NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 19-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2014 |
19-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
4.009 |
3.908 |
-0.101 |
-2.5% |
3.841 |
| High |
4.027 |
3.922 |
-0.105 |
-2.6% |
4.040 |
| Low |
3.897 |
3.834 |
-0.063 |
-1.6% |
3.834 |
| Close |
3.910 |
3.837 |
-0.073 |
-1.9% |
3.837 |
| Range |
0.130 |
0.088 |
-0.042 |
-32.3% |
0.206 |
| ATR |
0.109 |
0.107 |
-0.001 |
-1.4% |
0.000 |
| Volume |
127,102 |
84,728 |
-42,374 |
-33.3% |
569,113 |
|
| Daily Pivots for day following 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.128 |
4.071 |
3.885 |
|
| R3 |
4.040 |
3.983 |
3.861 |
|
| R2 |
3.952 |
3.952 |
3.853 |
|
| R1 |
3.895 |
3.895 |
3.845 |
3.880 |
| PP |
3.864 |
3.864 |
3.864 |
3.857 |
| S1 |
3.807 |
3.807 |
3.829 |
3.792 |
| S2 |
3.776 |
3.776 |
3.821 |
|
| S3 |
3.688 |
3.719 |
3.813 |
|
| S4 |
3.600 |
3.631 |
3.789 |
|
|
| Weekly Pivots for week ending 19-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.522 |
4.385 |
3.950 |
|
| R3 |
4.316 |
4.179 |
3.894 |
|
| R2 |
4.110 |
4.110 |
3.875 |
|
| R1 |
3.973 |
3.973 |
3.856 |
3.939 |
| PP |
3.904 |
3.904 |
3.904 |
3.886 |
| S1 |
3.767 |
3.767 |
3.818 |
3.733 |
| S2 |
3.698 |
3.698 |
3.799 |
|
| S3 |
3.492 |
3.561 |
3.780 |
|
| S4 |
3.286 |
3.355 |
3.724 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.040 |
3.834 |
0.206 |
5.4% |
0.109 |
2.9% |
1% |
False |
True |
113,822 |
| 10 |
4.040 |
3.761 |
0.279 |
7.3% |
0.113 |
2.9% |
27% |
False |
False |
118,207 |
| 20 |
4.101 |
3.761 |
0.340 |
8.9% |
0.106 |
2.8% |
22% |
False |
False |
109,319 |
| 40 |
4.101 |
3.740 |
0.361 |
9.4% |
0.106 |
2.8% |
27% |
False |
False |
80,211 |
| 60 |
4.575 |
3.740 |
0.835 |
21.8% |
0.102 |
2.7% |
12% |
False |
False |
61,665 |
| 80 |
4.879 |
3.740 |
1.139 |
29.7% |
0.102 |
2.7% |
9% |
False |
False |
52,293 |
| 100 |
4.879 |
3.740 |
1.139 |
29.7% |
0.104 |
2.7% |
9% |
False |
False |
45,813 |
| 120 |
4.879 |
3.740 |
1.139 |
29.7% |
0.103 |
2.7% |
9% |
False |
False |
40,571 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.296 |
|
2.618 |
4.152 |
|
1.618 |
4.064 |
|
1.000 |
4.010 |
|
0.618 |
3.976 |
|
HIGH |
3.922 |
|
0.618 |
3.888 |
|
0.500 |
3.878 |
|
0.382 |
3.868 |
|
LOW |
3.834 |
|
0.618 |
3.780 |
|
1.000 |
3.746 |
|
1.618 |
3.692 |
|
2.618 |
3.604 |
|
4.250 |
3.460 |
|
|
| Fisher Pivots for day following 19-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.878 |
3.937 |
| PP |
3.864 |
3.904 |
| S1 |
3.851 |
3.870 |
|