NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.220 |
4.117 |
-0.103 |
-2.4% |
4.048 |
High |
4.235 |
4.125 |
-0.110 |
-2.6% |
4.249 |
Low |
4.111 |
4.056 |
-0.055 |
-1.3% |
4.046 |
Close |
4.126 |
4.063 |
-0.063 |
-1.5% |
4.063 |
Range |
0.124 |
0.069 |
-0.055 |
-44.4% |
0.203 |
ATR |
0.097 |
0.095 |
-0.002 |
-2.0% |
0.000 |
Volume |
23,931 |
26,831 |
2,900 |
12.1% |
128,926 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.288 |
4.245 |
4.101 |
|
R3 |
4.219 |
4.176 |
4.082 |
|
R2 |
4.150 |
4.150 |
4.076 |
|
R1 |
4.107 |
4.107 |
4.069 |
4.094 |
PP |
4.081 |
4.081 |
4.081 |
4.075 |
S1 |
4.038 |
4.038 |
4.057 |
4.025 |
S2 |
4.012 |
4.012 |
4.050 |
|
S3 |
3.943 |
3.969 |
4.044 |
|
S4 |
3.874 |
3.900 |
4.025 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.728 |
4.599 |
4.175 |
|
R3 |
4.525 |
4.396 |
4.119 |
|
R2 |
4.322 |
4.322 |
4.100 |
|
R1 |
4.193 |
4.193 |
4.082 |
4.258 |
PP |
4.119 |
4.119 |
4.119 |
4.152 |
S1 |
3.990 |
3.990 |
4.044 |
4.055 |
S2 |
3.916 |
3.916 |
4.026 |
|
S3 |
3.713 |
3.787 |
4.007 |
|
S4 |
3.510 |
3.584 |
3.951 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.249 |
4.046 |
0.203 |
5.0% |
0.098 |
2.4% |
8% |
False |
False |
25,785 |
10 |
4.249 |
3.990 |
0.259 |
6.4% |
0.099 |
2.4% |
28% |
False |
False |
25,485 |
20 |
4.320 |
3.990 |
0.330 |
8.1% |
0.093 |
2.3% |
22% |
False |
False |
23,878 |
40 |
4.320 |
3.950 |
0.370 |
9.1% |
0.094 |
2.3% |
31% |
False |
False |
21,647 |
60 |
4.721 |
3.950 |
0.771 |
19.0% |
0.090 |
2.2% |
15% |
False |
False |
19,595 |
80 |
5.027 |
3.950 |
1.077 |
26.5% |
0.090 |
2.2% |
10% |
False |
False |
17,609 |
100 |
5.052 |
3.950 |
1.102 |
27.1% |
0.092 |
2.3% |
10% |
False |
False |
15,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.418 |
2.618 |
4.306 |
1.618 |
4.237 |
1.000 |
4.194 |
0.618 |
4.168 |
HIGH |
4.125 |
0.618 |
4.099 |
0.500 |
4.091 |
0.382 |
4.082 |
LOW |
4.056 |
0.618 |
4.013 |
1.000 |
3.987 |
1.618 |
3.944 |
2.618 |
3.875 |
4.250 |
3.763 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.091 |
4.153 |
PP |
4.081 |
4.123 |
S1 |
4.072 |
4.093 |
|