NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.256 |
4.100 |
-0.156 |
-3.7% |
4.156 |
High |
4.271 |
4.110 |
-0.161 |
-3.8% |
4.320 |
Low |
4.089 |
4.037 |
-0.052 |
-1.3% |
4.149 |
Close |
4.092 |
4.050 |
-0.042 |
-1.0% |
4.266 |
Range |
0.182 |
0.073 |
-0.109 |
-59.9% |
0.171 |
ATR |
0.097 |
0.096 |
-0.002 |
-1.8% |
0.000 |
Volume |
17,498 |
27,068 |
9,570 |
54.7% |
104,124 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.285 |
4.240 |
4.090 |
|
R3 |
4.212 |
4.167 |
4.070 |
|
R2 |
4.139 |
4.139 |
4.063 |
|
R1 |
4.094 |
4.094 |
4.057 |
4.080 |
PP |
4.066 |
4.066 |
4.066 |
4.059 |
S1 |
4.021 |
4.021 |
4.043 |
4.007 |
S2 |
3.993 |
3.993 |
4.037 |
|
S3 |
3.920 |
3.948 |
4.030 |
|
S4 |
3.847 |
3.875 |
4.010 |
|
|
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 |
4.037 |
0.283 |
7.0% |
0.104 |
2.6% |
5% |
False |
True |
23,612 |
10 |
4.320 |
4.037 |
0.283 |
7.0% |
0.095 |
2.3% |
5% |
False |
True |
20,928 |
20 |
4.320 |
4.015 |
0.305 |
7.5% |
0.095 |
2.4% |
11% |
False |
False |
22,274 |
40 |
4.384 |
3.950 |
0.434 |
10.7% |
0.086 |
2.1% |
23% |
False |
False |
19,166 |
60 |
5.027 |
3.950 |
1.077 |
26.6% |
0.091 |
2.2% |
9% |
False |
False |
16,904 |
80 |
5.027 |
3.950 |
1.077 |
26.6% |
0.092 |
2.3% |
9% |
False |
False |
15,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.420 |
2.618 |
4.301 |
1.618 |
4.228 |
1.000 |
4.183 |
0.618 |
4.155 |
HIGH |
4.110 |
0.618 |
4.082 |
0.500 |
4.074 |
0.382 |
4.065 |
LOW |
4.037 |
0.618 |
3.992 |
1.000 |
3.964 |
1.618 |
3.919 |
2.618 |
3.846 |
4.250 |
3.727 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.074 |
4.160 |
PP |
4.066 |
4.123 |
S1 |
4.058 |
4.087 |
|