NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 10-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2014 |
10-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.999 |
4.071 |
0.072 |
1.8% |
4.150 |
| High |
4.115 |
4.101 |
-0.014 |
-0.3% |
4.158 |
| Low |
3.992 |
4.060 |
0.068 |
1.7% |
3.924 |
| Close |
4.094 |
4.078 |
-0.016 |
-0.4% |
3.942 |
| Range |
0.123 |
0.041 |
-0.082 |
-66.7% |
0.234 |
| ATR |
0.084 |
0.080 |
-0.003 |
-3.6% |
0.000 |
| Volume |
12,535 |
24,869 |
12,334 |
98.4% |
65,043 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.203 |
4.181 |
4.101 |
|
| R3 |
4.162 |
4.140 |
4.089 |
|
| R2 |
4.121 |
4.121 |
4.086 |
|
| R1 |
4.099 |
4.099 |
4.082 |
4.110 |
| PP |
4.080 |
4.080 |
4.080 |
4.085 |
| S1 |
4.058 |
4.058 |
4.074 |
4.069 |
| S2 |
4.039 |
4.039 |
4.070 |
|
| S3 |
3.998 |
4.017 |
4.067 |
|
| S4 |
3.957 |
3.976 |
4.055 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.710 |
4.560 |
4.071 |
|
| R3 |
4.476 |
4.326 |
4.006 |
|
| R2 |
4.242 |
4.242 |
3.985 |
|
| R1 |
4.092 |
4.092 |
3.963 |
4.050 |
| PP |
4.008 |
4.008 |
4.008 |
3.987 |
| S1 |
3.858 |
3.858 |
3.921 |
3.816 |
| S2 |
3.774 |
3.774 |
3.899 |
|
| S3 |
3.540 |
3.624 |
3.878 |
|
| S4 |
3.306 |
3.390 |
3.813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.115 |
3.924 |
0.191 |
4.7% |
0.076 |
1.9% |
81% |
False |
False |
16,438 |
| 10 |
4.225 |
3.924 |
0.301 |
7.4% |
0.084 |
2.1% |
51% |
False |
False |
16,049 |
| 20 |
4.225 |
3.924 |
0.301 |
7.4% |
0.080 |
2.0% |
51% |
False |
False |
13,135 |
| 40 |
4.225 |
3.885 |
0.340 |
8.3% |
0.076 |
1.9% |
57% |
False |
False |
10,633 |
| 60 |
4.763 |
3.885 |
0.878 |
21.5% |
0.074 |
1.8% |
22% |
False |
False |
9,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.275 |
|
2.618 |
4.208 |
|
1.618 |
4.167 |
|
1.000 |
4.142 |
|
0.618 |
4.126 |
|
HIGH |
4.101 |
|
0.618 |
4.085 |
|
0.500 |
4.081 |
|
0.382 |
4.076 |
|
LOW |
4.060 |
|
0.618 |
4.035 |
|
1.000 |
4.019 |
|
1.618 |
3.994 |
|
2.618 |
3.953 |
|
4.250 |
3.886 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.081 |
4.060 |
| PP |
4.080 |
4.042 |
| S1 |
4.079 |
4.025 |
|