NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.111 |
4.048 |
-0.063 |
-1.5% |
4.049 |
High |
4.111 |
4.086 |
-0.025 |
-0.6% |
4.235 |
Low |
4.049 |
4.015 |
-0.034 |
-0.8% |
4.042 |
Close |
4.054 |
4.059 |
0.005 |
0.1% |
4.054 |
Range |
0.062 |
0.071 |
0.009 |
14.5% |
0.193 |
ATR |
0.088 |
0.087 |
-0.001 |
-1.4% |
0.000 |
Volume |
5,880 |
7,744 |
1,864 |
31.7% |
37,592 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.266 |
4.234 |
4.098 |
|
R3 |
4.195 |
4.163 |
4.079 |
|
R2 |
4.124 |
4.124 |
4.072 |
|
R1 |
4.092 |
4.092 |
4.066 |
4.108 |
PP |
4.053 |
4.053 |
4.053 |
4.062 |
S1 |
4.021 |
4.021 |
4.052 |
4.037 |
S2 |
3.982 |
3.982 |
4.046 |
|
S3 |
3.911 |
3.950 |
4.039 |
|
S4 |
3.840 |
3.879 |
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 |
4.015 |
0.220 |
5.4% |
0.084 |
2.1% |
20% |
False |
True |
7,106 |
10 |
4.235 |
3.990 |
0.245 |
6.0% |
0.089 |
2.2% |
28% |
False |
False |
8,165 |
20 |
4.300 |
3.987 |
0.313 |
7.7% |
0.087 |
2.2% |
23% |
False |
False |
7,095 |
40 |
4.300 |
3.945 |
0.355 |
8.7% |
0.085 |
2.1% |
32% |
False |
False |
5,134 |
60 |
4.575 |
3.945 |
0.630 |
15.5% |
0.080 |
2.0% |
18% |
False |
False |
4,444 |
80 |
4.895 |
3.945 |
0.950 |
23.4% |
0.080 |
2.0% |
12% |
False |
False |
3,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.388 |
2.618 |
4.272 |
1.618 |
4.201 |
1.000 |
4.157 |
0.618 |
4.130 |
HIGH |
4.086 |
0.618 |
4.059 |
0.500 |
4.051 |
0.382 |
4.042 |
LOW |
4.015 |
0.618 |
3.971 |
1.000 |
3.944 |
1.618 |
3.900 |
2.618 |
3.829 |
4.250 |
3.713 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.056 |
4.118 |
PP |
4.053 |
4.098 |
S1 |
4.051 |
4.079 |
|