NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.953 |
3.940 |
-0.013 |
-0.3% |
4.087 |
| High |
4.030 |
3.975 |
-0.055 |
-1.4% |
4.087 |
| Low |
3.908 |
3.925 |
0.017 |
0.4% |
3.908 |
| Close |
3.937 |
3.949 |
0.012 |
0.3% |
3.949 |
| Range |
0.122 |
0.050 |
-0.072 |
-59.0% |
0.179 |
| ATR |
0.110 |
0.106 |
-0.004 |
-3.9% |
0.000 |
| Volume |
54,998 |
39,385 |
-15,613 |
-28.4% |
201,616 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.100 |
4.074 |
3.977 |
|
| R3 |
4.050 |
4.024 |
3.963 |
|
| R2 |
4.000 |
4.000 |
3.958 |
|
| R1 |
3.974 |
3.974 |
3.954 |
3.987 |
| PP |
3.950 |
3.950 |
3.950 |
3.956 |
| S1 |
3.924 |
3.924 |
3.944 |
3.937 |
| S2 |
3.900 |
3.900 |
3.940 |
|
| S3 |
3.850 |
3.874 |
3.935 |
|
| S4 |
3.800 |
3.824 |
3.922 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.518 |
4.413 |
4.047 |
|
| R3 |
4.339 |
4.234 |
3.998 |
|
| R2 |
4.160 |
4.160 |
3.982 |
|
| R1 |
4.055 |
4.055 |
3.965 |
4.018 |
| PP |
3.981 |
3.981 |
3.981 |
3.963 |
| S1 |
3.876 |
3.876 |
3.933 |
3.839 |
| S2 |
3.802 |
3.802 |
3.916 |
|
| S3 |
3.623 |
3.697 |
3.900 |
|
| S4 |
3.444 |
3.518 |
3.851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.087 |
3.908 |
0.179 |
4.5% |
0.097 |
2.5% |
23% |
False |
False |
40,323 |
| 10 |
4.246 |
3.908 |
0.338 |
8.6% |
0.110 |
2.8% |
12% |
False |
False |
36,192 |
| 20 |
4.246 |
3.908 |
0.338 |
8.6% |
0.104 |
2.6% |
12% |
False |
False |
30,600 |
| 40 |
4.252 |
3.901 |
0.351 |
8.9% |
0.102 |
2.6% |
14% |
False |
False |
24,845 |
| 60 |
4.252 |
3.877 |
0.375 |
9.5% |
0.097 |
2.5% |
19% |
False |
False |
21,363 |
| 80 |
4.780 |
3.877 |
0.903 |
22.9% |
0.095 |
2.4% |
8% |
False |
False |
18,161 |
| 100 |
4.985 |
3.877 |
1.108 |
28.1% |
0.096 |
2.4% |
6% |
False |
False |
15,637 |
| 120 |
4.988 |
3.877 |
1.111 |
28.1% |
0.095 |
2.4% |
6% |
False |
False |
13,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.188 |
|
2.618 |
4.106 |
|
1.618 |
4.056 |
|
1.000 |
4.025 |
|
0.618 |
4.006 |
|
HIGH |
3.975 |
|
0.618 |
3.956 |
|
0.500 |
3.950 |
|
0.382 |
3.944 |
|
LOW |
3.925 |
|
0.618 |
3.894 |
|
1.000 |
3.875 |
|
1.618 |
3.844 |
|
2.618 |
3.794 |
|
4.250 |
3.713 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.950 |
3.973 |
| PP |
3.950 |
3.965 |
| S1 |
3.949 |
3.957 |
|