NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.032 |
4.048 |
0.016 |
0.4% |
4.000 |
High |
4.060 |
4.160 |
0.100 |
2.5% |
4.203 |
Low |
3.993 |
4.046 |
0.053 |
1.3% |
3.990 |
Close |
4.059 |
4.149 |
0.090 |
2.2% |
4.059 |
Range |
0.067 |
0.114 |
0.047 |
70.1% |
0.213 |
ATR |
0.094 |
0.095 |
0.001 |
1.5% |
0.000 |
Volume |
28,078 |
17,414 |
-10,664 |
-38.0% |
125,931 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.460 |
4.419 |
4.212 |
|
R3 |
4.346 |
4.305 |
4.180 |
|
R2 |
4.232 |
4.232 |
4.170 |
|
R1 |
4.191 |
4.191 |
4.159 |
4.212 |
PP |
4.118 |
4.118 |
4.118 |
4.129 |
S1 |
4.077 |
4.077 |
4.139 |
4.098 |
S2 |
4.004 |
4.004 |
4.128 |
|
S3 |
3.890 |
3.963 |
4.118 |
|
S4 |
3.776 |
3.849 |
4.086 |
|
|
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 |
3.993 |
0.210 |
5.1% |
0.099 |
2.4% |
74% |
False |
False |
25,567 |
10 |
4.271 |
3.990 |
0.281 |
6.8% |
0.100 |
2.4% |
57% |
False |
False |
23,688 |
20 |
4.320 |
3.990 |
0.330 |
8.0% |
0.094 |
2.3% |
48% |
False |
False |
21,789 |
40 |
4.320 |
3.950 |
0.370 |
8.9% |
0.092 |
2.2% |
54% |
False |
False |
20,547 |
60 |
4.762 |
3.950 |
0.812 |
19.6% |
0.089 |
2.1% |
25% |
False |
False |
18,529 |
80 |
5.027 |
3.950 |
1.077 |
26.0% |
0.091 |
2.2% |
18% |
False |
False |
16,667 |
100 |
5.052 |
3.950 |
1.102 |
26.6% |
0.092 |
2.2% |
18% |
False |
False |
15,107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.645 |
2.618 |
4.458 |
1.618 |
4.344 |
1.000 |
4.274 |
0.618 |
4.230 |
HIGH |
4.160 |
0.618 |
4.116 |
0.500 |
4.103 |
0.382 |
4.090 |
LOW |
4.046 |
0.618 |
3.976 |
1.000 |
3.932 |
1.618 |
3.862 |
2.618 |
3.748 |
4.250 |
3.562 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.134 |
4.125 |
PP |
4.118 |
4.101 |
S1 |
4.103 |
4.077 |
|