NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 17-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.074 |
4.131 |
0.057 |
1.4% |
3.941 |
High |
4.144 |
4.165 |
0.021 |
0.5% |
4.115 |
Low |
4.028 |
4.115 |
0.087 |
2.2% |
3.931 |
Close |
4.144 |
4.146 |
0.002 |
0.0% |
3.992 |
Range |
0.116 |
0.050 |
-0.066 |
-56.9% |
0.184 |
ATR |
0.086 |
0.083 |
-0.003 |
-3.0% |
0.000 |
Volume |
16,843 |
15,173 |
-1,670 |
-9.9% |
77,680 |
|
Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.292 |
4.269 |
4.174 |
|
R3 |
4.242 |
4.219 |
4.160 |
|
R2 |
4.192 |
4.192 |
4.155 |
|
R1 |
4.169 |
4.169 |
4.151 |
4.181 |
PP |
4.142 |
4.142 |
4.142 |
4.148 |
S1 |
4.119 |
4.119 |
4.141 |
4.131 |
S2 |
4.092 |
4.092 |
4.137 |
|
S3 |
4.042 |
4.069 |
4.132 |
|
S4 |
3.992 |
4.019 |
4.119 |
|
|
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 |
4.165 |
3.931 |
0.234 |
5.6% |
0.091 |
2.2% |
92% |
True |
False |
14,643 |
10 |
4.165 |
3.924 |
0.241 |
5.8% |
0.084 |
2.0% |
92% |
True |
False |
15,541 |
20 |
4.225 |
3.924 |
0.301 |
7.3% |
0.081 |
2.0% |
74% |
False |
False |
13,948 |
40 |
4.225 |
3.885 |
0.340 |
8.2% |
0.079 |
1.9% |
77% |
False |
False |
11,486 |
60 |
4.596 |
3.885 |
0.711 |
17.1% |
0.076 |
1.8% |
37% |
False |
False |
10,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.378 |
2.618 |
4.296 |
1.618 |
4.246 |
1.000 |
4.215 |
0.618 |
4.196 |
HIGH |
4.165 |
0.618 |
4.146 |
0.500 |
4.140 |
0.382 |
4.134 |
LOW |
4.115 |
0.618 |
4.084 |
1.000 |
4.065 |
1.618 |
4.034 |
2.618 |
3.984 |
4.250 |
3.903 |
|
|
Fisher Pivots for day following 17-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.144 |
4.123 |
PP |
4.142 |
4.099 |
S1 |
4.140 |
4.076 |
|