NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 25-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3.988 |
4.031 |
0.043 |
1.1% |
3.988 |
High |
4.059 |
4.089 |
0.030 |
0.7% |
4.165 |
Low |
3.951 |
3.976 |
0.025 |
0.6% |
3.986 |
Close |
4.053 |
4.087 |
0.034 |
0.8% |
3.998 |
Range |
0.108 |
0.113 |
0.005 |
4.6% |
0.179 |
ATR |
0.084 |
0.086 |
0.002 |
2.4% |
0.000 |
Volume |
11,225 |
14,318 |
3,093 |
27.6% |
70,790 |
|
Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.390 |
4.351 |
4.149 |
|
R3 |
4.277 |
4.238 |
4.118 |
|
R2 |
4.164 |
4.164 |
4.108 |
|
R1 |
4.125 |
4.125 |
4.097 |
4.145 |
PP |
4.051 |
4.051 |
4.051 |
4.060 |
S1 |
4.012 |
4.012 |
4.077 |
4.032 |
S2 |
3.938 |
3.938 |
4.066 |
|
S3 |
3.825 |
3.899 |
4.056 |
|
S4 |
3.712 |
3.786 |
4.025 |
|
|
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 |
4.089 |
3.951 |
0.138 |
3.4% |
0.085 |
2.1% |
99% |
True |
False |
13,671 |
10 |
4.165 |
3.931 |
0.234 |
5.7% |
0.087 |
2.1% |
67% |
False |
False |
14,360 |
20 |
4.225 |
3.924 |
0.301 |
7.4% |
0.088 |
2.2% |
54% |
False |
False |
15,231 |
40 |
4.225 |
3.924 |
0.301 |
7.4% |
0.082 |
2.0% |
54% |
False |
False |
12,403 |
60 |
4.441 |
3.885 |
0.556 |
13.6% |
0.077 |
1.9% |
36% |
False |
False |
10,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.569 |
2.618 |
4.385 |
1.618 |
4.272 |
1.000 |
4.202 |
0.618 |
4.159 |
HIGH |
4.089 |
0.618 |
4.046 |
0.500 |
4.033 |
0.382 |
4.019 |
LOW |
3.976 |
0.618 |
3.906 |
1.000 |
3.863 |
1.618 |
3.793 |
2.618 |
3.680 |
4.250 |
3.496 |
|
|
Fisher Pivots for day following 25-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.069 |
4.065 |
PP |
4.051 |
4.042 |
S1 |
4.033 |
4.020 |
|