NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.057 |
4.098 |
0.041 |
1.0% |
4.048 |
High |
4.135 |
4.170 |
0.035 |
0.8% |
4.249 |
Low |
4.016 |
4.044 |
0.028 |
0.7% |
4.046 |
Close |
4.126 |
4.169 |
0.043 |
1.0% |
4.063 |
Range |
0.119 |
0.126 |
0.007 |
5.9% |
0.203 |
ATR |
0.094 |
0.096 |
0.002 |
2.4% |
0.000 |
Volume |
22,891 |
22,777 |
-114 |
-0.5% |
128,926 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.506 |
4.463 |
4.238 |
|
R3 |
4.380 |
4.337 |
4.204 |
|
R2 |
4.254 |
4.254 |
4.192 |
|
R1 |
4.211 |
4.211 |
4.181 |
4.233 |
PP |
4.128 |
4.128 |
4.128 |
4.138 |
S1 |
4.085 |
4.085 |
4.157 |
4.107 |
S2 |
4.002 |
4.002 |
4.146 |
|
S3 |
3.876 |
3.959 |
4.134 |
|
S4 |
3.750 |
3.833 |
4.100 |
|
|
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 |
4.170 |
4.016 |
0.154 |
3.7% |
0.093 |
2.2% |
99% |
True |
False |
23,934 |
10 |
4.249 |
3.993 |
0.256 |
6.1% |
0.095 |
2.3% |
69% |
False |
False |
24,984 |
20 |
4.320 |
3.990 |
0.330 |
7.9% |
0.098 |
2.3% |
54% |
False |
False |
24,767 |
40 |
4.320 |
3.990 |
0.330 |
7.9% |
0.095 |
2.3% |
54% |
False |
False |
22,627 |
60 |
4.580 |
3.950 |
0.630 |
15.1% |
0.090 |
2.2% |
35% |
False |
False |
20,260 |
80 |
5.027 |
3.950 |
1.077 |
25.8% |
0.091 |
2.2% |
20% |
False |
False |
18,123 |
100 |
5.027 |
3.950 |
1.077 |
25.8% |
0.093 |
2.2% |
20% |
False |
False |
16,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.706 |
2.618 |
4.500 |
1.618 |
4.374 |
1.000 |
4.296 |
0.618 |
4.248 |
HIGH |
4.170 |
0.618 |
4.122 |
0.500 |
4.107 |
0.382 |
4.092 |
LOW |
4.044 |
0.618 |
3.966 |
1.000 |
3.918 |
1.618 |
3.840 |
2.618 |
3.714 |
4.250 |
3.509 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.148 |
4.144 |
PP |
4.128 |
4.118 |
S1 |
4.107 |
4.093 |
|