NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.117 |
4.063 |
-0.054 |
-1.3% |
4.048 |
High |
4.125 |
4.096 |
-0.029 |
-0.7% |
4.249 |
Low |
4.056 |
4.024 |
-0.032 |
-0.8% |
4.046 |
Close |
4.063 |
4.068 |
0.005 |
0.1% |
4.063 |
Range |
0.069 |
0.072 |
0.003 |
4.3% |
0.203 |
ATR |
0.095 |
0.093 |
-0.002 |
-1.7% |
0.000 |
Volume |
26,831 |
26,117 |
-714 |
-2.7% |
128,926 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.279 |
4.245 |
4.108 |
|
R3 |
4.207 |
4.173 |
4.088 |
|
R2 |
4.135 |
4.135 |
4.081 |
|
R1 |
4.101 |
4.101 |
4.075 |
4.118 |
PP |
4.063 |
4.063 |
4.063 |
4.071 |
S1 |
4.029 |
4.029 |
4.061 |
4.046 |
S2 |
3.991 |
3.991 |
4.055 |
|
S3 |
3.919 |
3.957 |
4.048 |
|
S4 |
3.847 |
3.885 |
4.028 |
|
|
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 |
4.024 |
0.225 |
5.5% |
0.090 |
2.2% |
20% |
False |
True |
27,525 |
10 |
4.249 |
3.993 |
0.256 |
6.3% |
0.095 |
2.3% |
29% |
False |
False |
26,546 |
20 |
4.320 |
3.990 |
0.330 |
8.1% |
0.094 |
2.3% |
24% |
False |
False |
23,932 |
40 |
4.320 |
3.950 |
0.370 |
9.1% |
0.094 |
2.3% |
32% |
False |
False |
21,898 |
60 |
4.611 |
3.950 |
0.661 |
16.2% |
0.088 |
2.2% |
18% |
False |
False |
19,890 |
80 |
5.027 |
3.950 |
1.077 |
26.5% |
0.090 |
2.2% |
11% |
False |
False |
17,771 |
100 |
5.027 |
3.950 |
1.077 |
26.5% |
0.092 |
2.3% |
11% |
False |
False |
16,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.402 |
2.618 |
4.284 |
1.618 |
4.212 |
1.000 |
4.168 |
0.618 |
4.140 |
HIGH |
4.096 |
0.618 |
4.068 |
0.500 |
4.060 |
0.382 |
4.052 |
LOW |
4.024 |
0.618 |
3.980 |
1.000 |
3.952 |
1.618 |
3.908 |
2.618 |
3.836 |
4.250 |
3.718 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.065 |
4.130 |
PP |
4.063 |
4.109 |
S1 |
4.060 |
4.089 |
|