NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 23-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3.990 |
3.986 |
-0.004 |
-0.1% |
3.988 |
High |
4.026 |
4.044 |
0.018 |
0.4% |
4.165 |
Low |
3.959 |
3.969 |
0.010 |
0.3% |
3.986 |
Close |
4.005 |
3.973 |
-0.032 |
-0.8% |
3.998 |
Range |
0.067 |
0.075 |
0.008 |
11.9% |
0.179 |
ATR |
0.083 |
0.082 |
-0.001 |
-0.7% |
0.000 |
Volume |
14,555 |
13,894 |
-661 |
-4.5% |
70,790 |
|
Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.220 |
4.172 |
4.014 |
|
R3 |
4.145 |
4.097 |
3.994 |
|
R2 |
4.070 |
4.070 |
3.987 |
|
R1 |
4.022 |
4.022 |
3.980 |
4.009 |
PP |
3.995 |
3.995 |
3.995 |
3.989 |
S1 |
3.947 |
3.947 |
3.966 |
3.934 |
S2 |
3.920 |
3.920 |
3.959 |
|
S3 |
3.845 |
3.872 |
3.952 |
|
S4 |
3.770 |
3.797 |
3.932 |
|
|
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 |
5.2% |
0.074 |
1.9% |
7% |
False |
False |
14,344 |
10 |
4.165 |
3.931 |
0.234 |
5.9% |
0.082 |
2.1% |
18% |
False |
False |
15,463 |
20 |
4.225 |
3.924 |
0.301 |
7.6% |
0.083 |
2.1% |
16% |
False |
False |
15,041 |
40 |
4.225 |
3.885 |
0.340 |
8.6% |
0.079 |
2.0% |
26% |
False |
False |
12,185 |
60 |
4.485 |
3.885 |
0.600 |
15.1% |
0.076 |
1.9% |
15% |
False |
False |
10,531 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.363 |
2.618 |
4.240 |
1.618 |
4.165 |
1.000 |
4.119 |
0.618 |
4.090 |
HIGH |
4.044 |
0.618 |
4.015 |
0.500 |
4.007 |
0.382 |
3.998 |
LOW |
3.969 |
0.618 |
3.923 |
1.000 |
3.894 |
1.618 |
3.848 |
2.618 |
3.773 |
4.250 |
3.650 |
|
|
Fisher Pivots for day following 23-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.007 |
4.005 |
PP |
3.995 |
3.994 |
S1 |
3.984 |
3.984 |
|