NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.205 |
4.111 |
-0.094 |
-2.2% |
4.049 |
High |
4.221 |
4.111 |
-0.110 |
-2.6% |
4.235 |
Low |
4.100 |
4.049 |
-0.051 |
-1.2% |
4.042 |
Close |
4.115 |
4.054 |
-0.061 |
-1.5% |
4.054 |
Range |
0.121 |
0.062 |
-0.059 |
-48.8% |
0.193 |
ATR |
0.090 |
0.088 |
-0.002 |
-1.9% |
0.000 |
Volume |
5,712 |
5,880 |
168 |
2.9% |
37,592 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.257 |
4.218 |
4.088 |
|
R3 |
4.195 |
4.156 |
4.071 |
|
R2 |
4.133 |
4.133 |
4.065 |
|
R1 |
4.094 |
4.094 |
4.060 |
4.083 |
PP |
4.071 |
4.071 |
4.071 |
4.066 |
S1 |
4.032 |
4.032 |
4.048 |
4.021 |
S2 |
4.009 |
4.009 |
4.043 |
|
S3 |
3.947 |
3.970 |
4.037 |
|
S4 |
3.885 |
3.908 |
4.020 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.689 |
4.565 |
4.160 |
|
R3 |
4.496 |
4.372 |
4.107 |
|
R2 |
4.303 |
4.303 |
4.089 |
|
R1 |
4.179 |
4.179 |
4.072 |
4.241 |
PP |
4.110 |
4.110 |
4.110 |
4.142 |
S1 |
3.986 |
3.986 |
4.036 |
4.048 |
S2 |
3.917 |
3.917 |
4.019 |
|
S3 |
3.724 |
3.793 |
4.001 |
|
S4 |
3.531 |
3.600 |
3.948 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.235 |
4.042 |
0.193 |
4.8% |
0.091 |
2.2% |
6% |
False |
False |
7,518 |
10 |
4.235 |
3.990 |
0.245 |
6.0% |
0.092 |
2.3% |
26% |
False |
False |
7,827 |
20 |
4.300 |
3.987 |
0.313 |
7.7% |
0.087 |
2.1% |
21% |
False |
False |
6,919 |
40 |
4.300 |
3.945 |
0.355 |
8.8% |
0.086 |
2.1% |
31% |
False |
False |
5,010 |
60 |
4.681 |
3.945 |
0.736 |
18.2% |
0.082 |
2.0% |
15% |
False |
False |
4,333 |
80 |
4.895 |
3.945 |
0.950 |
23.4% |
0.080 |
2.0% |
11% |
False |
False |
3,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.375 |
2.618 |
4.273 |
1.618 |
4.211 |
1.000 |
4.173 |
0.618 |
4.149 |
HIGH |
4.111 |
0.618 |
4.087 |
0.500 |
4.080 |
0.382 |
4.073 |
LOW |
4.049 |
0.618 |
4.011 |
1.000 |
3.987 |
1.618 |
3.949 |
2.618 |
3.887 |
4.250 |
3.786 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.080 |
4.142 |
PP |
4.071 |
4.113 |
S1 |
4.063 |
4.083 |
|