NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 26-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.031 |
4.067 |
0.036 |
0.9% |
3.990 |
High |
4.089 |
4.113 |
0.024 |
0.6% |
4.113 |
Low |
3.976 |
4.055 |
0.079 |
2.0% |
3.951 |
Close |
4.087 |
4.108 |
0.021 |
0.5% |
4.108 |
Range |
0.113 |
0.058 |
-0.055 |
-48.7% |
0.162 |
ATR |
0.086 |
0.084 |
-0.002 |
-2.3% |
0.000 |
Volume |
14,318 |
22,521 |
8,203 |
57.3% |
76,513 |
|
Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.266 |
4.245 |
4.140 |
|
R3 |
4.208 |
4.187 |
4.124 |
|
R2 |
4.150 |
4.150 |
4.119 |
|
R1 |
4.129 |
4.129 |
4.113 |
4.140 |
PP |
4.092 |
4.092 |
4.092 |
4.097 |
S1 |
4.071 |
4.071 |
4.103 |
4.082 |
S2 |
4.034 |
4.034 |
4.097 |
|
S3 |
3.976 |
4.013 |
4.092 |
|
S4 |
3.918 |
3.955 |
4.076 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.543 |
4.488 |
4.197 |
|
R3 |
4.381 |
4.326 |
4.153 |
|
R2 |
4.219 |
4.219 |
4.138 |
|
R1 |
4.164 |
4.164 |
4.123 |
4.192 |
PP |
4.057 |
4.057 |
4.057 |
4.071 |
S1 |
4.002 |
4.002 |
4.093 |
4.030 |
S2 |
3.895 |
3.895 |
4.078 |
|
S3 |
3.733 |
3.840 |
4.063 |
|
S4 |
3.571 |
3.678 |
4.019 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.113 |
3.951 |
0.162 |
3.9% |
0.084 |
2.0% |
97% |
True |
False |
15,302 |
10 |
4.165 |
3.951 |
0.214 |
5.2% |
0.087 |
2.1% |
73% |
False |
False |
14,730 |
20 |
4.179 |
3.924 |
0.255 |
6.2% |
0.085 |
2.1% |
72% |
False |
False |
15,349 |
40 |
4.225 |
3.924 |
0.301 |
7.3% |
0.081 |
2.0% |
61% |
False |
False |
12,781 |
60 |
4.432 |
3.885 |
0.547 |
13.3% |
0.077 |
1.9% |
41% |
False |
False |
10,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.360 |
2.618 |
4.265 |
1.618 |
4.207 |
1.000 |
4.171 |
0.618 |
4.149 |
HIGH |
4.113 |
0.618 |
4.091 |
0.500 |
4.084 |
0.382 |
4.077 |
LOW |
4.055 |
0.618 |
4.019 |
1.000 |
3.997 |
1.618 |
3.961 |
2.618 |
3.903 |
4.250 |
3.809 |
|
|
Fisher Pivots for day following 26-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.100 |
4.083 |
PP |
4.092 |
4.057 |
S1 |
4.084 |
4.032 |
|