NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.812 |
3.938 |
0.126 |
3.3% |
4.104 |
| High |
3.950 |
4.060 |
0.110 |
2.8% |
4.120 |
| Low |
3.812 |
3.907 |
0.095 |
2.5% |
3.834 |
| Close |
3.927 |
4.035 |
0.108 |
2.8% |
3.847 |
| Range |
0.138 |
0.153 |
0.015 |
10.9% |
0.286 |
| ATR |
0.102 |
0.105 |
0.004 |
3.6% |
0.000 |
| Volume |
31,010 |
43,707 |
12,697 |
40.9% |
140,907 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.460 |
4.400 |
4.119 |
|
| R3 |
4.307 |
4.247 |
4.077 |
|
| R2 |
4.154 |
4.154 |
4.063 |
|
| R1 |
4.094 |
4.094 |
4.049 |
4.124 |
| PP |
4.001 |
4.001 |
4.001 |
4.016 |
| S1 |
3.941 |
3.941 |
4.021 |
3.971 |
| S2 |
3.848 |
3.848 |
4.007 |
|
| S3 |
3.695 |
3.788 |
3.993 |
|
| S4 |
3.542 |
3.635 |
3.951 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.792 |
4.605 |
4.004 |
|
| R3 |
4.506 |
4.319 |
3.926 |
|
| R2 |
4.220 |
4.220 |
3.899 |
|
| R1 |
4.033 |
4.033 |
3.873 |
3.984 |
| PP |
3.934 |
3.934 |
3.934 |
3.909 |
| S1 |
3.747 |
3.747 |
3.821 |
3.698 |
| S2 |
3.648 |
3.648 |
3.795 |
|
| S3 |
3.362 |
3.461 |
3.768 |
|
| S4 |
3.076 |
3.175 |
3.690 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.060 |
3.812 |
0.248 |
6.1% |
0.106 |
2.6% |
90% |
True |
False |
36,869 |
| 10 |
4.163 |
3.812 |
0.351 |
8.7% |
0.109 |
2.7% |
64% |
False |
False |
35,729 |
| 20 |
4.163 |
3.812 |
0.351 |
8.7% |
0.108 |
2.7% |
64% |
False |
False |
35,867 |
| 40 |
4.186 |
3.786 |
0.400 |
9.9% |
0.098 |
2.4% |
62% |
False |
False |
28,103 |
| 60 |
4.905 |
3.786 |
1.119 |
27.7% |
0.097 |
2.4% |
22% |
False |
False |
22,554 |
| 80 |
4.905 |
3.786 |
1.119 |
27.7% |
0.096 |
2.4% |
22% |
False |
False |
19,416 |
| 100 |
4.905 |
3.786 |
1.119 |
27.7% |
0.096 |
2.4% |
22% |
False |
False |
16,726 |
| 120 |
4.905 |
3.786 |
1.119 |
27.7% |
0.095 |
2.3% |
22% |
False |
False |
14,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.710 |
|
2.618 |
4.461 |
|
1.618 |
4.308 |
|
1.000 |
4.213 |
|
0.618 |
4.155 |
|
HIGH |
4.060 |
|
0.618 |
4.002 |
|
0.500 |
3.984 |
|
0.382 |
3.965 |
|
LOW |
3.907 |
|
0.618 |
3.812 |
|
1.000 |
3.754 |
|
1.618 |
3.659 |
|
2.618 |
3.506 |
|
4.250 |
3.257 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.018 |
4.002 |
| PP |
4.001 |
3.969 |
| S1 |
3.984 |
3.936 |
|