NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.000 |
4.101 |
0.101 |
2.5% |
4.256 |
High |
4.107 |
4.203 |
0.096 |
2.3% |
4.271 |
Low |
3.990 |
4.068 |
0.078 |
2.0% |
3.995 |
Close |
4.086 |
4.173 |
0.087 |
2.1% |
4.014 |
Range |
0.117 |
0.135 |
0.018 |
15.4% |
0.276 |
ATR |
0.093 |
0.096 |
0.003 |
3.2% |
0.000 |
Volume |
15,509 |
23,129 |
7,620 |
49.1% |
93,543 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.553 |
4.498 |
4.247 |
|
R3 |
4.418 |
4.363 |
4.210 |
|
R2 |
4.283 |
4.283 |
4.198 |
|
R1 |
4.228 |
4.228 |
4.185 |
4.256 |
PP |
4.148 |
4.148 |
4.148 |
4.162 |
S1 |
4.093 |
4.093 |
4.161 |
4.121 |
S2 |
4.013 |
4.013 |
4.148 |
|
S3 |
3.878 |
3.958 |
4.136 |
|
S4 |
3.743 |
3.823 |
4.099 |
|
|
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 |
4.203 |
3.990 |
0.213 |
5.1% |
0.092 |
2.2% |
86% |
True |
False |
22,936 |
10 |
4.320 |
3.990 |
0.330 |
7.9% |
0.099 |
2.4% |
55% |
False |
False |
22,323 |
20 |
4.320 |
3.990 |
0.330 |
7.9% |
0.097 |
2.3% |
55% |
False |
False |
22,235 |
40 |
4.326 |
3.950 |
0.376 |
9.0% |
0.090 |
2.2% |
59% |
False |
False |
19,827 |
60 |
5.027 |
3.950 |
1.077 |
25.8% |
0.091 |
2.2% |
21% |
False |
False |
17,397 |
80 |
5.027 |
3.950 |
1.077 |
25.8% |
0.090 |
2.2% |
21% |
False |
False |
15,821 |
100 |
5.052 |
3.950 |
1.102 |
26.4% |
0.092 |
2.2% |
20% |
False |
False |
14,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.777 |
2.618 |
4.556 |
1.618 |
4.421 |
1.000 |
4.338 |
0.618 |
4.286 |
HIGH |
4.203 |
0.618 |
4.151 |
0.500 |
4.136 |
0.382 |
4.120 |
LOW |
4.068 |
0.618 |
3.985 |
1.000 |
3.933 |
1.618 |
3.850 |
2.618 |
3.715 |
4.250 |
3.494 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.161 |
4.148 |
PP |
4.148 |
4.122 |
S1 |
4.136 |
4.097 |
|