NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.139 |
4.214 |
0.075 |
1.8% |
4.000 |
High |
4.224 |
4.249 |
0.025 |
0.6% |
4.203 |
Low |
4.093 |
4.196 |
0.103 |
2.5% |
3.990 |
Close |
4.222 |
4.229 |
0.007 |
0.2% |
4.059 |
Range |
0.131 |
0.053 |
-0.078 |
-59.5% |
0.213 |
ATR |
0.098 |
0.095 |
-0.003 |
-3.3% |
0.000 |
Volume |
33,686 |
27,064 |
-6,622 |
-19.7% |
125,931 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.384 |
4.359 |
4.258 |
|
R3 |
4.331 |
4.306 |
4.244 |
|
R2 |
4.278 |
4.278 |
4.239 |
|
R1 |
4.253 |
4.253 |
4.234 |
4.266 |
PP |
4.225 |
4.225 |
4.225 |
4.231 |
S1 |
4.200 |
4.200 |
4.224 |
4.213 |
S2 |
4.172 |
4.172 |
4.219 |
|
S3 |
4.119 |
4.147 |
4.214 |
|
S4 |
4.066 |
4.094 |
4.200 |
|
|
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 |
4.249 |
3.993 |
0.256 |
6.1% |
0.100 |
2.4% |
92% |
True |
False |
25,323 |
10 |
4.249 |
3.990 |
0.259 |
6.1% |
0.093 |
2.2% |
92% |
True |
False |
25,307 |
20 |
4.320 |
3.990 |
0.330 |
7.8% |
0.094 |
2.2% |
72% |
False |
False |
23,117 |
40 |
4.320 |
3.950 |
0.370 |
8.7% |
0.093 |
2.2% |
75% |
False |
False |
21,207 |
60 |
4.727 |
3.950 |
0.777 |
18.4% |
0.089 |
2.1% |
36% |
False |
False |
19,108 |
80 |
5.027 |
3.950 |
1.077 |
25.5% |
0.091 |
2.1% |
26% |
False |
False |
17,181 |
100 |
5.052 |
3.950 |
1.102 |
26.1% |
0.092 |
2.2% |
25% |
False |
False |
15,535 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.474 |
2.618 |
4.388 |
1.618 |
4.335 |
1.000 |
4.302 |
0.618 |
4.282 |
HIGH |
4.249 |
0.618 |
4.229 |
0.500 |
4.223 |
0.382 |
4.216 |
LOW |
4.196 |
0.618 |
4.163 |
1.000 |
4.143 |
1.618 |
4.110 |
2.618 |
4.057 |
4.250 |
3.971 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.227 |
4.202 |
PP |
4.225 |
4.175 |
S1 |
4.223 |
4.148 |
|