NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 12-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.071 |
3.964 |
-0.107 |
-2.6% |
3.941 |
High |
4.082 |
3.993 |
-0.089 |
-2.2% |
4.115 |
Low |
3.955 |
3.931 |
-0.024 |
-0.6% |
3.931 |
Close |
3.960 |
3.992 |
0.032 |
0.8% |
3.992 |
Range |
0.127 |
0.062 |
-0.065 |
-51.2% |
0.184 |
ATR |
0.084 |
0.082 |
-0.002 |
-1.9% |
0.000 |
Volume |
11,699 |
18,827 |
7,128 |
60.9% |
77,680 |
|
Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.158 |
4.137 |
4.026 |
|
R3 |
4.096 |
4.075 |
4.009 |
|
R2 |
4.034 |
4.034 |
4.003 |
|
R1 |
4.013 |
4.013 |
3.998 |
4.024 |
PP |
3.972 |
3.972 |
3.972 |
3.977 |
S1 |
3.951 |
3.951 |
3.986 |
3.962 |
S2 |
3.910 |
3.910 |
3.981 |
|
S3 |
3.848 |
3.889 |
3.975 |
|
S4 |
3.786 |
3.827 |
3.958 |
|
|
Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.565 |
4.462 |
4.093 |
|
R3 |
4.381 |
4.278 |
4.043 |
|
R2 |
4.197 |
4.197 |
4.026 |
|
R1 |
4.094 |
4.094 |
4.009 |
4.146 |
PP |
4.013 |
4.013 |
4.013 |
4.038 |
S1 |
3.910 |
3.910 |
3.975 |
3.962 |
S2 |
3.829 |
3.829 |
3.958 |
|
S3 |
3.645 |
3.726 |
3.941 |
|
S4 |
3.461 |
3.542 |
3.891 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.115 |
3.931 |
0.184 |
4.6% |
0.089 |
2.2% |
33% |
False |
True |
15,536 |
10 |
4.179 |
3.924 |
0.255 |
6.4% |
0.083 |
2.1% |
27% |
False |
False |
15,968 |
20 |
4.225 |
3.924 |
0.301 |
7.5% |
0.080 |
2.0% |
23% |
False |
False |
13,106 |
40 |
4.225 |
3.885 |
0.340 |
8.5% |
0.077 |
1.9% |
31% |
False |
False |
11,080 |
60 |
4.693 |
3.885 |
0.808 |
20.2% |
0.075 |
1.9% |
13% |
False |
False |
9,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.257 |
2.618 |
4.155 |
1.618 |
4.093 |
1.000 |
4.055 |
0.618 |
4.031 |
HIGH |
3.993 |
0.618 |
3.969 |
0.500 |
3.962 |
0.382 |
3.955 |
LOW |
3.931 |
0.618 |
3.893 |
1.000 |
3.869 |
1.618 |
3.831 |
2.618 |
3.769 |
4.250 |
3.668 |
|
|
Fisher Pivots for day following 12-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3.982 |
4.016 |
PP |
3.972 |
4.008 |
S1 |
3.962 |
4.000 |
|