NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 04-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.100 |
4.062 |
-0.038 |
-0.9% |
4.156 |
High |
4.110 |
4.079 |
-0.031 |
-0.8% |
4.320 |
Low |
4.037 |
3.995 |
-0.042 |
-1.0% |
4.149 |
Close |
4.050 |
4.027 |
-0.023 |
-0.6% |
4.266 |
Range |
0.073 |
0.084 |
0.011 |
15.1% |
0.171 |
ATR |
0.096 |
0.095 |
-0.001 |
-0.9% |
0.000 |
Volume |
27,068 |
26,069 |
-999 |
-3.7% |
104,124 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.286 |
4.240 |
4.073 |
|
R3 |
4.202 |
4.156 |
4.050 |
|
R2 |
4.118 |
4.118 |
4.042 |
|
R1 |
4.072 |
4.072 |
4.035 |
4.053 |
PP |
4.034 |
4.034 |
4.034 |
4.024 |
S1 |
3.988 |
3.988 |
4.019 |
3.969 |
S2 |
3.950 |
3.950 |
4.012 |
|
S3 |
3.866 |
3.904 |
4.004 |
|
S4 |
3.782 |
3.820 |
3.981 |
|
|
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 |
3.995 |
0.325 |
8.1% |
0.104 |
2.6% |
10% |
False |
True |
24,948 |
10 |
4.320 |
3.995 |
0.325 |
8.1% |
0.097 |
2.4% |
10% |
False |
True |
21,689 |
20 |
4.320 |
3.995 |
0.325 |
8.1% |
0.096 |
2.4% |
10% |
False |
True |
22,798 |
40 |
4.353 |
3.950 |
0.403 |
10.0% |
0.087 |
2.2% |
19% |
False |
False |
19,366 |
60 |
5.027 |
3.950 |
1.077 |
26.7% |
0.091 |
2.3% |
7% |
False |
False |
17,106 |
80 |
5.027 |
3.950 |
1.077 |
26.7% |
0.091 |
2.3% |
7% |
False |
False |
15,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.436 |
2.618 |
4.299 |
1.618 |
4.215 |
1.000 |
4.163 |
0.618 |
4.131 |
HIGH |
4.079 |
0.618 |
4.047 |
0.500 |
4.037 |
0.382 |
4.027 |
LOW |
3.995 |
0.618 |
3.943 |
1.000 |
3.911 |
1.618 |
3.859 |
2.618 |
3.775 |
4.250 |
3.638 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.037 |
4.133 |
PP |
4.034 |
4.098 |
S1 |
4.030 |
4.062 |
|