NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.167 |
4.144 |
-0.023 |
-0.6% |
4.256 |
| High |
4.180 |
4.151 |
-0.029 |
-0.7% |
4.271 |
| Low |
4.132 |
4.018 |
-0.114 |
-2.8% |
3.995 |
| Close |
4.149 |
4.027 |
-0.122 |
-2.9% |
4.014 |
| Range |
0.048 |
0.133 |
0.085 |
177.1% |
0.276 |
| ATR |
0.093 |
0.096 |
0.003 |
3.1% |
0.000 |
| Volume |
38,840 |
20,375 |
-18,465 |
-47.5% |
93,543 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.464 |
4.379 |
4.100 |
|
| R3 |
4.331 |
4.246 |
4.064 |
|
| R2 |
4.198 |
4.198 |
4.051 |
|
| R1 |
4.113 |
4.113 |
4.039 |
4.089 |
| PP |
4.065 |
4.065 |
4.065 |
4.054 |
| S1 |
3.980 |
3.980 |
4.015 |
3.956 |
| S2 |
3.932 |
3.932 |
4.003 |
|
| S3 |
3.799 |
3.847 |
3.990 |
|
| S4 |
3.666 |
3.714 |
3.954 |
|
|
| 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 |
5.3% |
0.097 |
2.4% |
17% |
False |
False |
24,152 |
| 10 |
4.320 |
3.990 |
0.330 |
8.2% |
0.100 |
2.5% |
11% |
False |
False |
24,550 |
| 20 |
4.320 |
3.990 |
0.330 |
8.2% |
0.097 |
2.4% |
11% |
False |
False |
22,636 |
| 40 |
4.320 |
3.950 |
0.370 |
9.2% |
0.092 |
2.3% |
21% |
False |
False |
20,623 |
| 60 |
4.915 |
3.950 |
0.965 |
24.0% |
0.090 |
2.2% |
8% |
False |
False |
18,014 |
| 80 |
5.027 |
3.950 |
1.077 |
26.7% |
0.091 |
2.3% |
7% |
False |
False |
16,383 |
| 100 |
5.052 |
3.950 |
1.102 |
27.4% |
0.091 |
2.3% |
7% |
False |
False |
14,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.716 |
|
2.618 |
4.499 |
|
1.618 |
4.366 |
|
1.000 |
4.284 |
|
0.618 |
4.233 |
|
HIGH |
4.151 |
|
0.618 |
4.100 |
|
0.500 |
4.085 |
|
0.382 |
4.069 |
|
LOW |
4.018 |
|
0.618 |
3.936 |
|
1.000 |
3.885 |
|
1.618 |
3.803 |
|
2.618 |
3.670 |
|
4.250 |
3.453 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.085 |
4.111 |
| PP |
4.065 |
4.083 |
| S1 |
4.046 |
4.055 |
|