NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.141 |
4.023 |
-0.118 |
-2.8% |
3.991 |
High |
4.142 |
4.054 |
-0.088 |
-2.1% |
4.188 |
Low |
4.010 |
3.990 |
-0.020 |
-0.5% |
3.990 |
Close |
4.020 |
4.054 |
0.034 |
0.8% |
4.054 |
Range |
0.132 |
0.064 |
-0.068 |
-51.5% |
0.198 |
ATR |
0.089 |
0.087 |
-0.002 |
-2.0% |
0.000 |
Volume |
5,798 |
11,570 |
5,772 |
99.6% |
40,684 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.225 |
4.203 |
4.089 |
|
R3 |
4.161 |
4.139 |
4.072 |
|
R2 |
4.097 |
4.097 |
4.066 |
|
R1 |
4.075 |
4.075 |
4.060 |
4.086 |
PP |
4.033 |
4.033 |
4.033 |
4.038 |
S1 |
4.011 |
4.011 |
4.048 |
4.022 |
S2 |
3.969 |
3.969 |
4.042 |
|
S3 |
3.905 |
3.947 |
4.036 |
|
S4 |
3.841 |
3.883 |
4.019 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.671 |
4.561 |
4.163 |
|
R3 |
4.473 |
4.363 |
4.108 |
|
R2 |
4.275 |
4.275 |
4.090 |
|
R1 |
4.165 |
4.165 |
4.072 |
4.220 |
PP |
4.077 |
4.077 |
4.077 |
4.105 |
S1 |
3.967 |
3.967 |
4.036 |
4.022 |
S2 |
3.879 |
3.879 |
4.018 |
|
S3 |
3.681 |
3.769 |
4.000 |
|
S4 |
3.483 |
3.571 |
3.945 |
|
|
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% |
0.093 |
2.3% |
32% |
False |
True |
8,136 |
10 |
4.263 |
3.987 |
0.276 |
6.8% |
0.087 |
2.2% |
24% |
False |
False |
7,518 |
20 |
4.300 |
3.987 |
0.313 |
7.7% |
0.087 |
2.1% |
21% |
False |
False |
6,067 |
40 |
4.300 |
3.945 |
0.355 |
8.8% |
0.082 |
2.0% |
31% |
False |
False |
4,703 |
60 |
4.800 |
3.945 |
0.855 |
21.1% |
0.080 |
2.0% |
13% |
False |
False |
3,831 |
80 |
4.895 |
3.945 |
0.950 |
23.4% |
0.079 |
2.0% |
11% |
False |
False |
3,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.326 |
2.618 |
4.222 |
1.618 |
4.158 |
1.000 |
4.118 |
0.618 |
4.094 |
HIGH |
4.054 |
0.618 |
4.030 |
0.500 |
4.022 |
0.382 |
4.014 |
LOW |
3.990 |
0.618 |
3.950 |
1.000 |
3.926 |
1.618 |
3.886 |
2.618 |
3.822 |
4.250 |
3.718 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.043 |
4.078 |
PP |
4.033 |
4.070 |
S1 |
4.022 |
4.062 |
|