NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.110 |
4.210 |
0.100 |
2.4% |
3.992 |
High |
4.233 |
4.242 |
0.009 |
0.2% |
4.121 |
Low |
4.097 |
4.165 |
0.068 |
1.7% |
3.939 |
Close |
4.227 |
4.190 |
-0.037 |
-0.9% |
4.114 |
Range |
0.136 |
0.077 |
-0.059 |
-43.4% |
0.182 |
ATR |
0.100 |
0.099 |
-0.002 |
-1.7% |
0.000 |
Volume |
25,314 |
29,483 |
4,169 |
16.5% |
121,419 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.430 |
4.387 |
4.232 |
|
R3 |
4.353 |
4.310 |
4.211 |
|
R2 |
4.276 |
4.276 |
4.204 |
|
R1 |
4.233 |
4.233 |
4.197 |
4.216 |
PP |
4.199 |
4.199 |
4.199 |
4.191 |
S1 |
4.156 |
4.156 |
4.183 |
4.139 |
S2 |
4.122 |
4.122 |
4.176 |
|
S3 |
4.045 |
4.079 |
4.169 |
|
S4 |
3.968 |
4.002 |
4.148 |
|
|
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 |
4.242 |
3.939 |
0.303 |
7.2% |
0.106 |
2.5% |
83% |
True |
False |
25,146 |
10 |
4.242 |
3.939 |
0.303 |
7.2% |
0.095 |
2.3% |
83% |
True |
False |
25,579 |
20 |
4.242 |
3.901 |
0.341 |
8.1% |
0.098 |
2.3% |
85% |
True |
False |
25,046 |
40 |
4.252 |
3.901 |
0.351 |
8.4% |
0.098 |
2.3% |
82% |
False |
False |
20,507 |
60 |
4.336 |
3.877 |
0.459 |
11.0% |
0.093 |
2.2% |
68% |
False |
False |
17,653 |
80 |
4.985 |
3.877 |
1.108 |
26.4% |
0.095 |
2.3% |
28% |
False |
False |
14,919 |
100 |
4.985 |
3.877 |
1.108 |
26.4% |
0.095 |
2.3% |
28% |
False |
False |
13,040 |
120 |
4.988 |
3.877 |
1.111 |
26.5% |
0.094 |
2.2% |
28% |
False |
False |
11,541 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.569 |
2.618 |
4.444 |
1.618 |
4.367 |
1.000 |
4.319 |
0.618 |
4.290 |
HIGH |
4.242 |
0.618 |
4.213 |
0.500 |
4.204 |
0.382 |
4.194 |
LOW |
4.165 |
0.618 |
4.117 |
1.000 |
4.088 |
1.618 |
4.040 |
2.618 |
3.963 |
4.250 |
3.838 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.204 |
4.177 |
PP |
4.199 |
4.164 |
S1 |
4.195 |
4.151 |
|