NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 11-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2014 |
11-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.978 |
3.954 |
-0.024 |
-0.6% |
4.048 |
| High |
3.994 |
3.963 |
-0.031 |
-0.8% |
4.078 |
| Low |
3.937 |
3.809 |
-0.128 |
-3.3% |
3.781 |
| Close |
3.954 |
3.823 |
-0.131 |
-3.3% |
3.793 |
| Range |
0.057 |
0.154 |
0.097 |
170.2% |
0.297 |
| ATR |
0.106 |
0.109 |
0.003 |
3.2% |
0.000 |
| Volume |
77,071 |
149,892 |
72,821 |
94.5% |
451,513 |
|
| Daily Pivots for day following 11-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.327 |
4.229 |
3.908 |
|
| R3 |
4.173 |
4.075 |
3.865 |
|
| R2 |
4.019 |
4.019 |
3.851 |
|
| R1 |
3.921 |
3.921 |
3.837 |
3.893 |
| PP |
3.865 |
3.865 |
3.865 |
3.851 |
| S1 |
3.767 |
3.767 |
3.809 |
3.739 |
| S2 |
3.711 |
3.711 |
3.795 |
|
| S3 |
3.557 |
3.613 |
3.781 |
|
| S4 |
3.403 |
3.459 |
3.738 |
|
|
| 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 |
6.7% |
0.116 |
3.0% |
24% |
False |
False |
115,815 |
| 10 |
4.101 |
3.761 |
0.340 |
8.9% |
0.115 |
3.0% |
18% |
False |
False |
116,121 |
| 20 |
4.101 |
3.760 |
0.341 |
8.9% |
0.112 |
2.9% |
18% |
False |
False |
95,270 |
| 40 |
4.110 |
3.740 |
0.370 |
9.7% |
0.104 |
2.7% |
22% |
False |
False |
67,467 |
| 60 |
4.757 |
3.740 |
1.017 |
26.6% |
0.102 |
2.7% |
8% |
False |
False |
52,358 |
| 80 |
4.879 |
3.740 |
1.139 |
29.8% |
0.103 |
2.7% |
7% |
False |
False |
45,332 |
| 100 |
4.879 |
3.740 |
1.139 |
29.8% |
0.103 |
2.7% |
7% |
False |
False |
39,717 |
| 120 |
4.879 |
3.740 |
1.139 |
29.8% |
0.104 |
2.7% |
7% |
False |
False |
35,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.618 |
|
2.618 |
4.366 |
|
1.618 |
4.212 |
|
1.000 |
4.117 |
|
0.618 |
4.058 |
|
HIGH |
3.963 |
|
0.618 |
3.904 |
|
0.500 |
3.886 |
|
0.382 |
3.868 |
|
LOW |
3.809 |
|
0.618 |
3.714 |
|
1.000 |
3.655 |
|
1.618 |
3.560 |
|
2.618 |
3.406 |
|
4.250 |
3.155 |
|
|
| Fisher Pivots for day following 11-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.886 |
3.913 |
| PP |
3.865 |
3.883 |
| S1 |
3.844 |
3.853 |
|