NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 24-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3.986 |
3.988 |
0.002 |
0.1% |
3.988 |
High |
4.044 |
4.059 |
0.015 |
0.4% |
4.165 |
Low |
3.969 |
3.951 |
-0.018 |
-0.5% |
3.986 |
Close |
3.973 |
4.053 |
0.080 |
2.0% |
3.998 |
Range |
0.075 |
0.108 |
0.033 |
44.0% |
0.179 |
ATR |
0.082 |
0.084 |
0.002 |
2.2% |
0.000 |
Volume |
13,894 |
11,225 |
-2,669 |
-19.2% |
70,790 |
|
Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.345 |
4.307 |
4.112 |
|
R3 |
4.237 |
4.199 |
4.083 |
|
R2 |
4.129 |
4.129 |
4.073 |
|
R1 |
4.091 |
4.091 |
4.063 |
4.110 |
PP |
4.021 |
4.021 |
4.021 |
4.031 |
S1 |
3.983 |
3.983 |
4.043 |
4.002 |
S2 |
3.913 |
3.913 |
4.033 |
|
S3 |
3.805 |
3.875 |
4.023 |
|
S4 |
3.697 |
3.767 |
3.994 |
|
|
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 |
4.151 |
3.951 |
0.200 |
4.9% |
0.086 |
2.1% |
51% |
False |
True |
13,554 |
10 |
4.165 |
3.931 |
0.234 |
5.8% |
0.089 |
2.2% |
52% |
False |
False |
14,099 |
20 |
4.225 |
3.924 |
0.301 |
7.4% |
0.086 |
2.1% |
43% |
False |
False |
15,074 |
40 |
4.225 |
3.901 |
0.324 |
8.0% |
0.080 |
2.0% |
47% |
False |
False |
12,249 |
60 |
4.485 |
3.885 |
0.600 |
14.8% |
0.077 |
1.9% |
28% |
False |
False |
10,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.518 |
2.618 |
4.342 |
1.618 |
4.234 |
1.000 |
4.167 |
0.618 |
4.126 |
HIGH |
4.059 |
0.618 |
4.018 |
0.500 |
4.005 |
0.382 |
3.992 |
LOW |
3.951 |
0.618 |
3.884 |
1.000 |
3.843 |
1.618 |
3.776 |
2.618 |
3.668 |
4.250 |
3.492 |
|
|
Fisher Pivots for day following 24-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.037 |
4.037 |
PP |
4.021 |
4.021 |
S1 |
4.005 |
4.005 |
|