NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.062 |
4.036 |
-0.026 |
-0.6% |
4.256 |
High |
4.079 |
4.050 |
-0.029 |
-0.7% |
4.271 |
Low |
3.995 |
4.000 |
0.005 |
0.1% |
3.995 |
Close |
4.027 |
4.014 |
-0.013 |
-0.3% |
4.014 |
Range |
0.084 |
0.050 |
-0.034 |
-40.5% |
0.276 |
ATR |
0.095 |
0.092 |
-0.003 |
-3.4% |
0.000 |
Volume |
26,069 |
22,908 |
-3,161 |
-12.1% |
93,543 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.171 |
4.143 |
4.042 |
|
R3 |
4.121 |
4.093 |
4.028 |
|
R2 |
4.071 |
4.071 |
4.023 |
|
R1 |
4.043 |
4.043 |
4.019 |
4.032 |
PP |
4.021 |
4.021 |
4.021 |
4.016 |
S1 |
3.993 |
3.993 |
4.009 |
3.982 |
S2 |
3.971 |
3.971 |
4.005 |
|
S3 |
3.921 |
3.943 |
4.000 |
|
S4 |
3.871 |
3.893 |
3.987 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.921 |
4.744 |
4.166 |
|
R3 |
4.645 |
4.468 |
4.090 |
|
R2 |
4.369 |
4.369 |
4.065 |
|
R1 |
4.192 |
4.192 |
4.039 |
4.143 |
PP |
4.093 |
4.093 |
4.093 |
4.069 |
S1 |
3.916 |
3.916 |
3.989 |
3.867 |
S2 |
3.817 |
3.817 |
3.963 |
|
S3 |
3.541 |
3.640 |
3.938 |
|
S4 |
3.265 |
3.364 |
3.862 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.283 |
3.995 |
0.288 |
7.2% |
0.089 |
2.2% |
7% |
False |
False |
24,258 |
10 |
4.320 |
3.995 |
0.325 |
8.1% |
0.087 |
2.2% |
6% |
False |
False |
22,271 |
20 |
4.320 |
3.995 |
0.325 |
8.1% |
0.093 |
2.3% |
6% |
False |
False |
23,010 |
40 |
4.339 |
3.950 |
0.389 |
9.7% |
0.087 |
2.2% |
16% |
False |
False |
19,565 |
60 |
5.027 |
3.950 |
1.077 |
26.8% |
0.091 |
2.3% |
6% |
False |
False |
17,245 |
80 |
5.027 |
3.950 |
1.077 |
26.8% |
0.091 |
2.3% |
6% |
False |
False |
15,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.263 |
2.618 |
4.181 |
1.618 |
4.131 |
1.000 |
4.100 |
0.618 |
4.081 |
HIGH |
4.050 |
0.618 |
4.031 |
0.500 |
4.025 |
0.382 |
4.019 |
LOW |
4.000 |
0.618 |
3.969 |
1.000 |
3.950 |
1.618 |
3.919 |
2.618 |
3.869 |
4.250 |
3.788 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.025 |
4.053 |
PP |
4.021 |
4.040 |
S1 |
4.018 |
4.027 |
|