NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 11-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.071 |
4.071 |
0.000 |
0.0% |
4.150 |
High |
4.101 |
4.082 |
-0.019 |
-0.5% |
4.158 |
Low |
4.060 |
3.955 |
-0.105 |
-2.6% |
3.924 |
Close |
4.078 |
3.960 |
-0.118 |
-2.9% |
3.942 |
Range |
0.041 |
0.127 |
0.086 |
209.8% |
0.234 |
ATR |
0.080 |
0.084 |
0.003 |
4.1% |
0.000 |
Volume |
24,869 |
11,699 |
-13,170 |
-53.0% |
65,043 |
|
Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.380 |
4.297 |
4.030 |
|
R3 |
4.253 |
4.170 |
3.995 |
|
R2 |
4.126 |
4.126 |
3.983 |
|
R1 |
4.043 |
4.043 |
3.972 |
4.021 |
PP |
3.999 |
3.999 |
3.999 |
3.988 |
S1 |
3.916 |
3.916 |
3.948 |
3.894 |
S2 |
3.872 |
3.872 |
3.937 |
|
S3 |
3.745 |
3.789 |
3.925 |
|
S4 |
3.618 |
3.662 |
3.890 |
|
|
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 |
4.8% |
0.086 |
2.2% |
19% |
False |
False |
15,028 |
10 |
4.225 |
3.924 |
0.301 |
7.6% |
0.089 |
2.3% |
12% |
False |
False |
16,102 |
20 |
4.225 |
3.924 |
0.301 |
7.6% |
0.081 |
2.0% |
12% |
False |
False |
13,260 |
40 |
4.225 |
3.885 |
0.340 |
8.6% |
0.078 |
2.0% |
22% |
False |
False |
10,744 |
60 |
4.763 |
3.885 |
0.878 |
22.2% |
0.076 |
1.9% |
9% |
False |
False |
9,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.622 |
2.618 |
4.414 |
1.618 |
4.287 |
1.000 |
4.209 |
0.618 |
4.160 |
HIGH |
4.082 |
0.618 |
4.033 |
0.500 |
4.019 |
0.382 |
4.004 |
LOW |
3.955 |
0.618 |
3.877 |
1.000 |
3.828 |
1.618 |
3.750 |
2.618 |
3.623 |
4.250 |
3.415 |
|
|
Fisher Pivots for day following 11-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.019 |
4.035 |
PP |
3.999 |
4.010 |
S1 |
3.980 |
3.985 |
|