NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.144 |
4.032 |
-0.112 |
-2.7% |
4.000 |
High |
4.151 |
4.060 |
-0.091 |
-2.2% |
4.203 |
Low |
4.018 |
3.993 |
-0.025 |
-0.6% |
3.990 |
Close |
4.027 |
4.059 |
0.032 |
0.8% |
4.059 |
Range |
0.133 |
0.067 |
-0.066 |
-49.6% |
0.213 |
ATR |
0.096 |
0.094 |
-0.002 |
-2.1% |
0.000 |
Volume |
20,375 |
28,078 |
7,703 |
37.8% |
125,931 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.238 |
4.216 |
4.096 |
|
R3 |
4.171 |
4.149 |
4.077 |
|
R2 |
4.104 |
4.104 |
4.071 |
|
R1 |
4.082 |
4.082 |
4.065 |
4.093 |
PP |
4.037 |
4.037 |
4.037 |
4.043 |
S1 |
4.015 |
4.015 |
4.053 |
4.026 |
S2 |
3.970 |
3.970 |
4.047 |
|
S3 |
3.903 |
3.948 |
4.041 |
|
S4 |
3.836 |
3.881 |
4.022 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.723 |
4.604 |
4.176 |
|
R3 |
4.510 |
4.391 |
4.118 |
|
R2 |
4.297 |
4.297 |
4.098 |
|
R1 |
4.178 |
4.178 |
4.079 |
4.238 |
PP |
4.084 |
4.084 |
4.084 |
4.114 |
S1 |
3.965 |
3.965 |
4.039 |
4.025 |
S2 |
3.871 |
3.871 |
4.020 |
|
S3 |
3.658 |
3.752 |
4.000 |
|
S4 |
3.445 |
3.539 |
3.942 |
|
|
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 |
5.2% |
0.100 |
2.5% |
32% |
False |
False |
25,186 |
10 |
4.283 |
3.990 |
0.293 |
7.2% |
0.094 |
2.3% |
24% |
False |
False |
24,722 |
20 |
4.320 |
3.990 |
0.330 |
8.1% |
0.094 |
2.3% |
21% |
False |
False |
22,233 |
40 |
4.320 |
3.950 |
0.370 |
9.1% |
0.090 |
2.2% |
29% |
False |
False |
21,055 |
60 |
4.836 |
3.950 |
0.886 |
21.8% |
0.089 |
2.2% |
12% |
False |
False |
18,379 |
80 |
5.027 |
3.950 |
1.077 |
26.5% |
0.091 |
2.2% |
10% |
False |
False |
16,640 |
100 |
5.052 |
3.950 |
1.102 |
27.1% |
0.091 |
2.2% |
10% |
False |
False |
14,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.345 |
2.618 |
4.235 |
1.618 |
4.168 |
1.000 |
4.127 |
0.618 |
4.101 |
HIGH |
4.060 |
0.618 |
4.034 |
0.500 |
4.027 |
0.382 |
4.019 |
LOW |
3.993 |
0.618 |
3.952 |
1.000 |
3.926 |
1.618 |
3.885 |
2.618 |
3.818 |
4.250 |
3.708 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.048 |
4.087 |
PP |
4.037 |
4.077 |
S1 |
4.027 |
4.068 |
|