NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.032 |
4.082 |
0.050 |
1.2% |
4.049 |
High |
4.121 |
4.156 |
0.035 |
0.8% |
4.235 |
Low |
4.006 |
4.044 |
0.038 |
0.9% |
4.042 |
Close |
4.114 |
4.155 |
0.041 |
1.0% |
4.054 |
Range |
0.115 |
0.112 |
-0.003 |
-2.6% |
0.193 |
ATR |
0.088 |
0.090 |
0.002 |
1.9% |
0.000 |
Volume |
6,138 |
8,857 |
2,719 |
44.3% |
37,592 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.454 |
4.417 |
4.217 |
|
R3 |
4.342 |
4.305 |
4.186 |
|
R2 |
4.230 |
4.230 |
4.176 |
|
R1 |
4.193 |
4.193 |
4.165 |
4.212 |
PP |
4.118 |
4.118 |
4.118 |
4.128 |
S1 |
4.081 |
4.081 |
4.145 |
4.100 |
S2 |
4.006 |
4.006 |
4.134 |
|
S3 |
3.894 |
3.969 |
4.124 |
|
S4 |
3.782 |
3.857 |
4.093 |
|
|
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 |
4.156 |
4.006 |
0.150 |
3.6% |
0.087 |
2.1% |
99% |
True |
False |
7,021 |
10 |
4.235 |
3.990 |
0.245 |
5.9% |
0.089 |
2.2% |
67% |
False |
False |
7,838 |
20 |
4.300 |
3.987 |
0.313 |
7.5% |
0.091 |
2.2% |
54% |
False |
False |
7,532 |
40 |
4.300 |
3.987 |
0.313 |
7.5% |
0.087 |
2.1% |
54% |
False |
False |
5,500 |
60 |
4.540 |
3.945 |
0.595 |
14.3% |
0.082 |
2.0% |
35% |
False |
False |
4,665 |
80 |
4.895 |
3.945 |
0.950 |
22.9% |
0.081 |
2.0% |
22% |
False |
False |
4,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.632 |
2.618 |
4.449 |
1.618 |
4.337 |
1.000 |
4.268 |
0.618 |
4.225 |
HIGH |
4.156 |
0.618 |
4.113 |
0.500 |
4.100 |
0.382 |
4.087 |
LOW |
4.044 |
0.618 |
3.975 |
1.000 |
3.932 |
1.618 |
3.863 |
2.618 |
3.751 |
4.250 |
3.568 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.137 |
4.130 |
PP |
4.118 |
4.106 |
S1 |
4.100 |
4.081 |
|