NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 08-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2014 |
08-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3.956 |
3.941 |
-0.015 |
-0.4% |
4.150 |
High |
3.971 |
4.027 |
0.056 |
1.4% |
4.158 |
Low |
3.924 |
3.934 |
0.010 |
0.3% |
3.924 |
Close |
3.942 |
4.013 |
0.071 |
1.8% |
3.942 |
Range |
0.047 |
0.093 |
0.046 |
97.9% |
0.234 |
ATR |
0.080 |
0.080 |
0.001 |
1.2% |
0.000 |
Volume |
16,290 |
9,750 |
-6,540 |
-40.1% |
65,043 |
|
Daily Pivots for day following 08-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.270 |
4.235 |
4.064 |
|
R3 |
4.177 |
4.142 |
4.039 |
|
R2 |
4.084 |
4.084 |
4.030 |
|
R1 |
4.049 |
4.049 |
4.022 |
4.067 |
PP |
3.991 |
3.991 |
3.991 |
4.000 |
S1 |
3.956 |
3.956 |
4.004 |
3.974 |
S2 |
3.898 |
3.898 |
3.996 |
|
S3 |
3.805 |
3.863 |
3.987 |
|
S4 |
3.712 |
3.770 |
3.962 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.710 |
4.560 |
4.071 |
|
R3 |
4.476 |
4.326 |
4.006 |
|
R2 |
4.242 |
4.242 |
3.985 |
|
R1 |
4.092 |
4.092 |
3.963 |
4.050 |
PP |
4.008 |
4.008 |
4.008 |
3.987 |
S1 |
3.858 |
3.858 |
3.921 |
3.816 |
S2 |
3.774 |
3.774 |
3.899 |
|
S3 |
3.540 |
3.624 |
3.878 |
|
S4 |
3.306 |
3.390 |
3.813 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.158 |
3.924 |
0.234 |
5.8% |
0.085 |
2.1% |
38% |
False |
False |
14,958 |
10 |
4.225 |
3.924 |
0.301 |
7.5% |
0.079 |
2.0% |
30% |
False |
False |
13,952 |
20 |
4.225 |
3.924 |
0.301 |
7.5% |
0.077 |
1.9% |
30% |
False |
False |
11,988 |
40 |
4.242 |
3.885 |
0.357 |
8.9% |
0.075 |
1.9% |
36% |
False |
False |
10,103 |
60 |
4.810 |
3.885 |
0.925 |
23.1% |
0.074 |
1.9% |
14% |
False |
False |
9,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.422 |
2.618 |
4.270 |
1.618 |
4.177 |
1.000 |
4.120 |
0.618 |
4.084 |
HIGH |
4.027 |
0.618 |
3.991 |
0.500 |
3.981 |
0.382 |
3.970 |
LOW |
3.934 |
0.618 |
3.877 |
1.000 |
3.841 |
1.618 |
3.784 |
2.618 |
3.691 |
4.250 |
3.539 |
|
|
Fisher Pivots for day following 08-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.002 |
4.001 |
PP |
3.991 |
3.988 |
S1 |
3.981 |
3.976 |
|