NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 29-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2014 |
29-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.067 |
4.110 |
0.043 |
1.1% |
3.990 |
High |
4.113 |
4.202 |
0.089 |
2.2% |
4.113 |
Low |
4.055 |
4.095 |
0.040 |
1.0% |
3.951 |
Close |
4.108 |
4.195 |
0.087 |
2.1% |
4.108 |
Range |
0.058 |
0.107 |
0.049 |
84.5% |
0.162 |
ATR |
0.084 |
0.086 |
0.002 |
1.9% |
0.000 |
Volume |
22,521 |
18,475 |
-4,046 |
-18.0% |
76,513 |
|
Daily Pivots for day following 29-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.485 |
4.447 |
4.254 |
|
R3 |
4.378 |
4.340 |
4.224 |
|
R2 |
4.271 |
4.271 |
4.215 |
|
R1 |
4.233 |
4.233 |
4.205 |
4.252 |
PP |
4.164 |
4.164 |
4.164 |
4.174 |
S1 |
4.126 |
4.126 |
4.185 |
4.145 |
S2 |
4.057 |
4.057 |
4.175 |
|
S3 |
3.950 |
4.019 |
4.166 |
|
S4 |
3.843 |
3.912 |
4.136 |
|
|
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 |
4.202 |
3.951 |
0.251 |
6.0% |
0.092 |
2.2% |
97% |
True |
False |
16,086 |
10 |
4.202 |
3.951 |
0.251 |
6.0% |
0.087 |
2.1% |
97% |
True |
False |
15,510 |
20 |
4.202 |
3.924 |
0.278 |
6.6% |
0.088 |
2.1% |
97% |
True |
False |
15,425 |
40 |
4.225 |
3.924 |
0.301 |
7.2% |
0.081 |
1.9% |
90% |
False |
False |
12,943 |
60 |
4.391 |
3.885 |
0.506 |
12.1% |
0.078 |
1.9% |
61% |
False |
False |
11,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.657 |
2.618 |
4.482 |
1.618 |
4.375 |
1.000 |
4.309 |
0.618 |
4.268 |
HIGH |
4.202 |
0.618 |
4.161 |
0.500 |
4.149 |
0.382 |
4.136 |
LOW |
4.095 |
0.618 |
4.029 |
1.000 |
3.988 |
1.618 |
3.922 |
2.618 |
3.815 |
4.250 |
3.640 |
|
|
Fisher Pivots for day following 29-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.180 |
4.160 |
PP |
4.164 |
4.124 |
S1 |
4.149 |
4.089 |
|