NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.023 |
4.049 |
0.026 |
0.6% |
3.991 |
High |
4.054 |
4.148 |
0.094 |
2.3% |
4.188 |
Low |
3.990 |
4.042 |
0.052 |
1.3% |
3.990 |
Close |
4.054 |
4.141 |
0.087 |
2.1% |
4.054 |
Range |
0.064 |
0.106 |
0.042 |
65.6% |
0.198 |
ATR |
0.087 |
0.089 |
0.001 |
1.5% |
0.000 |
Volume |
11,570 |
9,805 |
-1,765 |
-15.3% |
40,684 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.428 |
4.391 |
4.199 |
|
R3 |
4.322 |
4.285 |
4.170 |
|
R2 |
4.216 |
4.216 |
4.160 |
|
R1 |
4.179 |
4.179 |
4.151 |
4.198 |
PP |
4.110 |
4.110 |
4.110 |
4.120 |
S1 |
4.073 |
4.073 |
4.131 |
4.092 |
S2 |
4.004 |
4.004 |
4.122 |
|
S3 |
3.898 |
3.967 |
4.112 |
|
S4 |
3.792 |
3.861 |
4.083 |
|
|
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 |
4.8% |
0.095 |
2.3% |
76% |
False |
False |
9,225 |
10 |
4.233 |
3.987 |
0.246 |
5.9% |
0.093 |
2.2% |
63% |
False |
False |
7,725 |
20 |
4.300 |
3.987 |
0.313 |
7.6% |
0.087 |
2.1% |
49% |
False |
False |
6,370 |
40 |
4.300 |
3.945 |
0.355 |
8.6% |
0.084 |
2.0% |
55% |
False |
False |
4,601 |
60 |
4.709 |
3.945 |
0.764 |
18.4% |
0.079 |
1.9% |
26% |
False |
False |
3,983 |
80 |
4.895 |
3.945 |
0.950 |
22.9% |
0.080 |
1.9% |
21% |
False |
False |
3,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.599 |
2.618 |
4.426 |
1.618 |
4.320 |
1.000 |
4.254 |
0.618 |
4.214 |
HIGH |
4.148 |
0.618 |
4.108 |
0.500 |
4.095 |
0.382 |
4.082 |
LOW |
4.042 |
0.618 |
3.976 |
1.000 |
3.936 |
1.618 |
3.870 |
2.618 |
3.764 |
4.250 |
3.592 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.126 |
4.117 |
PP |
4.110 |
4.093 |
S1 |
4.095 |
4.069 |
|