NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 24-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2014 |
24-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.852 |
3.833 |
-0.019 |
-0.5% |
3.841 |
| High |
3.903 |
3.922 |
0.019 |
0.5% |
4.040 |
| Low |
3.813 |
3.796 |
-0.017 |
-0.4% |
3.834 |
| Close |
3.816 |
3.911 |
0.095 |
2.5% |
3.837 |
| Range |
0.090 |
0.126 |
0.036 |
40.0% |
0.206 |
| ATR |
0.104 |
0.105 |
0.002 |
1.5% |
0.000 |
| Volume |
76,262 |
52,705 |
-23,557 |
-30.9% |
569,113 |
|
| Daily Pivots for day following 24-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.254 |
4.209 |
3.980 |
|
| R3 |
4.128 |
4.083 |
3.946 |
|
| R2 |
4.002 |
4.002 |
3.934 |
|
| R1 |
3.957 |
3.957 |
3.923 |
3.980 |
| PP |
3.876 |
3.876 |
3.876 |
3.888 |
| S1 |
3.831 |
3.831 |
3.899 |
3.854 |
| S2 |
3.750 |
3.750 |
3.888 |
|
| S3 |
3.624 |
3.705 |
3.876 |
|
| S4 |
3.498 |
3.579 |
3.842 |
|
|
| 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 |
4.027 |
3.796 |
0.231 |
5.9% |
0.102 |
2.6% |
50% |
False |
True |
86,036 |
| 10 |
4.040 |
3.786 |
0.254 |
6.5% |
0.106 |
2.7% |
49% |
False |
False |
104,379 |
| 20 |
4.101 |
3.761 |
0.340 |
8.7% |
0.108 |
2.8% |
44% |
False |
False |
109,658 |
| 40 |
4.101 |
3.760 |
0.341 |
8.7% |
0.105 |
2.7% |
44% |
False |
False |
83,843 |
| 60 |
4.460 |
3.740 |
0.720 |
18.4% |
0.100 |
2.6% |
24% |
False |
False |
64,358 |
| 80 |
4.879 |
3.740 |
1.139 |
29.1% |
0.102 |
2.6% |
15% |
False |
False |
54,020 |
| 100 |
4.879 |
3.740 |
1.139 |
29.1% |
0.104 |
2.7% |
15% |
False |
False |
47,455 |
| 120 |
4.879 |
3.740 |
1.139 |
29.1% |
0.102 |
2.6% |
15% |
False |
False |
41,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.458 |
|
2.618 |
4.252 |
|
1.618 |
4.126 |
|
1.000 |
4.048 |
|
0.618 |
4.000 |
|
HIGH |
3.922 |
|
0.618 |
3.874 |
|
0.500 |
3.859 |
|
0.382 |
3.844 |
|
LOW |
3.796 |
|
0.618 |
3.718 |
|
1.000 |
3.670 |
|
1.618 |
3.592 |
|
2.618 |
3.466 |
|
4.250 |
3.261 |
|
|
| Fisher Pivots for day following 24-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.894 |
3.894 |
| PP |
3.876 |
3.876 |
| S1 |
3.859 |
3.859 |
|