NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.126 |
4.207 |
0.081 |
2.0% |
3.991 |
| High |
4.212 |
4.235 |
0.023 |
0.5% |
4.188 |
| Low |
4.085 |
4.196 |
0.111 |
2.7% |
3.990 |
| Close |
4.211 |
4.216 |
0.005 |
0.1% |
4.054 |
| Range |
0.127 |
0.039 |
-0.088 |
-69.3% |
0.198 |
| ATR |
0.091 |
0.088 |
-0.004 |
-4.1% |
0.000 |
| Volume |
9,786 |
6,409 |
-3,377 |
-34.5% |
40,684 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.333 |
4.313 |
4.237 |
|
| R3 |
4.294 |
4.274 |
4.227 |
|
| R2 |
4.255 |
4.255 |
4.223 |
|
| R1 |
4.235 |
4.235 |
4.220 |
4.245 |
| PP |
4.216 |
4.216 |
4.216 |
4.221 |
| S1 |
4.196 |
4.196 |
4.212 |
4.206 |
| S2 |
4.177 |
4.177 |
4.209 |
|
| S3 |
4.138 |
4.157 |
4.205 |
|
| S4 |
4.099 |
4.118 |
4.195 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.671 |
4.561 |
4.163 |
|
| R3 |
4.473 |
4.363 |
4.108 |
|
| R2 |
4.275 |
4.275 |
4.090 |
|
| R1 |
4.165 |
4.165 |
4.072 |
4.220 |
| PP |
4.077 |
4.077 |
4.077 |
4.105 |
| S1 |
3.967 |
3.967 |
4.036 |
4.022 |
| S2 |
3.879 |
3.879 |
4.018 |
|
| S3 |
3.681 |
3.769 |
4.000 |
|
| S4 |
3.483 |
3.571 |
3.945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.235 |
3.990 |
0.245 |
5.8% |
0.094 |
2.2% |
92% |
True |
False |
8,673 |
| 10 |
4.235 |
3.987 |
0.248 |
5.9% |
0.087 |
2.1% |
92% |
True |
False |
8,044 |
| 20 |
4.300 |
3.987 |
0.313 |
7.4% |
0.087 |
2.1% |
73% |
False |
False |
6,668 |
| 40 |
4.300 |
3.945 |
0.355 |
8.4% |
0.085 |
2.0% |
76% |
False |
False |
4,911 |
| 60 |
4.690 |
3.945 |
0.745 |
17.7% |
0.080 |
1.9% |
36% |
False |
False |
4,203 |
| 80 |
4.895 |
3.945 |
0.950 |
22.5% |
0.080 |
1.9% |
29% |
False |
False |
3,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.401 |
|
2.618 |
4.337 |
|
1.618 |
4.298 |
|
1.000 |
4.274 |
|
0.618 |
4.259 |
|
HIGH |
4.235 |
|
0.618 |
4.220 |
|
0.500 |
4.216 |
|
0.382 |
4.211 |
|
LOW |
4.196 |
|
0.618 |
4.172 |
|
1.000 |
4.157 |
|
1.618 |
4.133 |
|
2.618 |
4.094 |
|
4.250 |
4.030 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.216 |
4.190 |
| PP |
4.216 |
4.164 |
| S1 |
4.216 |
4.139 |
|