NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.048 |
4.043 |
-0.005 |
-0.1% |
4.049 |
High |
4.086 |
4.101 |
0.015 |
0.4% |
4.235 |
Low |
4.015 |
4.024 |
0.009 |
0.2% |
4.042 |
Close |
4.059 |
4.027 |
-0.032 |
-0.8% |
4.054 |
Range |
0.071 |
0.077 |
0.006 |
8.5% |
0.193 |
ATR |
0.087 |
0.086 |
-0.001 |
-0.8% |
0.000 |
Volume |
7,744 |
6,487 |
-1,257 |
-16.2% |
37,592 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.282 |
4.231 |
4.069 |
|
R3 |
4.205 |
4.154 |
4.048 |
|
R2 |
4.128 |
4.128 |
4.041 |
|
R1 |
4.077 |
4.077 |
4.034 |
4.064 |
PP |
4.051 |
4.051 |
4.051 |
4.044 |
S1 |
4.000 |
4.000 |
4.020 |
3.987 |
S2 |
3.974 |
3.974 |
4.013 |
|
S3 |
3.897 |
3.923 |
4.006 |
|
S4 |
3.820 |
3.846 |
3.985 |
|
|
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 |
5.5% |
0.074 |
1.8% |
5% |
False |
False |
6,446 |
10 |
4.235 |
3.990 |
0.245 |
6.1% |
0.084 |
2.1% |
15% |
False |
False |
7,961 |
20 |
4.300 |
3.987 |
0.313 |
7.8% |
0.088 |
2.2% |
13% |
False |
False |
7,317 |
40 |
4.300 |
3.950 |
0.350 |
8.7% |
0.085 |
2.1% |
22% |
False |
False |
5,238 |
60 |
4.575 |
3.945 |
0.630 |
15.6% |
0.081 |
2.0% |
13% |
False |
False |
4,497 |
80 |
4.895 |
3.945 |
0.950 |
23.6% |
0.080 |
2.0% |
9% |
False |
False |
3,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.428 |
2.618 |
4.303 |
1.618 |
4.226 |
1.000 |
4.178 |
0.618 |
4.149 |
HIGH |
4.101 |
0.618 |
4.072 |
0.500 |
4.063 |
0.382 |
4.053 |
LOW |
4.024 |
0.618 |
3.976 |
1.000 |
3.947 |
1.618 |
3.899 |
2.618 |
3.822 |
4.250 |
3.697 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.063 |
4.063 |
PP |
4.051 |
4.051 |
S1 |
4.039 |
4.039 |
|