NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.036 |
4.000 |
-0.036 |
-0.9% |
4.256 |
High |
4.050 |
4.107 |
0.057 |
1.4% |
4.271 |
Low |
4.000 |
3.990 |
-0.010 |
-0.3% |
3.995 |
Close |
4.014 |
4.086 |
0.072 |
1.8% |
4.014 |
Range |
0.050 |
0.117 |
0.067 |
134.0% |
0.276 |
ATR |
0.092 |
0.093 |
0.002 |
2.0% |
0.000 |
Volume |
22,908 |
15,509 |
-7,399 |
-32.3% |
93,543 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.412 |
4.366 |
4.150 |
|
R3 |
4.295 |
4.249 |
4.118 |
|
R2 |
4.178 |
4.178 |
4.107 |
|
R1 |
4.132 |
4.132 |
4.097 |
4.155 |
PP |
4.061 |
4.061 |
4.061 |
4.073 |
S1 |
4.015 |
4.015 |
4.075 |
4.038 |
S2 |
3.944 |
3.944 |
4.065 |
|
S3 |
3.827 |
3.898 |
4.054 |
|
S4 |
3.710 |
3.781 |
4.022 |
|
|
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 |
4.271 |
3.990 |
0.281 |
6.9% |
0.101 |
2.5% |
34% |
False |
True |
21,810 |
10 |
4.320 |
3.990 |
0.330 |
8.1% |
0.094 |
2.3% |
29% |
False |
True |
21,317 |
20 |
4.320 |
3.990 |
0.330 |
8.1% |
0.094 |
2.3% |
29% |
False |
True |
22,211 |
40 |
4.339 |
3.950 |
0.389 |
9.5% |
0.088 |
2.2% |
35% |
False |
False |
19,540 |
60 |
5.027 |
3.950 |
1.077 |
26.4% |
0.089 |
2.2% |
13% |
False |
False |
17,338 |
80 |
5.027 |
3.950 |
1.077 |
26.4% |
0.091 |
2.2% |
13% |
False |
False |
15,657 |
100 |
5.052 |
3.950 |
1.102 |
27.0% |
0.091 |
2.2% |
12% |
False |
False |
14,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.604 |
2.618 |
4.413 |
1.618 |
4.296 |
1.000 |
4.224 |
0.618 |
4.179 |
HIGH |
4.107 |
0.618 |
4.062 |
0.500 |
4.049 |
0.382 |
4.035 |
LOW |
3.990 |
0.618 |
3.918 |
1.000 |
3.873 |
1.618 |
3.801 |
2.618 |
3.684 |
4.250 |
3.493 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.074 |
4.074 |
PP |
4.061 |
4.061 |
S1 |
4.049 |
4.049 |
|