NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.034 |
4.091 |
0.057 |
1.4% |
3.992 |
High |
4.099 |
4.121 |
0.022 |
0.5% |
4.121 |
Low |
3.966 |
4.059 |
0.093 |
2.3% |
3.939 |
Close |
4.097 |
4.114 |
0.017 |
0.4% |
4.114 |
Range |
0.133 |
0.062 |
-0.071 |
-53.4% |
0.182 |
ATR |
0.100 |
0.098 |
-0.003 |
-2.7% |
0.000 |
Volume |
20,757 |
29,513 |
8,756 |
42.2% |
121,419 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.284 |
4.261 |
4.148 |
|
R3 |
4.222 |
4.199 |
4.131 |
|
R2 |
4.160 |
4.160 |
4.125 |
|
R1 |
4.137 |
4.137 |
4.120 |
4.149 |
PP |
4.098 |
4.098 |
4.098 |
4.104 |
S1 |
4.075 |
4.075 |
4.108 |
4.087 |
S2 |
4.036 |
4.036 |
4.103 |
|
S3 |
3.974 |
4.013 |
4.097 |
|
S4 |
3.912 |
3.951 |
4.080 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.604 |
4.541 |
4.214 |
|
R3 |
4.422 |
4.359 |
4.164 |
|
R2 |
4.240 |
4.240 |
4.147 |
|
R1 |
4.177 |
4.177 |
4.131 |
4.209 |
PP |
4.058 |
4.058 |
4.058 |
4.074 |
S1 |
3.995 |
3.995 |
4.097 |
4.027 |
S2 |
3.876 |
3.876 |
4.081 |
|
S3 |
3.694 |
3.813 |
4.064 |
|
S4 |
3.512 |
3.631 |
4.014 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.121 |
3.939 |
0.182 |
4.4% |
0.095 |
2.3% |
96% |
True |
False |
24,283 |
10 |
4.187 |
3.939 |
0.248 |
6.0% |
0.098 |
2.4% |
71% |
False |
False |
25,007 |
20 |
4.214 |
3.901 |
0.313 |
7.6% |
0.099 |
2.4% |
68% |
False |
False |
23,944 |
40 |
4.252 |
3.901 |
0.351 |
8.5% |
0.098 |
2.4% |
61% |
False |
False |
19,851 |
60 |
4.493 |
3.877 |
0.616 |
15.0% |
0.093 |
2.3% |
38% |
False |
False |
16,982 |
80 |
4.985 |
3.877 |
1.108 |
26.9% |
0.095 |
2.3% |
21% |
False |
False |
14,357 |
100 |
4.985 |
3.877 |
1.108 |
26.9% |
0.095 |
2.3% |
21% |
False |
False |
12,616 |
120 |
4.988 |
3.877 |
1.111 |
27.0% |
0.093 |
2.3% |
21% |
False |
False |
11,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.385 |
2.618 |
4.283 |
1.618 |
4.221 |
1.000 |
4.183 |
0.618 |
4.159 |
HIGH |
4.121 |
0.618 |
4.097 |
0.500 |
4.090 |
0.382 |
4.083 |
LOW |
4.059 |
0.618 |
4.021 |
1.000 |
3.997 |
1.618 |
3.959 |
2.618 |
3.897 |
4.250 |
3.796 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.106 |
4.086 |
PP |
4.098 |
4.058 |
S1 |
4.090 |
4.030 |
|