NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 16-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3.988 |
4.074 |
0.086 |
2.2% |
3.941 |
High |
4.088 |
4.144 |
0.056 |
1.4% |
4.115 |
Low |
3.986 |
4.028 |
0.042 |
1.1% |
3.931 |
Close |
4.078 |
4.144 |
0.066 |
1.6% |
3.992 |
Range |
0.102 |
0.116 |
0.014 |
13.7% |
0.184 |
ATR |
0.084 |
0.086 |
0.002 |
2.8% |
0.000 |
Volume |
10,676 |
16,843 |
6,167 |
57.8% |
77,680 |
|
Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.453 |
4.415 |
4.208 |
|
R3 |
4.337 |
4.299 |
4.176 |
|
R2 |
4.221 |
4.221 |
4.165 |
|
R1 |
4.183 |
4.183 |
4.155 |
4.202 |
PP |
4.105 |
4.105 |
4.105 |
4.115 |
S1 |
4.067 |
4.067 |
4.133 |
4.086 |
S2 |
3.989 |
3.989 |
4.123 |
|
S3 |
3.873 |
3.951 |
4.112 |
|
S4 |
3.757 |
3.835 |
4.080 |
|
|
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 |
4.144 |
3.931 |
0.213 |
5.1% |
0.090 |
2.2% |
100% |
True |
False |
16,582 |
10 |
4.144 |
3.924 |
0.220 |
5.3% |
0.085 |
2.0% |
100% |
True |
False |
15,799 |
20 |
4.225 |
3.924 |
0.301 |
7.3% |
0.082 |
2.0% |
73% |
False |
False |
13,509 |
40 |
4.225 |
3.885 |
0.340 |
8.2% |
0.080 |
1.9% |
76% |
False |
False |
11,314 |
60 |
4.596 |
3.885 |
0.711 |
17.2% |
0.076 |
1.8% |
36% |
False |
False |
9,934 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.637 |
2.618 |
4.448 |
1.618 |
4.332 |
1.000 |
4.260 |
0.618 |
4.216 |
HIGH |
4.144 |
0.618 |
4.100 |
0.500 |
4.086 |
0.382 |
4.072 |
LOW |
4.028 |
0.618 |
3.956 |
1.000 |
3.912 |
1.618 |
3.840 |
2.618 |
3.724 |
4.250 |
3.535 |
|
|
Fisher Pivots for day following 16-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.125 |
4.109 |
PP |
4.105 |
4.073 |
S1 |
4.086 |
4.038 |
|