NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.091 |
4.110 |
0.019 |
0.5% |
3.992 |
High |
4.121 |
4.233 |
0.112 |
2.7% |
4.121 |
Low |
4.059 |
4.097 |
0.038 |
0.9% |
3.939 |
Close |
4.114 |
4.227 |
0.113 |
2.7% |
4.114 |
Range |
0.062 |
0.136 |
0.074 |
119.4% |
0.182 |
ATR |
0.098 |
0.100 |
0.003 |
2.8% |
0.000 |
Volume |
29,513 |
25,314 |
-4,199 |
-14.2% |
121,419 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.594 |
4.546 |
4.302 |
|
R3 |
4.458 |
4.410 |
4.264 |
|
R2 |
4.322 |
4.322 |
4.252 |
|
R1 |
4.274 |
4.274 |
4.239 |
4.298 |
PP |
4.186 |
4.186 |
4.186 |
4.198 |
S1 |
4.138 |
4.138 |
4.215 |
4.162 |
S2 |
4.050 |
4.050 |
4.202 |
|
S3 |
3.914 |
4.002 |
4.190 |
|
S4 |
3.778 |
3.866 |
4.152 |
|
|
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 |
4.233 |
3.939 |
0.294 |
7.0% |
0.107 |
2.5% |
98% |
True |
False |
24,390 |
10 |
4.233 |
3.939 |
0.294 |
7.0% |
0.100 |
2.4% |
98% |
True |
False |
25,268 |
20 |
4.233 |
3.901 |
0.332 |
7.9% |
0.103 |
2.4% |
98% |
True |
False |
24,367 |
40 |
4.252 |
3.901 |
0.351 |
8.3% |
0.099 |
2.3% |
93% |
False |
False |
20,102 |
60 |
4.479 |
3.877 |
0.602 |
14.2% |
0.094 |
2.2% |
58% |
False |
False |
17,265 |
80 |
4.985 |
3.877 |
1.108 |
26.2% |
0.095 |
2.2% |
32% |
False |
False |
14,624 |
100 |
4.985 |
3.877 |
1.108 |
26.2% |
0.095 |
2.3% |
32% |
False |
False |
12,838 |
120 |
4.988 |
3.877 |
1.111 |
26.3% |
0.094 |
2.2% |
32% |
False |
False |
11,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.811 |
2.618 |
4.589 |
1.618 |
4.453 |
1.000 |
4.369 |
0.618 |
4.317 |
HIGH |
4.233 |
0.618 |
4.181 |
0.500 |
4.165 |
0.382 |
4.149 |
LOW |
4.097 |
0.618 |
4.013 |
1.000 |
3.961 |
1.618 |
3.877 |
2.618 |
3.741 |
4.250 |
3.519 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.206 |
4.185 |
PP |
4.186 |
4.142 |
S1 |
4.165 |
4.100 |
|