NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.098 |
4.190 |
0.092 |
2.2% |
4.063 |
High |
4.170 |
4.195 |
0.025 |
0.6% |
4.195 |
Low |
4.044 |
4.131 |
0.087 |
2.2% |
4.016 |
Close |
4.169 |
4.187 |
0.018 |
0.4% |
4.187 |
Range |
0.126 |
0.064 |
-0.062 |
-49.2% |
0.179 |
ATR |
0.096 |
0.094 |
-0.002 |
-2.4% |
0.000 |
Volume |
22,777 |
28,721 |
5,944 |
26.1% |
121,562 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.363 |
4.339 |
4.222 |
|
R3 |
4.299 |
4.275 |
4.205 |
|
R2 |
4.235 |
4.235 |
4.199 |
|
R1 |
4.211 |
4.211 |
4.193 |
4.191 |
PP |
4.171 |
4.171 |
4.171 |
4.161 |
S1 |
4.147 |
4.147 |
4.181 |
4.127 |
S2 |
4.107 |
4.107 |
4.175 |
|
S3 |
4.043 |
4.083 |
4.169 |
|
S4 |
3.979 |
4.019 |
4.152 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.670 |
4.607 |
4.285 |
|
R3 |
4.491 |
4.428 |
4.236 |
|
R2 |
4.312 |
4.312 |
4.220 |
|
R1 |
4.249 |
4.249 |
4.203 |
4.281 |
PP |
4.133 |
4.133 |
4.133 |
4.148 |
S1 |
4.070 |
4.070 |
4.171 |
4.102 |
S2 |
3.954 |
3.954 |
4.154 |
|
S3 |
3.775 |
3.891 |
4.138 |
|
S4 |
3.596 |
3.712 |
4.089 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.195 |
4.016 |
0.179 |
4.3% |
0.092 |
2.2% |
96% |
True |
False |
24,312 |
10 |
4.249 |
4.016 |
0.233 |
5.6% |
0.095 |
2.3% |
73% |
False |
False |
25,048 |
20 |
4.283 |
3.990 |
0.293 |
7.0% |
0.095 |
2.3% |
67% |
False |
False |
24,885 |
40 |
4.320 |
3.990 |
0.330 |
7.9% |
0.094 |
2.2% |
60% |
False |
False |
23,008 |
60 |
4.548 |
3.950 |
0.598 |
14.3% |
0.089 |
2.1% |
40% |
False |
False |
20,565 |
80 |
5.027 |
3.950 |
1.077 |
25.7% |
0.091 |
2.2% |
22% |
False |
False |
18,380 |
100 |
5.027 |
3.950 |
1.077 |
25.7% |
0.093 |
2.2% |
22% |
False |
False |
16,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.467 |
2.618 |
4.363 |
1.618 |
4.299 |
1.000 |
4.259 |
0.618 |
4.235 |
HIGH |
4.195 |
0.618 |
4.171 |
0.500 |
4.163 |
0.382 |
4.155 |
LOW |
4.131 |
0.618 |
4.091 |
1.000 |
4.067 |
1.618 |
4.027 |
2.618 |
3.963 |
4.250 |
3.859 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.179 |
4.160 |
PP |
4.171 |
4.133 |
S1 |
4.163 |
4.106 |
|