NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 05-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2014 |
05-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3.990 |
3.967 |
-0.023 |
-0.6% |
4.192 |
High |
4.009 |
3.980 |
-0.029 |
-0.7% |
4.200 |
Low |
3.924 |
3.926 |
0.002 |
0.1% |
3.924 |
Close |
3.953 |
3.940 |
-0.013 |
-0.3% |
3.940 |
Range |
0.085 |
0.054 |
-0.031 |
-36.5% |
0.276 |
ATR |
0.098 |
0.095 |
-0.003 |
-3.2% |
0.000 |
Volume |
19,317 |
20,585 |
1,268 |
6.6% |
85,910 |
|
Daily Pivots for day following 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.111 |
4.079 |
3.970 |
|
R3 |
4.057 |
4.025 |
3.955 |
|
R2 |
4.003 |
4.003 |
3.950 |
|
R1 |
3.971 |
3.971 |
3.945 |
3.960 |
PP |
3.949 |
3.949 |
3.949 |
3.943 |
S1 |
3.917 |
3.917 |
3.935 |
3.906 |
S2 |
3.895 |
3.895 |
3.930 |
|
S3 |
3.841 |
3.863 |
3.925 |
|
S4 |
3.787 |
3.809 |
3.910 |
|
|
Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.849 |
4.671 |
4.092 |
|
R3 |
4.573 |
4.395 |
4.016 |
|
R2 |
4.297 |
4.297 |
3.991 |
|
R1 |
4.119 |
4.119 |
3.965 |
4.070 |
PP |
4.021 |
4.021 |
4.021 |
3.997 |
S1 |
3.843 |
3.843 |
3.915 |
3.794 |
S2 |
3.745 |
3.745 |
3.889 |
|
S3 |
3.469 |
3.567 |
3.864 |
|
S4 |
3.193 |
3.291 |
3.788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.214 |
3.924 |
0.290 |
7.4% |
0.092 |
2.3% |
6% |
False |
False |
20,550 |
10 |
4.252 |
3.924 |
0.328 |
8.3% |
0.091 |
2.3% |
5% |
False |
False |
18,615 |
20 |
4.252 |
3.924 |
0.328 |
8.3% |
0.097 |
2.5% |
5% |
False |
False |
17,919 |
40 |
4.280 |
3.877 |
0.403 |
10.2% |
0.090 |
2.3% |
16% |
False |
False |
14,897 |
60 |
4.985 |
3.877 |
1.108 |
28.1% |
0.094 |
2.4% |
6% |
False |
False |
12,403 |
80 |
4.985 |
3.877 |
1.108 |
28.1% |
0.093 |
2.4% |
6% |
False |
False |
10,625 |
100 |
4.988 |
3.877 |
1.111 |
28.2% |
0.093 |
2.4% |
6% |
False |
False |
9,389 |
120 |
4.988 |
3.877 |
1.111 |
28.2% |
0.092 |
2.3% |
6% |
False |
False |
8,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.210 |
2.618 |
4.121 |
1.618 |
4.067 |
1.000 |
4.034 |
0.618 |
4.013 |
HIGH |
3.980 |
0.618 |
3.959 |
0.500 |
3.953 |
0.382 |
3.947 |
LOW |
3.926 |
0.618 |
3.893 |
1.000 |
3.872 |
1.618 |
3.839 |
2.618 |
3.785 |
4.250 |
3.697 |
|
|
Fisher Pivots for day following 05-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3.953 |
3.982 |
PP |
3.949 |
3.968 |
S1 |
3.944 |
3.954 |
|