NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.048 |
4.139 |
0.091 |
2.2% |
4.000 |
High |
4.160 |
4.224 |
0.064 |
1.5% |
4.203 |
Low |
4.046 |
4.093 |
0.047 |
1.2% |
3.990 |
Close |
4.149 |
4.222 |
0.073 |
1.8% |
4.059 |
Range |
0.114 |
0.131 |
0.017 |
14.9% |
0.213 |
ATR |
0.095 |
0.098 |
0.003 |
2.7% |
0.000 |
Volume |
17,414 |
33,686 |
16,272 |
93.4% |
125,931 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.573 |
4.528 |
4.294 |
|
R3 |
4.442 |
4.397 |
4.258 |
|
R2 |
4.311 |
4.311 |
4.246 |
|
R1 |
4.266 |
4.266 |
4.234 |
4.289 |
PP |
4.180 |
4.180 |
4.180 |
4.191 |
S1 |
4.135 |
4.135 |
4.210 |
4.158 |
S2 |
4.049 |
4.049 |
4.198 |
|
S3 |
3.918 |
4.004 |
4.186 |
|
S4 |
3.787 |
3.873 |
4.150 |
|
|
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 |
4.224 |
3.993 |
0.231 |
5.5% |
0.099 |
2.3% |
99% |
True |
False |
27,678 |
10 |
4.224 |
3.990 |
0.234 |
5.5% |
0.095 |
2.3% |
99% |
True |
False |
25,307 |
20 |
4.320 |
3.990 |
0.330 |
7.8% |
0.096 |
2.3% |
70% |
False |
False |
22,574 |
40 |
4.320 |
3.950 |
0.370 |
8.8% |
0.094 |
2.2% |
74% |
False |
False |
21,121 |
60 |
4.727 |
3.950 |
0.777 |
18.4% |
0.090 |
2.1% |
35% |
False |
False |
18,867 |
80 |
5.027 |
3.950 |
1.077 |
25.5% |
0.090 |
2.1% |
25% |
False |
False |
16,994 |
100 |
5.052 |
3.950 |
1.102 |
26.1% |
0.092 |
2.2% |
25% |
False |
False |
15,352 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.781 |
2.618 |
4.567 |
1.618 |
4.436 |
1.000 |
4.355 |
0.618 |
4.305 |
HIGH |
4.224 |
0.618 |
4.174 |
0.500 |
4.159 |
0.382 |
4.143 |
LOW |
4.093 |
0.618 |
4.012 |
1.000 |
3.962 |
1.618 |
3.881 |
2.618 |
3.750 |
4.250 |
3.536 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.201 |
4.184 |
PP |
4.180 |
4.146 |
S1 |
4.159 |
4.109 |
|