NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.175 |
4.163 |
-0.012 |
-0.3% |
4.048 |
High |
4.180 |
4.280 |
0.100 |
2.4% |
4.180 |
Low |
4.119 |
4.163 |
0.044 |
1.1% |
4.006 |
Close |
4.174 |
4.274 |
0.100 |
2.4% |
4.174 |
Range |
0.061 |
0.117 |
0.056 |
91.8% |
0.174 |
ATR |
0.088 |
0.090 |
0.002 |
2.4% |
0.000 |
Volume |
9,280 |
7,453 |
-1,827 |
-19.7% |
38,506 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.590 |
4.549 |
4.338 |
|
R3 |
4.473 |
4.432 |
4.306 |
|
R2 |
4.356 |
4.356 |
4.295 |
|
R1 |
4.315 |
4.315 |
4.285 |
4.336 |
PP |
4.239 |
4.239 |
4.239 |
4.249 |
S1 |
4.198 |
4.198 |
4.263 |
4.219 |
S2 |
4.122 |
4.122 |
4.253 |
|
S3 |
4.005 |
4.081 |
4.242 |
|
S4 |
3.888 |
3.964 |
4.210 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.642 |
4.582 |
4.270 |
|
R3 |
4.468 |
4.408 |
4.222 |
|
R2 |
4.294 |
4.294 |
4.206 |
|
R1 |
4.234 |
4.234 |
4.190 |
4.264 |
PP |
4.120 |
4.120 |
4.120 |
4.135 |
S1 |
4.060 |
4.060 |
4.158 |
4.090 |
S2 |
3.946 |
3.946 |
4.142 |
|
S3 |
3.772 |
3.886 |
4.126 |
|
S4 |
3.598 |
3.712 |
4.078 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.280 |
4.006 |
0.274 |
6.4% |
0.096 |
2.3% |
98% |
True |
False |
7,643 |
10 |
4.280 |
4.006 |
0.274 |
6.4% |
0.090 |
2.1% |
98% |
True |
False |
7,374 |
20 |
4.280 |
3.987 |
0.293 |
6.9% |
0.091 |
2.1% |
98% |
True |
False |
7,550 |
40 |
4.300 |
3.987 |
0.313 |
7.3% |
0.087 |
2.0% |
92% |
False |
False |
5,752 |
60 |
4.474 |
3.945 |
0.529 |
12.4% |
0.083 |
1.9% |
62% |
False |
False |
4,886 |
80 |
4.895 |
3.945 |
0.950 |
22.2% |
0.082 |
1.9% |
35% |
False |
False |
4,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.777 |
2.618 |
4.586 |
1.618 |
4.469 |
1.000 |
4.397 |
0.618 |
4.352 |
HIGH |
4.280 |
0.618 |
4.235 |
0.500 |
4.222 |
0.382 |
4.208 |
LOW |
4.163 |
0.618 |
4.091 |
1.000 |
4.046 |
1.618 |
3.974 |
2.618 |
3.857 |
4.250 |
3.666 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.257 |
4.237 |
PP |
4.239 |
4.199 |
S1 |
4.222 |
4.162 |
|