NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 03-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2014 |
03-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.224 |
4.081 |
-0.143 |
-3.4% |
4.150 |
High |
4.233 |
4.088 |
-0.145 |
-3.4% |
4.300 |
Low |
4.077 |
4.024 |
-0.053 |
-1.3% |
4.142 |
Close |
4.078 |
4.037 |
-0.041 |
-1.0% |
4.248 |
Range |
0.156 |
0.064 |
-0.092 |
-59.0% |
0.158 |
ATR |
0.090 |
0.088 |
-0.002 |
-2.1% |
0.000 |
Volume |
3,651 |
9,355 |
5,704 |
156.2% |
29,118 |
|
Daily Pivots for day following 03-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.242 |
4.203 |
4.072 |
|
R3 |
4.178 |
4.139 |
4.055 |
|
R2 |
4.114 |
4.114 |
4.049 |
|
R1 |
4.075 |
4.075 |
4.043 |
4.063 |
PP |
4.050 |
4.050 |
4.050 |
4.043 |
S1 |
4.011 |
4.011 |
4.031 |
3.999 |
S2 |
3.986 |
3.986 |
4.025 |
|
S3 |
3.922 |
3.947 |
4.019 |
|
S4 |
3.858 |
3.883 |
4.002 |
|
|
Weekly Pivots for week ending 29-Aug-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.704 |
4.634 |
4.335 |
|
R3 |
4.546 |
4.476 |
4.291 |
|
R2 |
4.388 |
4.388 |
4.277 |
|
R1 |
4.318 |
4.318 |
4.262 |
4.353 |
PP |
4.230 |
4.230 |
4.230 |
4.248 |
S1 |
4.160 |
4.160 |
4.234 |
4.195 |
S2 |
4.072 |
4.072 |
4.219 |
|
S3 |
3.914 |
4.002 |
4.205 |
|
S4 |
3.756 |
3.844 |
4.161 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.300 |
4.024 |
0.276 |
6.8% |
0.096 |
2.4% |
5% |
False |
True |
7,186 |
10 |
4.300 |
4.024 |
0.276 |
6.8% |
0.087 |
2.1% |
5% |
False |
True |
5,292 |
20 |
4.300 |
4.009 |
0.291 |
7.2% |
0.086 |
2.1% |
10% |
False |
False |
4,375 |
40 |
4.362 |
3.945 |
0.417 |
10.3% |
0.079 |
2.0% |
22% |
False |
False |
3,724 |
60 |
4.895 |
3.945 |
0.950 |
23.5% |
0.080 |
2.0% |
10% |
False |
False |
3,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.360 |
2.618 |
4.256 |
1.618 |
4.192 |
1.000 |
4.152 |
0.618 |
4.128 |
HIGH |
4.088 |
0.618 |
4.064 |
0.500 |
4.056 |
0.382 |
4.048 |
LOW |
4.024 |
0.618 |
3.984 |
1.000 |
3.960 |
1.618 |
3.920 |
2.618 |
3.856 |
4.250 |
3.752 |
|
|
Fisher Pivots for day following 03-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.056 |
4.144 |
PP |
4.050 |
4.108 |
S1 |
4.043 |
4.073 |
|