NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 10-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.101 |
4.167 |
0.066 |
1.6% |
4.256 |
High |
4.203 |
4.180 |
-0.023 |
-0.5% |
4.271 |
Low |
4.068 |
4.132 |
0.064 |
1.6% |
3.995 |
Close |
4.173 |
4.149 |
-0.024 |
-0.6% |
4.014 |
Range |
0.135 |
0.048 |
-0.087 |
-64.4% |
0.276 |
ATR |
0.096 |
0.093 |
-0.003 |
-3.6% |
0.000 |
Volume |
23,129 |
38,840 |
15,711 |
67.9% |
93,543 |
|
Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.298 |
4.271 |
4.175 |
|
R3 |
4.250 |
4.223 |
4.162 |
|
R2 |
4.202 |
4.202 |
4.158 |
|
R1 |
4.175 |
4.175 |
4.153 |
4.165 |
PP |
4.154 |
4.154 |
4.154 |
4.148 |
S1 |
4.127 |
4.127 |
4.145 |
4.117 |
S2 |
4.106 |
4.106 |
4.140 |
|
S3 |
4.058 |
4.079 |
4.136 |
|
S4 |
4.010 |
4.031 |
4.123 |
|
|
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% |
0.087 |
2.1% |
75% |
False |
False |
25,291 |
10 |
4.320 |
3.990 |
0.330 |
8.0% |
0.096 |
2.3% |
48% |
False |
False |
24,451 |
20 |
4.320 |
3.990 |
0.330 |
8.0% |
0.097 |
2.3% |
48% |
False |
False |
22,889 |
40 |
4.320 |
3.950 |
0.370 |
8.9% |
0.090 |
2.2% |
54% |
False |
False |
20,405 |
60 |
4.915 |
3.950 |
0.965 |
23.3% |
0.088 |
2.1% |
21% |
False |
False |
17,844 |
80 |
5.027 |
3.950 |
1.077 |
26.0% |
0.091 |
2.2% |
18% |
False |
False |
16,168 |
100 |
5.052 |
3.950 |
1.102 |
26.6% |
0.091 |
2.2% |
18% |
False |
False |
14,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.384 |
2.618 |
4.306 |
1.618 |
4.258 |
1.000 |
4.228 |
0.618 |
4.210 |
HIGH |
4.180 |
0.618 |
4.162 |
0.500 |
4.156 |
0.382 |
4.150 |
LOW |
4.132 |
0.618 |
4.102 |
1.000 |
4.084 |
1.618 |
4.054 |
2.618 |
4.006 |
4.250 |
3.928 |
|
|
Fisher Pivots for day following 10-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.156 |
4.132 |
PP |
4.154 |
4.114 |
S1 |
4.151 |
4.097 |
|