NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 19-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.121 |
4.050 |
-0.071 |
-1.7% |
3.988 |
High |
4.151 |
4.050 |
-0.101 |
-2.4% |
4.165 |
Low |
4.035 |
3.986 |
-0.049 |
-1.2% |
3.986 |
Close |
4.050 |
3.998 |
-0.052 |
-1.3% |
3.998 |
Range |
0.116 |
0.064 |
-0.052 |
-44.8% |
0.179 |
ATR |
0.086 |
0.084 |
-0.002 |
-1.8% |
0.000 |
Volume |
13,734 |
14,364 |
630 |
4.6% |
70,790 |
|
Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.203 |
4.165 |
4.033 |
|
R3 |
4.139 |
4.101 |
4.016 |
|
R2 |
4.075 |
4.075 |
4.010 |
|
R1 |
4.037 |
4.037 |
4.004 |
4.024 |
PP |
4.011 |
4.011 |
4.011 |
4.005 |
S1 |
3.973 |
3.973 |
3.992 |
3.960 |
S2 |
3.947 |
3.947 |
3.986 |
|
S3 |
3.883 |
3.909 |
3.980 |
|
S4 |
3.819 |
3.845 |
3.963 |
|
|
Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.587 |
4.471 |
4.096 |
|
R3 |
4.408 |
4.292 |
4.047 |
|
R2 |
4.229 |
4.229 |
4.031 |
|
R1 |
4.113 |
4.113 |
4.014 |
4.171 |
PP |
4.050 |
4.050 |
4.050 |
4.079 |
S1 |
3.934 |
3.934 |
3.982 |
3.992 |
S2 |
3.871 |
3.871 |
3.965 |
|
S3 |
3.692 |
3.755 |
3.949 |
|
S4 |
3.513 |
3.576 |
3.900 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.165 |
3.986 |
0.179 |
4.5% |
0.090 |
2.2% |
7% |
False |
True |
14,158 |
10 |
4.165 |
3.931 |
0.234 |
5.9% |
0.089 |
2.2% |
29% |
False |
False |
14,847 |
20 |
4.225 |
3.924 |
0.301 |
7.5% |
0.082 |
2.0% |
25% |
False |
False |
14,591 |
40 |
4.225 |
3.885 |
0.340 |
8.5% |
0.080 |
2.0% |
33% |
False |
False |
11,849 |
60 |
4.580 |
3.885 |
0.695 |
17.4% |
0.077 |
1.9% |
16% |
False |
False |
10,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.322 |
2.618 |
4.218 |
1.618 |
4.154 |
1.000 |
4.114 |
0.618 |
4.090 |
HIGH |
4.050 |
0.618 |
4.026 |
0.500 |
4.018 |
0.382 |
4.010 |
LOW |
3.986 |
0.618 |
3.946 |
1.000 |
3.922 |
1.618 |
3.882 |
2.618 |
3.818 |
4.250 |
3.714 |
|
|
Fisher Pivots for day following 19-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.018 |
4.076 |
PP |
4.011 |
4.050 |
S1 |
4.005 |
4.024 |
|