NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 30-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2014 |
30-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
4.110 |
4.184 |
0.074 |
1.8% |
3.990 |
High |
4.202 |
4.200 |
-0.002 |
0.0% |
4.113 |
Low |
4.095 |
4.134 |
0.039 |
1.0% |
3.951 |
Close |
4.195 |
4.155 |
-0.040 |
-1.0% |
4.108 |
Range |
0.107 |
0.066 |
-0.041 |
-38.3% |
0.162 |
ATR |
0.086 |
0.084 |
-0.001 |
-1.7% |
0.000 |
Volume |
18,475 |
25,310 |
6,835 |
37.0% |
76,513 |
|
Daily Pivots for day following 30-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.361 |
4.324 |
4.191 |
|
R3 |
4.295 |
4.258 |
4.173 |
|
R2 |
4.229 |
4.229 |
4.167 |
|
R1 |
4.192 |
4.192 |
4.161 |
4.178 |
PP |
4.163 |
4.163 |
4.163 |
4.156 |
S1 |
4.126 |
4.126 |
4.149 |
4.112 |
S2 |
4.097 |
4.097 |
4.143 |
|
S3 |
4.031 |
4.060 |
4.137 |
|
S4 |
3.965 |
3.994 |
4.119 |
|
|
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% |
0.090 |
2.2% |
81% |
False |
False |
18,369 |
10 |
4.202 |
3.951 |
0.251 |
6.0% |
0.082 |
2.0% |
81% |
False |
False |
16,356 |
20 |
4.202 |
3.924 |
0.278 |
6.7% |
0.084 |
2.0% |
83% |
False |
False |
16,077 |
40 |
4.225 |
3.924 |
0.301 |
7.2% |
0.081 |
2.0% |
77% |
False |
False |
13,359 |
60 |
4.288 |
3.885 |
0.403 |
9.7% |
0.077 |
1.9% |
67% |
False |
False |
11,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.481 |
2.618 |
4.373 |
1.618 |
4.307 |
1.000 |
4.266 |
0.618 |
4.241 |
HIGH |
4.200 |
0.618 |
4.175 |
0.500 |
4.167 |
0.382 |
4.159 |
LOW |
4.134 |
0.618 |
4.093 |
1.000 |
4.068 |
1.618 |
4.027 |
2.618 |
3.961 |
4.250 |
3.854 |
|
|
Fisher Pivots for day following 30-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
4.167 |
4.146 |
PP |
4.163 |
4.137 |
S1 |
4.159 |
4.129 |
|