NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.063 |
4.064 |
0.001 |
0.0% |
4.048 |
High |
4.096 |
4.112 |
0.016 |
0.4% |
4.249 |
Low |
4.024 |
4.035 |
0.011 |
0.3% |
4.046 |
Close |
4.068 |
4.037 |
-0.031 |
-0.8% |
4.063 |
Range |
0.072 |
0.077 |
0.005 |
6.9% |
0.203 |
ATR |
0.093 |
0.092 |
-0.001 |
-1.2% |
0.000 |
Volume |
26,117 |
21,056 |
-5,061 |
-19.4% |
128,926 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.292 |
4.242 |
4.079 |
|
R3 |
4.215 |
4.165 |
4.058 |
|
R2 |
4.138 |
4.138 |
4.051 |
|
R1 |
4.088 |
4.088 |
4.044 |
4.075 |
PP |
4.061 |
4.061 |
4.061 |
4.055 |
S1 |
4.011 |
4.011 |
4.030 |
3.998 |
S2 |
3.984 |
3.984 |
4.023 |
|
S3 |
3.907 |
3.934 |
4.016 |
|
S4 |
3.830 |
3.857 |
3.995 |
|
|
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 |
5.6% |
0.079 |
2.0% |
6% |
False |
False |
24,999 |
10 |
4.249 |
3.993 |
0.256 |
6.3% |
0.089 |
2.2% |
17% |
False |
False |
26,339 |
20 |
4.320 |
3.990 |
0.330 |
8.2% |
0.094 |
2.3% |
14% |
False |
False |
24,331 |
40 |
4.320 |
3.960 |
0.360 |
8.9% |
0.093 |
2.3% |
21% |
False |
False |
22,175 |
60 |
4.611 |
3.950 |
0.661 |
16.4% |
0.088 |
2.2% |
13% |
False |
False |
19,936 |
80 |
5.027 |
3.950 |
1.077 |
26.7% |
0.090 |
2.2% |
8% |
False |
False |
17,814 |
100 |
5.027 |
3.950 |
1.077 |
26.7% |
0.092 |
2.3% |
8% |
False |
False |
16,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.439 |
2.618 |
4.314 |
1.618 |
4.237 |
1.000 |
4.189 |
0.618 |
4.160 |
HIGH |
4.112 |
0.618 |
4.083 |
0.500 |
4.074 |
0.382 |
4.064 |
LOW |
4.035 |
0.618 |
3.987 |
1.000 |
3.958 |
1.618 |
3.910 |
2.618 |
3.833 |
4.250 |
3.708 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.074 |
4.075 |
PP |
4.061 |
4.062 |
S1 |
4.049 |
4.050 |
|