NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 02-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2014 |
02-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.258 |
4.256 |
-0.002 |
0.0% |
4.156 |
High |
4.283 |
4.271 |
-0.012 |
-0.3% |
4.320 |
Low |
4.229 |
4.089 |
-0.140 |
-3.3% |
4.149 |
Close |
4.266 |
4.092 |
-0.174 |
-4.1% |
4.266 |
Range |
0.054 |
0.182 |
0.128 |
237.0% |
0.171 |
ATR |
0.091 |
0.097 |
0.007 |
7.2% |
0.000 |
Volume |
27,749 |
17,498 |
-10,251 |
-36.9% |
104,124 |
|
Daily Pivots for day following 02-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.697 |
4.576 |
4.192 |
|
R3 |
4.515 |
4.394 |
4.142 |
|
R2 |
4.333 |
4.333 |
4.125 |
|
R1 |
4.212 |
4.212 |
4.109 |
4.182 |
PP |
4.151 |
4.151 |
4.151 |
4.135 |
S1 |
4.030 |
4.030 |
4.075 |
4.000 |
S2 |
3.969 |
3.969 |
4.059 |
|
S3 |
3.787 |
3.848 |
4.042 |
|
S4 |
3.605 |
3.666 |
3.992 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.758 |
4.683 |
4.360 |
|
R3 |
4.587 |
4.512 |
4.313 |
|
R2 |
4.416 |
4.416 |
4.297 |
|
R1 |
4.341 |
4.341 |
4.282 |
4.379 |
PP |
4.245 |
4.245 |
4.245 |
4.264 |
S1 |
4.170 |
4.170 |
4.250 |
4.208 |
S2 |
4.074 |
4.074 |
4.235 |
|
S3 |
3.903 |
3.999 |
4.219 |
|
S4 |
3.732 |
3.828 |
4.172 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.320 |
4.089 |
0.231 |
5.6% |
0.106 |
2.6% |
1% |
False |
True |
21,711 |
10 |
4.320 |
4.073 |
0.247 |
6.0% |
0.097 |
2.4% |
8% |
False |
False |
19,842 |
20 |
4.320 |
4.015 |
0.305 |
7.5% |
0.096 |
2.3% |
25% |
False |
False |
21,562 |
40 |
4.389 |
3.950 |
0.439 |
10.7% |
0.087 |
2.1% |
32% |
False |
False |
18,868 |
60 |
5.027 |
3.950 |
1.077 |
26.3% |
0.091 |
2.2% |
13% |
False |
False |
16,619 |
80 |
5.027 |
3.950 |
1.077 |
26.3% |
0.092 |
2.2% |
13% |
False |
False |
15,141 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.045 |
2.618 |
4.747 |
1.618 |
4.565 |
1.000 |
4.453 |
0.618 |
4.383 |
HIGH |
4.271 |
0.618 |
4.201 |
0.500 |
4.180 |
0.382 |
4.159 |
LOW |
4.089 |
0.618 |
3.977 |
1.000 |
3.907 |
1.618 |
3.795 |
2.618 |
3.613 |
4.250 |
3.316 |
|
|
Fisher Pivots for day following 02-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.180 |
4.205 |
PP |
4.151 |
4.167 |
S1 |
4.121 |
4.130 |
|