NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 18-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.214 |
4.220 |
0.006 |
0.1% |
4.000 |
| High |
4.249 |
4.235 |
-0.014 |
-0.3% |
4.203 |
| Low |
4.196 |
4.111 |
-0.085 |
-2.0% |
3.990 |
| Close |
4.229 |
4.126 |
-0.103 |
-2.4% |
4.059 |
| Range |
0.053 |
0.124 |
0.071 |
134.0% |
0.213 |
| ATR |
0.095 |
0.097 |
0.002 |
2.2% |
0.000 |
| Volume |
27,064 |
23,931 |
-3,133 |
-11.6% |
125,931 |
|
| Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.529 |
4.452 |
4.194 |
|
| R3 |
4.405 |
4.328 |
4.160 |
|
| R2 |
4.281 |
4.281 |
4.149 |
|
| R1 |
4.204 |
4.204 |
4.137 |
4.181 |
| PP |
4.157 |
4.157 |
4.157 |
4.146 |
| S1 |
4.080 |
4.080 |
4.115 |
4.057 |
| S2 |
4.033 |
4.033 |
4.103 |
|
| S3 |
3.909 |
3.956 |
4.092 |
|
| S4 |
3.785 |
3.832 |
4.058 |
|
|
| 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 |
6.2% |
0.098 |
2.4% |
52% |
False |
False |
26,034 |
| 10 |
4.249 |
3.990 |
0.259 |
6.3% |
0.097 |
2.4% |
53% |
False |
False |
25,093 |
| 20 |
4.320 |
3.990 |
0.330 |
8.0% |
0.097 |
2.3% |
41% |
False |
False |
23,391 |
| 40 |
4.320 |
3.950 |
0.370 |
9.0% |
0.095 |
2.3% |
48% |
False |
False |
21,340 |
| 60 |
4.727 |
3.950 |
0.777 |
18.8% |
0.090 |
2.2% |
23% |
False |
False |
19,315 |
| 80 |
5.027 |
3.950 |
1.077 |
26.1% |
0.091 |
2.2% |
16% |
False |
False |
17,401 |
| 100 |
5.052 |
3.950 |
1.102 |
26.7% |
0.092 |
2.2% |
16% |
False |
False |
15,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.762 |
|
2.618 |
4.560 |
|
1.618 |
4.436 |
|
1.000 |
4.359 |
|
0.618 |
4.312 |
|
HIGH |
4.235 |
|
0.618 |
4.188 |
|
0.500 |
4.173 |
|
0.382 |
4.158 |
|
LOW |
4.111 |
|
0.618 |
4.034 |
|
1.000 |
3.987 |
|
1.618 |
3.910 |
|
2.618 |
3.786 |
|
4.250 |
3.584 |
|
|
| Fisher Pivots for day following 18-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.173 |
4.171 |
| PP |
4.157 |
4.156 |
| S1 |
4.142 |
4.141 |
|