NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.916 |
4.000 |
0.084 |
2.1% |
4.087 |
| High |
4.013 |
4.034 |
0.021 |
0.5% |
4.087 |
| Low |
3.909 |
3.893 |
-0.016 |
-0.4% |
3.908 |
| Close |
4.004 |
3.900 |
-0.104 |
-2.6% |
3.949 |
| Range |
0.104 |
0.141 |
0.037 |
35.6% |
0.179 |
| ATR |
0.105 |
0.108 |
0.003 |
2.4% |
0.000 |
| Volume |
53,911 |
58,465 |
4,554 |
8.4% |
201,616 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.365 |
4.274 |
3.978 |
|
| R3 |
4.224 |
4.133 |
3.939 |
|
| R2 |
4.083 |
4.083 |
3.926 |
|
| R1 |
3.992 |
3.992 |
3.913 |
3.967 |
| PP |
3.942 |
3.942 |
3.942 |
3.930 |
| S1 |
3.851 |
3.851 |
3.887 |
3.826 |
| S2 |
3.801 |
3.801 |
3.874 |
|
| S3 |
3.660 |
3.710 |
3.861 |
|
| S4 |
3.519 |
3.569 |
3.822 |
|
|
| 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 |
4.037 |
3.893 |
0.144 |
3.7% |
0.104 |
2.7% |
5% |
False |
True |
52,723 |
| 10 |
4.246 |
3.893 |
0.353 |
9.1% |
0.113 |
2.9% |
2% |
False |
True |
41,950 |
| 20 |
4.246 |
3.893 |
0.353 |
9.1% |
0.104 |
2.7% |
2% |
False |
True |
33,764 |
| 40 |
4.252 |
3.893 |
0.359 |
9.2% |
0.103 |
2.6% |
2% |
False |
True |
26,966 |
| 60 |
4.252 |
3.877 |
0.375 |
9.6% |
0.100 |
2.6% |
6% |
False |
False |
22,738 |
| 80 |
4.672 |
3.877 |
0.795 |
20.4% |
0.096 |
2.5% |
3% |
False |
False |
19,384 |
| 100 |
4.985 |
3.877 |
1.108 |
28.4% |
0.096 |
2.5% |
2% |
False |
False |
16,603 |
| 120 |
4.988 |
3.877 |
1.111 |
28.5% |
0.096 |
2.5% |
2% |
False |
False |
14,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.633 |
|
2.618 |
4.403 |
|
1.618 |
4.262 |
|
1.000 |
4.175 |
|
0.618 |
4.121 |
|
HIGH |
4.034 |
|
0.618 |
3.980 |
|
0.500 |
3.964 |
|
0.382 |
3.947 |
|
LOW |
3.893 |
|
0.618 |
3.806 |
|
1.000 |
3.752 |
|
1.618 |
3.665 |
|
2.618 |
3.524 |
|
4.250 |
3.294 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.964 |
3.964 |
| PP |
3.942 |
3.942 |
| S1 |
3.921 |
3.921 |
|