NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4.017 |
4.000 |
-0.017 |
-0.4% |
4.122 |
| High |
4.049 |
4.079 |
0.030 |
0.7% |
4.128 |
| Low |
4.004 |
3.992 |
-0.012 |
-0.3% |
3.988 |
| Close |
4.026 |
4.072 |
0.046 |
1.1% |
4.026 |
| Range |
0.045 |
0.087 |
0.042 |
93.3% |
0.140 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.6% |
0.000 |
| Volume |
14,665 |
9,355 |
-5,310 |
-36.2% |
63,015 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.309 |
4.277 |
4.120 |
|
| R3 |
4.222 |
4.190 |
4.096 |
|
| R2 |
4.135 |
4.135 |
4.088 |
|
| R1 |
4.103 |
4.103 |
4.080 |
4.119 |
| PP |
4.048 |
4.048 |
4.048 |
4.056 |
| S1 |
4.016 |
4.016 |
4.064 |
4.032 |
| S2 |
3.961 |
3.961 |
4.056 |
|
| S3 |
3.874 |
3.929 |
4.048 |
|
| S4 |
3.787 |
3.842 |
4.024 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.467 |
4.387 |
4.103 |
|
| R3 |
4.327 |
4.247 |
4.065 |
|
| R2 |
4.187 |
4.187 |
4.052 |
|
| R1 |
4.107 |
4.107 |
4.039 |
4.077 |
| PP |
4.047 |
4.047 |
4.047 |
4.033 |
| S1 |
3.967 |
3.967 |
4.013 |
3.937 |
| S2 |
3.907 |
3.907 |
4.000 |
|
| S3 |
3.767 |
3.827 |
3.988 |
|
| S4 |
3.627 |
3.687 |
3.949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.127 |
3.988 |
0.139 |
3.4% |
0.084 |
2.1% |
60% |
False |
False |
12,257 |
| 10 |
4.285 |
3.988 |
0.297 |
7.3% |
0.094 |
2.3% |
28% |
False |
False |
11,756 |
| 20 |
4.285 |
3.988 |
0.297 |
7.3% |
0.092 |
2.3% |
28% |
False |
False |
9,565 |
| 40 |
4.300 |
3.987 |
0.313 |
7.7% |
0.089 |
2.2% |
27% |
False |
False |
7,967 |
| 60 |
4.300 |
3.945 |
0.355 |
8.7% |
0.087 |
2.1% |
36% |
False |
False |
6,256 |
| 80 |
4.709 |
3.945 |
0.764 |
18.8% |
0.083 |
2.0% |
17% |
False |
False |
5,378 |
| 100 |
4.895 |
3.945 |
0.950 |
23.3% |
0.082 |
2.0% |
13% |
False |
False |
4,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.449 |
|
2.618 |
4.307 |
|
1.618 |
4.220 |
|
1.000 |
4.166 |
|
0.618 |
4.133 |
|
HIGH |
4.079 |
|
0.618 |
4.046 |
|
0.500 |
4.036 |
|
0.382 |
4.025 |
|
LOW |
3.992 |
|
0.618 |
3.938 |
|
1.000 |
3.905 |
|
1.618 |
3.851 |
|
2.618 |
3.764 |
|
4.250 |
3.622 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.060 |
4.062 |
| PP |
4.048 |
4.052 |
| S1 |
4.036 |
4.042 |
|