NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 15-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3.964 |
3.988 |
0.024 |
0.6% |
3.941 |
High |
3.993 |
4.088 |
0.095 |
2.4% |
4.115 |
Low |
3.931 |
3.986 |
0.055 |
1.4% |
3.931 |
Close |
3.992 |
4.078 |
0.086 |
2.2% |
3.992 |
Range |
0.062 |
0.102 |
0.040 |
64.5% |
0.184 |
ATR |
0.082 |
0.084 |
0.001 |
1.7% |
0.000 |
Volume |
18,827 |
10,676 |
-8,151 |
-43.3% |
77,680 |
|
Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.357 |
4.319 |
4.134 |
|
R3 |
4.255 |
4.217 |
4.106 |
|
R2 |
4.153 |
4.153 |
4.097 |
|
R1 |
4.115 |
4.115 |
4.087 |
4.134 |
PP |
4.051 |
4.051 |
4.051 |
4.060 |
S1 |
4.013 |
4.013 |
4.069 |
4.032 |
S2 |
3.949 |
3.949 |
4.059 |
|
S3 |
3.847 |
3.911 |
4.050 |
|
S4 |
3.745 |
3.809 |
4.022 |
|
|
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 |
4.5% |
0.091 |
2.2% |
80% |
False |
False |
15,721 |
10 |
4.158 |
3.924 |
0.234 |
5.7% |
0.088 |
2.2% |
66% |
False |
False |
15,339 |
20 |
4.225 |
3.924 |
0.301 |
7.4% |
0.081 |
2.0% |
51% |
False |
False |
13,092 |
40 |
4.225 |
3.885 |
0.340 |
8.3% |
0.079 |
1.9% |
57% |
False |
False |
11,011 |
60 |
4.596 |
3.885 |
0.711 |
17.4% |
0.075 |
1.8% |
27% |
False |
False |
9,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.522 |
2.618 |
4.355 |
1.618 |
4.253 |
1.000 |
4.190 |
0.618 |
4.151 |
HIGH |
4.088 |
0.618 |
4.049 |
0.500 |
4.037 |
0.382 |
4.025 |
LOW |
3.986 |
0.618 |
3.923 |
1.000 |
3.884 |
1.618 |
3.821 |
2.618 |
3.719 |
4.250 |
3.553 |
|
|
Fisher Pivots for day following 15-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.064 |
4.055 |
PP |
4.051 |
4.032 |
S1 |
4.037 |
4.010 |
|