NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 23-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2014 |
23-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.840 |
3.852 |
0.012 |
0.3% |
3.841 |
| High |
3.878 |
3.903 |
0.025 |
0.6% |
4.040 |
| Low |
3.804 |
3.813 |
0.009 |
0.2% |
3.834 |
| Close |
3.850 |
3.816 |
-0.034 |
-0.9% |
3.837 |
| Range |
0.074 |
0.090 |
0.016 |
21.6% |
0.206 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.0% |
0.000 |
| Volume |
89,385 |
76,262 |
-13,123 |
-14.7% |
569,113 |
|
| Daily Pivots for day following 23-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.114 |
4.055 |
3.866 |
|
| R3 |
4.024 |
3.965 |
3.841 |
|
| R2 |
3.934 |
3.934 |
3.833 |
|
| R1 |
3.875 |
3.875 |
3.824 |
3.860 |
| PP |
3.844 |
3.844 |
3.844 |
3.836 |
| S1 |
3.785 |
3.785 |
3.808 |
3.770 |
| S2 |
3.754 |
3.754 |
3.800 |
|
| S3 |
3.664 |
3.695 |
3.791 |
|
| S4 |
3.574 |
3.605 |
3.767 |
|
|
| 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 |
6.2% |
0.092 |
2.4% |
5% |
False |
False |
96,693 |
| 10 |
4.040 |
3.786 |
0.254 |
6.7% |
0.100 |
2.6% |
12% |
False |
False |
106,816 |
| 20 |
4.101 |
3.761 |
0.340 |
8.9% |
0.106 |
2.8% |
16% |
False |
False |
111,421 |
| 40 |
4.101 |
3.752 |
0.349 |
9.1% |
0.105 |
2.7% |
18% |
False |
False |
83,151 |
| 60 |
4.464 |
3.740 |
0.724 |
19.0% |
0.100 |
2.6% |
10% |
False |
False |
63,766 |
| 80 |
4.879 |
3.740 |
1.139 |
29.8% |
0.101 |
2.7% |
7% |
False |
False |
53,690 |
| 100 |
4.879 |
3.740 |
1.139 |
29.8% |
0.103 |
2.7% |
7% |
False |
False |
47,091 |
| 120 |
4.879 |
3.740 |
1.139 |
29.8% |
0.102 |
2.7% |
7% |
False |
False |
41,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.286 |
|
2.618 |
4.139 |
|
1.618 |
4.049 |
|
1.000 |
3.993 |
|
0.618 |
3.959 |
|
HIGH |
3.903 |
|
0.618 |
3.869 |
|
0.500 |
3.858 |
|
0.382 |
3.847 |
|
LOW |
3.813 |
|
0.618 |
3.757 |
|
1.000 |
3.723 |
|
1.618 |
3.667 |
|
2.618 |
3.577 |
|
4.250 |
3.431 |
|
|
| Fisher Pivots for day following 23-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.858 |
3.863 |
| PP |
3.844 |
3.847 |
| S1 |
3.830 |
3.832 |
|