NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 09-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3.941 |
3.999 |
0.058 |
1.5% |
4.150 |
High |
4.027 |
4.115 |
0.088 |
2.2% |
4.158 |
Low |
3.934 |
3.992 |
0.058 |
1.5% |
3.924 |
Close |
4.013 |
4.094 |
0.081 |
2.0% |
3.942 |
Range |
0.093 |
0.123 |
0.030 |
32.3% |
0.234 |
ATR |
0.080 |
0.084 |
0.003 |
3.8% |
0.000 |
Volume |
9,750 |
12,535 |
2,785 |
28.6% |
65,043 |
|
Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.436 |
4.388 |
4.162 |
|
R3 |
4.313 |
4.265 |
4.128 |
|
R2 |
4.190 |
4.190 |
4.117 |
|
R1 |
4.142 |
4.142 |
4.105 |
4.166 |
PP |
4.067 |
4.067 |
4.067 |
4.079 |
S1 |
4.019 |
4.019 |
4.083 |
4.043 |
S2 |
3.944 |
3.944 |
4.071 |
|
S3 |
3.821 |
3.896 |
4.060 |
|
S4 |
3.698 |
3.773 |
4.026 |
|
|
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 |
4.115 |
3.924 |
0.191 |
4.7% |
0.080 |
1.9% |
89% |
True |
False |
15,015 |
10 |
4.225 |
3.924 |
0.301 |
7.4% |
0.084 |
2.1% |
56% |
False |
False |
14,620 |
20 |
4.225 |
3.924 |
0.301 |
7.4% |
0.080 |
1.9% |
56% |
False |
False |
12,224 |
40 |
4.230 |
3.885 |
0.345 |
8.4% |
0.076 |
1.9% |
61% |
False |
False |
10,195 |
60 |
4.810 |
3.885 |
0.925 |
22.6% |
0.076 |
1.8% |
23% |
False |
False |
9,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.638 |
2.618 |
4.437 |
1.618 |
4.314 |
1.000 |
4.238 |
0.618 |
4.191 |
HIGH |
4.115 |
0.618 |
4.068 |
0.500 |
4.054 |
0.382 |
4.039 |
LOW |
3.992 |
0.618 |
3.916 |
1.000 |
3.869 |
1.618 |
3.793 |
2.618 |
3.670 |
4.250 |
3.469 |
|
|
Fisher Pivots for day following 09-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.081 |
4.069 |
PP |
4.067 |
4.044 |
S1 |
4.054 |
4.020 |
|