NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 11-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.144 |
4.141 |
-0.003 |
-0.1% |
4.224 |
High |
4.166 |
4.142 |
-0.024 |
-0.6% |
4.233 |
Low |
4.123 |
4.010 |
-0.113 |
-2.7% |
3.987 |
Close |
4.140 |
4.020 |
-0.120 |
-2.9% |
4.005 |
Range |
0.043 |
0.132 |
0.089 |
207.0% |
0.246 |
ATR |
0.086 |
0.089 |
0.003 |
3.9% |
0.000 |
Volume |
10,421 |
5,798 |
-4,623 |
-44.4% |
26,770 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.453 |
4.369 |
4.093 |
|
R3 |
4.321 |
4.237 |
4.056 |
|
R2 |
4.189 |
4.189 |
4.044 |
|
R1 |
4.105 |
4.105 |
4.032 |
4.081 |
PP |
4.057 |
4.057 |
4.057 |
4.046 |
S1 |
3.973 |
3.973 |
4.008 |
3.949 |
S2 |
3.925 |
3.925 |
3.996 |
|
S3 |
3.793 |
3.841 |
3.984 |
|
S4 |
3.661 |
3.709 |
3.947 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.813 |
4.655 |
4.140 |
|
R3 |
4.567 |
4.409 |
4.073 |
|
R2 |
4.321 |
4.321 |
4.050 |
|
R1 |
4.163 |
4.163 |
4.028 |
4.119 |
PP |
4.075 |
4.075 |
4.075 |
4.053 |
S1 |
3.917 |
3.917 |
3.982 |
3.873 |
S2 |
3.829 |
3.829 |
3.960 |
|
S3 |
3.583 |
3.671 |
3.937 |
|
S4 |
3.337 |
3.425 |
3.870 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.188 |
3.990 |
0.198 |
4.9% |
0.091 |
2.3% |
15% |
False |
False |
7,037 |
10 |
4.300 |
3.987 |
0.313 |
7.8% |
0.093 |
2.3% |
11% |
False |
False |
7,225 |
20 |
4.300 |
3.987 |
0.313 |
7.8% |
0.089 |
2.2% |
11% |
False |
False |
5,697 |
40 |
4.300 |
3.945 |
0.355 |
8.8% |
0.084 |
2.1% |
21% |
False |
False |
4,456 |
60 |
4.872 |
3.945 |
0.927 |
23.1% |
0.080 |
2.0% |
8% |
False |
False |
3,649 |
80 |
4.895 |
3.945 |
0.950 |
23.6% |
0.080 |
2.0% |
8% |
False |
False |
3,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.703 |
2.618 |
4.488 |
1.618 |
4.356 |
1.000 |
4.274 |
0.618 |
4.224 |
HIGH |
4.142 |
0.618 |
4.092 |
0.500 |
4.076 |
0.382 |
4.060 |
LOW |
4.010 |
0.618 |
3.928 |
1.000 |
3.878 |
1.618 |
3.796 |
2.618 |
3.664 |
4.250 |
3.449 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.076 |
4.099 |
PP |
4.057 |
4.073 |
S1 |
4.039 |
4.046 |
|