NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.131 |
4.121 |
-0.010 |
-0.2% |
3.941 |
High |
4.165 |
4.151 |
-0.014 |
-0.3% |
4.115 |
Low |
4.115 |
4.035 |
-0.080 |
-1.9% |
3.931 |
Close |
4.146 |
4.050 |
-0.096 |
-2.3% |
3.992 |
Range |
0.050 |
0.116 |
0.066 |
132.0% |
0.184 |
ATR |
0.083 |
0.086 |
0.002 |
2.8% |
0.000 |
Volume |
15,173 |
13,734 |
-1,439 |
-9.5% |
77,680 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.427 |
4.354 |
4.114 |
|
R3 |
4.311 |
4.238 |
4.082 |
|
R2 |
4.195 |
4.195 |
4.071 |
|
R1 |
4.122 |
4.122 |
4.061 |
4.101 |
PP |
4.079 |
4.079 |
4.079 |
4.068 |
S1 |
4.006 |
4.006 |
4.039 |
3.985 |
S2 |
3.963 |
3.963 |
4.029 |
|
S3 |
3.847 |
3.890 |
4.018 |
|
S4 |
3.731 |
3.774 |
3.986 |
|
|
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 |
5.8% |
0.089 |
2.2% |
51% |
False |
False |
15,050 |
10 |
4.165 |
3.924 |
0.241 |
6.0% |
0.088 |
2.2% |
52% |
False |
False |
15,039 |
20 |
4.225 |
3.924 |
0.301 |
7.4% |
0.084 |
2.1% |
42% |
False |
False |
14,266 |
40 |
4.225 |
3.885 |
0.340 |
8.4% |
0.081 |
2.0% |
49% |
False |
False |
11,633 |
60 |
4.596 |
3.885 |
0.711 |
17.6% |
0.077 |
1.9% |
23% |
False |
False |
10,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.644 |
2.618 |
4.455 |
1.618 |
4.339 |
1.000 |
4.267 |
0.618 |
4.223 |
HIGH |
4.151 |
0.618 |
4.107 |
0.500 |
4.093 |
0.382 |
4.079 |
LOW |
4.035 |
0.618 |
3.963 |
1.000 |
3.919 |
1.618 |
3.847 |
2.618 |
3.731 |
4.250 |
3.542 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.093 |
4.097 |
PP |
4.079 |
4.081 |
S1 |
4.064 |
4.066 |
|