NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.914 |
3.939 |
0.025 |
0.6% |
4.032 |
| High |
3.968 |
3.947 |
-0.021 |
-0.5% |
4.184 |
| Low |
3.866 |
3.837 |
-0.029 |
-0.8% |
3.908 |
| Close |
3.957 |
3.855 |
-0.102 |
-2.6% |
4.039 |
| Range |
0.102 |
0.110 |
0.008 |
7.8% |
0.276 |
| ATR |
0.115 |
0.115 |
0.000 |
0.3% |
0.000 |
| Volume |
141,149 |
142,581 |
1,432 |
1.0% |
604,641 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.210 |
4.142 |
3.916 |
|
| R3 |
4.100 |
4.032 |
3.885 |
|
| R2 |
3.990 |
3.990 |
3.875 |
|
| R1 |
3.922 |
3.922 |
3.865 |
3.901 |
| PP |
3.880 |
3.880 |
3.880 |
3.869 |
| S1 |
3.812 |
3.812 |
3.845 |
3.791 |
| S2 |
3.770 |
3.770 |
3.835 |
|
| S3 |
3.660 |
3.702 |
3.825 |
|
| S4 |
3.550 |
3.592 |
3.795 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.872 |
4.731 |
4.191 |
|
| R3 |
4.596 |
4.455 |
4.115 |
|
| R2 |
4.320 |
4.320 |
4.090 |
|
| R1 |
4.179 |
4.179 |
4.064 |
4.250 |
| PP |
4.044 |
4.044 |
4.044 |
4.079 |
| S1 |
3.903 |
3.903 |
4.014 |
3.974 |
| S2 |
3.768 |
3.768 |
3.988 |
|
| S3 |
3.492 |
3.627 |
3.963 |
|
| S4 |
3.216 |
3.351 |
3.887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.059 |
3.837 |
0.222 |
5.8% |
0.116 |
3.0% |
8% |
False |
True |
124,897 |
| 10 |
4.184 |
3.837 |
0.347 |
9.0% |
0.119 |
3.1% |
5% |
False |
True |
123,158 |
| 20 |
4.184 |
3.835 |
0.349 |
9.1% |
0.113 |
2.9% |
6% |
False |
False |
97,130 |
| 40 |
4.184 |
3.812 |
0.372 |
9.6% |
0.110 |
2.9% |
12% |
False |
False |
66,205 |
| 60 |
4.184 |
3.786 |
0.398 |
10.3% |
0.103 |
2.7% |
17% |
False |
False |
51,556 |
| 80 |
4.783 |
3.786 |
0.997 |
25.9% |
0.099 |
2.6% |
7% |
False |
False |
41,559 |
| 100 |
4.905 |
3.786 |
1.119 |
29.0% |
0.099 |
2.6% |
6% |
False |
False |
35,301 |
| 120 |
4.905 |
3.786 |
1.119 |
29.0% |
0.098 |
2.5% |
6% |
False |
False |
30,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.415 |
|
2.618 |
4.235 |
|
1.618 |
4.125 |
|
1.000 |
4.057 |
|
0.618 |
4.015 |
|
HIGH |
3.947 |
|
0.618 |
3.905 |
|
0.500 |
3.892 |
|
0.382 |
3.879 |
|
LOW |
3.837 |
|
0.618 |
3.769 |
|
1.000 |
3.727 |
|
1.618 |
3.659 |
|
2.618 |
3.549 |
|
4.250 |
3.370 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.892 |
3.919 |
| PP |
3.880 |
3.897 |
| S1 |
3.867 |
3.876 |
|