 |
0.645 |
15.7% |
0.093 |
2.3% |
34% |
False |
False |
16,564 |
| 80 |
4.985 |
3.877 |
1.108 |
27.0% |
0.095 |
2.3% |
20% |
False |
False |
14,024 |
| 100 |
4.985 |
3.877 |
1.108 |
27.0% |
0.095 |
2.3% |
20% |
False |
False |
12,335 |
| 120 |
4.988 |
3.877 |
1.111 |
27.1% |
0.093 |
2.3% |
20% |
False |
False |
10,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.664 |
|
2.618 |
4.447 |
|
1.618 |
4.314 |
|
1.000 |
4.232 |
|
0.618 |
4.181 |
|
HIGH |
4.099 |
|
0.618 |
4.048 |
|
0.500 |
4.033 |
|
0.382 |
4.017 |
|
LOW |
3.966 |
|
0.618 |
3.884 |
|
1.000 |
3.833 |
|
1.618 |
3.751 |
|
2.618 |
3.618 |
|
4.250 |
3.401 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.076 |
4.071 |
| PP |
4.054 |
4.045 |
| S1 |
4.033 |
4.019 |
|