NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 22-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2014 |
22-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.908 |
3.840 |
-0.068 |
-1.7% |
3.841 |
| High |
3.922 |
3.878 |
-0.044 |
-1.1% |
4.040 |
| Low |
3.834 |
3.804 |
-0.030 |
-0.8% |
3.834 |
| Close |
3.837 |
3.850 |
0.013 |
0.3% |
3.837 |
| Range |
0.088 |
0.074 |
-0.014 |
-15.9% |
0.206 |
| ATR |
0.107 |
0.105 |
-0.002 |
-2.2% |
0.000 |
| Volume |
84,728 |
89,385 |
4,657 |
5.5% |
569,113 |
|
| Daily Pivots for day following 22-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.066 |
4.032 |
3.891 |
|
| R3 |
3.992 |
3.958 |
3.870 |
|
| R2 |
3.918 |
3.918 |
3.864 |
|
| R1 |
3.884 |
3.884 |
3.857 |
3.901 |
| PP |
3.844 |
3.844 |
3.844 |
3.853 |
| S1 |
3.810 |
3.810 |
3.843 |
3.827 |
| S2 |
3.770 |
3.770 |
3.836 |
|
| S3 |
3.696 |
3.736 |
3.830 |
|
| S4 |
3.622 |
3.662 |
3.809 |
|
|
| 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 |
3.804 |
0.236 |
6.1% |
0.102 |
2.6% |
19% |
False |
True |
104,356 |
| 10 |
4.040 |
3.786 |
0.254 |
6.6% |
0.107 |
2.8% |
25% |
False |
False |
116,696 |
| 20 |
4.101 |
3.761 |
0.340 |
8.8% |
0.106 |
2.8% |
26% |
False |
False |
111,300 |
| 40 |
4.101 |
3.740 |
0.361 |
9.4% |
0.105 |
2.7% |
30% |
False |
False |
81,614 |
| 60 |
4.464 |
3.740 |
0.724 |
18.8% |
0.100 |
2.6% |
15% |
False |
False |
62,928 |
| 80 |
4.879 |
3.740 |
1.139 |
29.6% |
0.101 |
2.6% |
10% |
False |
False |
53,124 |
| 100 |
4.879 |
3.740 |
1.139 |
29.6% |
0.103 |
2.7% |
10% |
False |
False |
46,530 |
| 120 |
4.879 |
3.740 |
1.139 |
29.6% |
0.103 |
2.7% |
10% |
False |
False |
41,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.193 |
|
2.618 |
4.072 |
|
1.618 |
3.998 |
|
1.000 |
3.952 |
|
0.618 |
3.924 |
|
HIGH |
3.878 |
|
0.618 |
3.850 |
|
0.500 |
3.841 |
|
0.382 |
3.832 |
|
LOW |
3.804 |
|
0.618 |
3.758 |
|
1.000 |
3.730 |
|
1.618 |
3.684 |
|
2.618 |
3.610 |
|
4.250 |
3.490 |
|
|
| Fisher Pivots for day following 22-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.847 |
3.916 |
| PP |
3.844 |
3.894 |
| S1 |
3.841 |
3.872 |
|