NYMEX Natural Gas Future October 2014
| 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 |
3.887 |
3.978 |
0.091 |
2.3% |
4.048 |
| High |
4.016 |
3.994 |
-0.022 |
-0.5% |
4.078 |
| Low |
3.853 |
3.937 |
0.084 |
2.2% |
3.781 |
| Close |
3.984 |
3.954 |
-0.030 |
-0.8% |
3.793 |
| Range |
0.163 |
0.057 |
-0.106 |
-65.0% |
0.297 |
| ATR |
0.110 |
0.106 |
-0.004 |
-3.4% |
0.000 |
| Volume |
175,063 |
77,071 |
-97,992 |
-56.0% |
451,513 |
|
| Daily Pivots for day following 10-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.133 |
4.100 |
3.985 |
|
| R3 |
4.076 |
4.043 |
3.970 |
|
| R2 |
4.019 |
4.019 |
3.964 |
|
| R1 |
3.986 |
3.986 |
3.959 |
3.974 |
| PP |
3.962 |
3.962 |
3.962 |
3.956 |
| S1 |
3.929 |
3.929 |
3.949 |
3.917 |
| S2 |
3.905 |
3.905 |
3.944 |
|
| S3 |
3.848 |
3.872 |
3.938 |
|
| S4 |
3.791 |
3.815 |
3.923 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.775 |
4.581 |
3.956 |
|
| R3 |
4.478 |
4.284 |
3.875 |
|
| R2 |
4.181 |
4.181 |
3.847 |
|
| R1 |
3.987 |
3.987 |
3.820 |
3.936 |
| PP |
3.884 |
3.884 |
3.884 |
3.858 |
| S1 |
3.690 |
3.690 |
3.766 |
3.639 |
| S2 |
3.587 |
3.587 |
3.739 |
|
| S3 |
3.290 |
3.393 |
3.711 |
|
| S4 |
2.993 |
3.096 |
3.630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.016 |
3.761 |
0.255 |
6.4% |
0.103 |
2.6% |
76% |
False |
False |
110,926 |
| 10 |
4.101 |
3.761 |
0.340 |
8.6% |
0.110 |
2.8% |
57% |
False |
False |
114,938 |
| 20 |
4.101 |
3.760 |
0.341 |
8.6% |
0.113 |
2.8% |
57% |
False |
False |
92,302 |
| 40 |
4.144 |
3.740 |
0.404 |
10.2% |
0.102 |
2.6% |
53% |
False |
False |
64,320 |
| 60 |
4.757 |
3.740 |
1.017 |
25.7% |
0.100 |
2.5% |
21% |
False |
False |
50,206 |
| 80 |
4.879 |
3.740 |
1.139 |
28.8% |
0.102 |
2.6% |
19% |
False |
False |
43,580 |
| 100 |
4.879 |
3.740 |
1.139 |
28.8% |
0.102 |
2.6% |
19% |
False |
False |
38,431 |
| 120 |
4.879 |
3.740 |
1.139 |
28.8% |
0.103 |
2.6% |
19% |
False |
False |
34,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.236 |
|
2.618 |
4.143 |
|
1.618 |
4.086 |
|
1.000 |
4.051 |
|
0.618 |
4.029 |
|
HIGH |
3.994 |
|
0.618 |
3.972 |
|
0.500 |
3.966 |
|
0.382 |
3.959 |
|
LOW |
3.937 |
|
0.618 |
3.902 |
|
1.000 |
3.880 |
|
1.618 |
3.845 |
|
2.618 |
3.788 |
|
4.250 |
3.695 |
|
|
| Fisher Pivots for day following 10-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.966 |
3.932 |
| PP |
3.962 |
3.910 |
| S1 |
3.958 |
3.889 |
|