NYMEX Natural Gas Future December 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 |
4.000 |
4.032 |
0.032 |
0.8% |
4.110 |
| High |
4.057 |
4.037 |
-0.020 |
-0.5% |
4.246 |
| Low |
3.958 |
3.933 |
-0.025 |
-0.6% |
3.986 |
| Close |
4.052 |
3.951 |
-0.101 |
-2.5% |
4.117 |
| Range |
0.099 |
0.104 |
0.005 |
5.1% |
0.260 |
| ATR |
0.108 |
0.109 |
0.001 |
0.7% |
0.000 |
| Volume |
24,382 |
56,859 |
32,477 |
133.2% |
160,310 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.286 |
4.222 |
4.008 |
|
| R3 |
4.182 |
4.118 |
3.980 |
|
| R2 |
4.078 |
4.078 |
3.970 |
|
| R1 |
4.014 |
4.014 |
3.961 |
3.994 |
| PP |
3.974 |
3.974 |
3.974 |
3.964 |
| S1 |
3.910 |
3.910 |
3.941 |
3.890 |
| S2 |
3.870 |
3.870 |
3.932 |
|
| S3 |
3.766 |
3.806 |
3.922 |
|
| S4 |
3.662 |
3.702 |
3.894 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.896 |
4.767 |
4.260 |
|
| R3 |
4.636 |
4.507 |
4.189 |
|
| R2 |
4.376 |
4.376 |
4.165 |
|
| R1 |
4.247 |
4.247 |
4.141 |
4.312 |
| PP |
4.116 |
4.116 |
4.116 |
4.149 |
| S1 |
3.987 |
3.987 |
4.093 |
4.052 |
| S2 |
3.856 |
3.856 |
4.069 |
|
| S3 |
3.596 |
3.727 |
4.046 |
|
| S4 |
3.336 |
3.467 |
3.974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.126 |
3.933 |
0.193 |
4.9% |
0.110 |
2.8% |
9% |
False |
True |
35,225 |
| 10 |
4.246 |
3.933 |
0.313 |
7.9% |
0.112 |
2.8% |
6% |
False |
True |
31,781 |
| 20 |
4.246 |
3.923 |
0.323 |
8.2% |
0.106 |
2.7% |
9% |
False |
False |
28,462 |
| 40 |
4.252 |
3.901 |
0.351 |
8.9% |
0.104 |
2.6% |
14% |
False |
False |
23,658 |
| 60 |
4.255 |
3.877 |
0.378 |
9.6% |
0.098 |
2.5% |
20% |
False |
False |
20,074 |
| 80 |
4.850 |
3.877 |
0.973 |
24.6% |
0.095 |
2.4% |
8% |
False |
False |
17,084 |
| 100 |
4.985 |
3.877 |
1.108 |
28.0% |
0.096 |
2.4% |
7% |
False |
False |
14,763 |
| 120 |
4.988 |
3.877 |
1.111 |
28.1% |
0.095 |
2.4% |
7% |
False |
False |
13,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.479 |
|
2.618 |
4.309 |
|
1.618 |
4.205 |
|
1.000 |
4.141 |
|
0.618 |
4.101 |
|
HIGH |
4.037 |
|
0.618 |
3.997 |
|
0.500 |
3.985 |
|
0.382 |
3.973 |
|
LOW |
3.933 |
|
0.618 |
3.869 |
|
1.000 |
3.829 |
|
1.618 |
3.765 |
|
2.618 |
3.661 |
|
4.250 |
3.491 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.985 |
4.010 |
| PP |
3.974 |
3.990 |
| S1 |
3.962 |
3.971 |
|