NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
3.907 |
-0.093 |
-2.3% |
4.087 |
| High |
4.034 |
3.937 |
-0.097 |
-2.4% |
4.087 |
| Low |
3.893 |
3.848 |
-0.045 |
-1.2% |
3.908 |
| Close |
3.900 |
3.885 |
-0.015 |
-0.4% |
3.949 |
| Range |
0.141 |
0.089 |
-0.052 |
-36.9% |
0.179 |
| ATR |
0.108 |
0.107 |
-0.001 |
-1.3% |
0.000 |
| Volume |
58,465 |
54,497 |
-3,968 |
-6.8% |
201,616 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.157 |
4.110 |
3.934 |
|
| R3 |
4.068 |
4.021 |
3.909 |
|
| R2 |
3.979 |
3.979 |
3.901 |
|
| R1 |
3.932 |
3.932 |
3.893 |
3.911 |
| PP |
3.890 |
3.890 |
3.890 |
3.880 |
| S1 |
3.843 |
3.843 |
3.877 |
3.822 |
| S2 |
3.801 |
3.801 |
3.869 |
|
| S3 |
3.712 |
3.754 |
3.861 |
|
| S4 |
3.623 |
3.665 |
3.836 |
|
|
| 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 |
4.034 |
3.848 |
0.186 |
4.8% |
0.101 |
2.6% |
20% |
False |
True |
52,251 |
| 10 |
4.126 |
3.848 |
0.278 |
7.2% |
0.106 |
2.7% |
13% |
False |
True |
43,738 |
| 20 |
4.246 |
3.848 |
0.398 |
10.2% |
0.105 |
2.7% |
9% |
False |
True |
35,141 |
| 40 |
4.252 |
3.848 |
0.404 |
10.4% |
0.102 |
2.6% |
9% |
False |
True |
27,964 |
| 60 |
4.252 |
3.848 |
0.404 |
10.4% |
0.100 |
2.6% |
9% |
False |
True |
23,402 |
| 80 |
4.672 |
3.848 |
0.824 |
21.2% |
0.096 |
2.5% |
4% |
False |
True |
19,997 |
| 100 |
4.985 |
3.848 |
1.137 |
29.3% |
0.096 |
2.5% |
3% |
False |
True |
17,088 |
| 120 |
4.988 |
3.848 |
1.140 |
29.3% |
0.096 |
2.5% |
3% |
False |
True |
15,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.315 |
|
2.618 |
4.170 |
|
1.618 |
4.081 |
|
1.000 |
4.026 |
|
0.618 |
3.992 |
|
HIGH |
3.937 |
|
0.618 |
3.903 |
|
0.500 |
3.893 |
|
0.382 |
3.882 |
|
LOW |
3.848 |
|
0.618 |
3.793 |
|
1.000 |
3.759 |
|
1.618 |
3.704 |
|
2.618 |
3.615 |
|
4.250 |
3.470 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.893 |
3.941 |
| PP |
3.890 |
3.922 |
| S1 |
3.888 |
3.904 |
|