NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 04-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2014 |
04-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.081 |
4.047 |
-0.034 |
-0.8% |
4.150 |
High |
4.088 |
4.067 |
-0.021 |
-0.5% |
4.300 |
Low |
4.024 |
3.987 |
-0.037 |
-0.9% |
4.142 |
Close |
4.037 |
4.017 |
-0.020 |
-0.5% |
4.248 |
Range |
0.064 |
0.080 |
0.016 |
25.0% |
0.158 |
ATR |
0.088 |
0.087 |
-0.001 |
-0.7% |
0.000 |
Volume |
9,355 |
7,693 |
-1,662 |
-17.8% |
29,118 |
|
Daily Pivots for day following 04-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.264 |
4.220 |
4.061 |
|
R3 |
4.184 |
4.140 |
4.039 |
|
R2 |
4.104 |
4.104 |
4.032 |
|
R1 |
4.060 |
4.060 |
4.024 |
4.042 |
PP |
4.024 |
4.024 |
4.024 |
4.015 |
S1 |
3.980 |
3.980 |
4.010 |
3.962 |
S2 |
3.944 |
3.944 |
4.002 |
|
S3 |
3.864 |
3.900 |
3.995 |
|
S4 |
3.784 |
3.820 |
3.973 |
|
|
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 |
3.987 |
0.313 |
7.8% |
0.095 |
2.4% |
10% |
False |
True |
7,414 |
10 |
4.300 |
3.987 |
0.313 |
7.8% |
0.089 |
2.2% |
10% |
False |
True |
5,760 |
20 |
4.300 |
3.987 |
0.313 |
7.8% |
0.087 |
2.2% |
10% |
False |
True |
4,651 |
40 |
4.333 |
3.945 |
0.388 |
9.7% |
0.080 |
2.0% |
19% |
False |
False |
3,827 |
60 |
4.895 |
3.945 |
0.950 |
23.6% |
0.080 |
2.0% |
8% |
False |
False |
3,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.407 |
2.618 |
4.276 |
1.618 |
4.196 |
1.000 |
4.147 |
0.618 |
4.116 |
HIGH |
4.067 |
0.618 |
4.036 |
0.500 |
4.027 |
0.382 |
4.018 |
LOW |
3.987 |
0.618 |
3.938 |
1.000 |
3.907 |
1.618 |
3.858 |
2.618 |
3.778 |
4.250 |
3.647 |
|
|
Fisher Pivots for day following 04-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.027 |
4.110 |
PP |
4.024 |
4.079 |
S1 |
4.020 |
4.048 |
|