NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 22-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.050 |
3.990 |
-0.060 |
-1.5% |
3.988 |
High |
4.050 |
4.026 |
-0.024 |
-0.6% |
4.165 |
Low |
3.986 |
3.959 |
-0.027 |
-0.7% |
3.986 |
Close |
3.998 |
4.005 |
0.007 |
0.2% |
3.998 |
Range |
0.064 |
0.067 |
0.003 |
4.7% |
0.179 |
ATR |
0.084 |
0.083 |
-0.001 |
-1.5% |
0.000 |
Volume |
14,364 |
14,555 |
191 |
1.3% |
70,790 |
|
Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.198 |
4.168 |
4.042 |
|
R3 |
4.131 |
4.101 |
4.023 |
|
R2 |
4.064 |
4.064 |
4.017 |
|
R1 |
4.034 |
4.034 |
4.011 |
4.049 |
PP |
3.997 |
3.997 |
3.997 |
4.004 |
S1 |
3.967 |
3.967 |
3.999 |
3.982 |
S2 |
3.930 |
3.930 |
3.993 |
|
S3 |
3.863 |
3.900 |
3.987 |
|
S4 |
3.796 |
3.833 |
3.968 |
|
|
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 |
3.959 |
0.206 |
5.1% |
0.083 |
2.1% |
22% |
False |
True |
14,933 |
10 |
4.165 |
3.931 |
0.234 |
5.8% |
0.087 |
2.2% |
32% |
False |
False |
15,327 |
20 |
4.225 |
3.924 |
0.301 |
7.5% |
0.083 |
2.1% |
27% |
False |
False |
14,639 |
40 |
4.225 |
3.885 |
0.340 |
8.5% |
0.080 |
2.0% |
35% |
False |
False |
12,042 |
60 |
4.485 |
3.885 |
0.600 |
15.0% |
0.076 |
1.9% |
20% |
False |
False |
10,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.311 |
2.618 |
4.201 |
1.618 |
4.134 |
1.000 |
4.093 |
0.618 |
4.067 |
HIGH |
4.026 |
0.618 |
4.000 |
0.500 |
3.993 |
0.382 |
3.985 |
LOW |
3.959 |
0.618 |
3.918 |
1.000 |
3.892 |
1.618 |
3.851 |
2.618 |
3.784 |
4.250 |
3.674 |
|
|
Fisher Pivots for day following 22-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.001 |
4.055 |
PP |
3.997 |
4.038 |
S1 |
3.993 |
4.022 |
|