NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3.978 |
3.910 |
-0.068 |
-1.7% |
4.025 |
High |
3.978 |
3.929 |
-0.049 |
-1.2% |
4.108 |
Low |
3.898 |
3.843 |
-0.055 |
-1.4% |
3.898 |
Close |
3.951 |
3.851 |
-0.100 |
-2.5% |
3.951 |
Range |
0.080 |
0.086 |
0.006 |
7.5% |
0.210 |
ATR |
0.100 |
0.101 |
0.001 |
0.6% |
0.000 |
Volume |
31,260 |
25,017 |
-6,243 |
-20.0% |
196,398 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.132 |
4.078 |
3.898 |
|
R3 |
4.046 |
3.992 |
3.875 |
|
R2 |
3.960 |
3.960 |
3.867 |
|
R1 |
3.906 |
3.906 |
3.859 |
3.890 |
PP |
3.874 |
3.874 |
3.874 |
3.867 |
S1 |
3.820 |
3.820 |
3.843 |
3.804 |
S2 |
3.788 |
3.788 |
3.835 |
|
S3 |
3.702 |
3.734 |
3.827 |
|
S4 |
3.616 |
3.648 |
3.804 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.616 |
4.493 |
4.067 |
|
R3 |
4.406 |
4.283 |
4.009 |
|
R2 |
4.196 |
4.196 |
3.990 |
|
R1 |
4.073 |
4.073 |
3.970 |
4.030 |
PP |
3.986 |
3.986 |
3.986 |
3.964 |
S1 |
3.863 |
3.863 |
3.932 |
3.820 |
S2 |
3.776 |
3.776 |
3.913 |
|
S3 |
3.566 |
3.653 |
3.893 |
|
S4 |
3.356 |
3.443 |
3.836 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.108 |
3.843 |
0.265 |
6.9% |
0.096 |
2.5% |
3% |
False |
True |
36,040 |
10 |
4.140 |
3.843 |
0.297 |
7.7% |
0.093 |
2.4% |
3% |
False |
True |
41,257 |
20 |
4.306 |
3.843 |
0.463 |
12.0% |
0.100 |
2.6% |
2% |
False |
True |
34,842 |
40 |
4.320 |
3.843 |
0.477 |
12.4% |
0.097 |
2.5% |
2% |
False |
True |
29,387 |
60 |
4.320 |
3.843 |
0.477 |
12.4% |
0.096 |
2.5% |
2% |
False |
True |
26,213 |
80 |
4.611 |
3.843 |
0.768 |
19.9% |
0.091 |
2.4% |
1% |
False |
True |
23,628 |
100 |
5.027 |
3.843 |
1.184 |
30.7% |
0.092 |
2.4% |
1% |
False |
True |
21,186 |
120 |
5.027 |
3.843 |
1.184 |
30.7% |
0.093 |
2.4% |
1% |
False |
True |
19,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.295 |
2.618 |
4.154 |
1.618 |
4.068 |
1.000 |
4.015 |
0.618 |
3.982 |
HIGH |
3.929 |
0.618 |
3.896 |
0.500 |
3.886 |
0.382 |
3.876 |
LOW |
3.843 |
0.618 |
3.790 |
1.000 |
3.757 |
1.618 |
3.704 |
2.618 |
3.618 |
4.250 |
3.478 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3.886 |
3.923 |
PP |
3.874 |
3.899 |
S1 |
3.863 |
3.875 |
|