NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.200 |
4.277 |
0.077 |
1.8% |
4.063 |
High |
4.299 |
4.306 |
0.007 |
0.2% |
4.195 |
Low |
4.174 |
4.230 |
0.056 |
1.3% |
4.016 |
Close |
4.292 |
4.252 |
-0.040 |
-0.9% |
4.187 |
Range |
0.125 |
0.076 |
-0.049 |
-39.2% |
0.179 |
ATR |
0.096 |
0.095 |
-0.001 |
-1.5% |
0.000 |
Volume |
22,291 |
34,135 |
11,844 |
53.1% |
121,562 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.491 |
4.447 |
4.294 |
|
R3 |
4.415 |
4.371 |
4.273 |
|
R2 |
4.339 |
4.339 |
4.266 |
|
R1 |
4.295 |
4.295 |
4.259 |
4.279 |
PP |
4.263 |
4.263 |
4.263 |
4.255 |
S1 |
4.219 |
4.219 |
4.245 |
4.203 |
S2 |
4.187 |
4.187 |
4.238 |
|
S3 |
4.111 |
4.143 |
4.231 |
|
S4 |
4.035 |
4.067 |
4.210 |
|
|
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 |
4.306 |
4.016 |
0.290 |
6.8% |
0.102 |
2.4% |
81% |
True |
False |
26,163 |
10 |
4.306 |
4.016 |
0.290 |
6.8% |
0.091 |
2.1% |
81% |
True |
False |
25,581 |
20 |
4.306 |
3.990 |
0.316 |
7.4% |
0.093 |
2.2% |
83% |
True |
False |
25,444 |
40 |
4.320 |
3.990 |
0.330 |
7.8% |
0.094 |
2.2% |
79% |
False |
False |
23,503 |
60 |
4.389 |
3.950 |
0.439 |
10.3% |
0.089 |
2.1% |
69% |
False |
False |
21,060 |
80 |
5.027 |
3.950 |
1.077 |
25.3% |
0.092 |
2.2% |
28% |
False |
False |
18,825 |
100 |
5.027 |
3.950 |
1.077 |
25.3% |
0.092 |
2.2% |
28% |
False |
False |
17,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.629 |
2.618 |
4.505 |
1.618 |
4.429 |
1.000 |
4.382 |
0.618 |
4.353 |
HIGH |
4.306 |
0.618 |
4.277 |
0.500 |
4.268 |
0.382 |
4.259 |
LOW |
4.230 |
0.618 |
4.183 |
1.000 |
4.154 |
1.618 |
4.107 |
2.618 |
4.031 |
4.250 |
3.907 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.268 |
4.241 |
PP |
4.263 |
4.230 |
S1 |
4.257 |
4.219 |
|