NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 25-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2014 |
25-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.833 |
3.895 |
0.062 |
1.6% |
3.841 |
| High |
3.922 |
3.974 |
0.052 |
1.3% |
4.040 |
| Low |
3.796 |
3.823 |
0.027 |
0.7% |
3.834 |
| Close |
3.911 |
3.971 |
0.060 |
1.5% |
3.837 |
| Range |
0.126 |
0.151 |
0.025 |
19.8% |
0.206 |
| ATR |
0.105 |
0.109 |
0.003 |
3.1% |
0.000 |
| Volume |
52,705 |
80,683 |
27,978 |
53.1% |
569,113 |
|
| Daily Pivots for day following 25-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.376 |
4.324 |
4.054 |
|
| R3 |
4.225 |
4.173 |
4.013 |
|
| R2 |
4.074 |
4.074 |
3.999 |
|
| R1 |
4.022 |
4.022 |
3.985 |
4.048 |
| PP |
3.923 |
3.923 |
3.923 |
3.936 |
| S1 |
3.871 |
3.871 |
3.957 |
3.897 |
| S2 |
3.772 |
3.772 |
3.943 |
|
| S3 |
3.621 |
3.720 |
3.929 |
|
| S4 |
3.470 |
3.569 |
3.888 |
|
|
| 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 |
3.974 |
3.796 |
0.178 |
4.5% |
0.106 |
2.7% |
98% |
True |
False |
76,752 |
| 10 |
4.040 |
3.786 |
0.254 |
6.4% |
0.106 |
2.7% |
73% |
False |
False |
97,458 |
| 20 |
4.101 |
3.761 |
0.340 |
8.6% |
0.111 |
2.8% |
62% |
False |
False |
106,790 |
| 40 |
4.101 |
3.760 |
0.341 |
8.6% |
0.107 |
2.7% |
62% |
False |
False |
85,130 |
| 60 |
4.433 |
3.740 |
0.693 |
17.5% |
0.101 |
2.6% |
33% |
False |
False |
65,329 |
| 80 |
4.879 |
3.740 |
1.139 |
28.7% |
0.103 |
2.6% |
20% |
False |
False |
54,752 |
| 100 |
4.879 |
3.740 |
1.139 |
28.7% |
0.104 |
2.6% |
20% |
False |
False |
48,103 |
| 120 |
4.879 |
3.740 |
1.139 |
28.7% |
0.103 |
2.6% |
20% |
False |
False |
42,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.616 |
|
2.618 |
4.369 |
|
1.618 |
4.218 |
|
1.000 |
4.125 |
|
0.618 |
4.067 |
|
HIGH |
3.974 |
|
0.618 |
3.916 |
|
0.500 |
3.899 |
|
0.382 |
3.881 |
|
LOW |
3.823 |
|
0.618 |
3.730 |
|
1.000 |
3.672 |
|
1.618 |
3.579 |
|
2.618 |
3.428 |
|
4.250 |
3.181 |
|
|
| Fisher Pivots for day following 25-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.947 |
3.942 |
| PP |
3.923 |
3.914 |
| S1 |
3.899 |
3.885 |
|