NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.190 |
4.200 |
0.010 |
0.2% |
4.063 |
High |
4.195 |
4.299 |
0.104 |
2.5% |
4.195 |
Low |
4.131 |
4.174 |
0.043 |
1.0% |
4.016 |
Close |
4.187 |
4.292 |
0.105 |
2.5% |
4.187 |
Range |
0.064 |
0.125 |
0.061 |
95.3% |
0.179 |
ATR |
0.094 |
0.096 |
0.002 |
2.4% |
0.000 |
Volume |
28,721 |
22,291 |
-6,430 |
-22.4% |
121,562 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.630 |
4.586 |
4.361 |
|
R3 |
4.505 |
4.461 |
4.326 |
|
R2 |
4.380 |
4.380 |
4.315 |
|
R1 |
4.336 |
4.336 |
4.303 |
4.358 |
PP |
4.255 |
4.255 |
4.255 |
4.266 |
S1 |
4.211 |
4.211 |
4.281 |
4.233 |
S2 |
4.130 |
4.130 |
4.269 |
|
S3 |
4.005 |
4.086 |
4.258 |
|
S4 |
3.880 |
3.961 |
4.223 |
|
|
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 |
4.299 |
4.016 |
0.283 |
6.6% |
0.102 |
2.4% |
98% |
True |
False |
23,547 |
10 |
4.299 |
4.016 |
0.283 |
6.6% |
0.096 |
2.2% |
98% |
True |
False |
25,536 |
20 |
4.299 |
3.990 |
0.309 |
7.2% |
0.098 |
2.3% |
98% |
True |
False |
24,612 |
40 |
4.320 |
3.990 |
0.330 |
7.7% |
0.095 |
2.2% |
92% |
False |
False |
22,984 |
60 |
4.529 |
3.950 |
0.579 |
13.5% |
0.090 |
2.1% |
59% |
False |
False |
20,699 |
80 |
5.027 |
3.950 |
1.077 |
25.1% |
0.091 |
2.1% |
32% |
False |
False |
18,574 |
100 |
5.027 |
3.950 |
1.077 |
25.1% |
0.093 |
2.2% |
32% |
False |
False |
16,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.830 |
2.618 |
4.626 |
1.618 |
4.501 |
1.000 |
4.424 |
0.618 |
4.376 |
HIGH |
4.299 |
0.618 |
4.251 |
0.500 |
4.237 |
0.382 |
4.222 |
LOW |
4.174 |
0.618 |
4.097 |
1.000 |
4.049 |
1.618 |
3.972 |
2.618 |
3.847 |
4.250 |
3.643 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.274 |
4.252 |
PP |
4.255 |
4.212 |
S1 |
4.237 |
4.172 |
|