NYMEX Natural Gas Future February 2015
| 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 |
4.069 |
3.988 |
-0.081 |
-2.0% |
4.122 |
| High |
4.097 |
4.006 |
-0.091 |
-2.2% |
4.128 |
| Low |
3.963 |
3.924 |
-0.039 |
-1.0% |
3.988 |
| Close |
3.972 |
3.956 |
-0.016 |
-0.4% |
4.026 |
| Range |
0.134 |
0.082 |
-0.052 |
-38.8% |
0.140 |
| ATR |
0.098 |
0.097 |
-0.001 |
-1.2% |
0.000 |
| Volume |
8,654 |
12,908 |
4,254 |
49.2% |
63,015 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.208 |
4.164 |
4.001 |
|
| R3 |
4.126 |
4.082 |
3.979 |
|
| R2 |
4.044 |
4.044 |
3.971 |
|
| R1 |
4.000 |
4.000 |
3.964 |
3.981 |
| PP |
3.962 |
3.962 |
3.962 |
3.953 |
| S1 |
3.918 |
3.918 |
3.948 |
3.899 |
| S2 |
3.880 |
3.880 |
3.941 |
|
| S3 |
3.798 |
3.836 |
3.933 |
|
| S4 |
3.716 |
3.754 |
3.911 |
|
|
| 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 |
4.097 |
3.924 |
0.173 |
4.4% |
0.091 |
2.3% |
18% |
False |
True |
12,031 |
| 10 |
4.174 |
3.924 |
0.250 |
6.3% |
0.093 |
2.4% |
13% |
False |
True |
11,832 |
| 20 |
4.285 |
3.924 |
0.361 |
9.1% |
0.094 |
2.4% |
9% |
False |
True |
9,833 |
| 40 |
4.300 |
3.924 |
0.376 |
9.5% |
0.091 |
2.3% |
9% |
False |
True |
8,251 |
| 60 |
4.300 |
3.924 |
0.376 |
9.5% |
0.088 |
2.2% |
9% |
False |
True |
6,552 |
| 80 |
4.690 |
3.924 |
0.766 |
19.4% |
0.084 |
2.1% |
4% |
False |
True |
5,610 |
| 100 |
4.895 |
3.924 |
0.971 |
24.5% |
0.083 |
2.1% |
3% |
False |
True |
4,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.355 |
|
2.618 |
4.221 |
|
1.618 |
4.139 |
|
1.000 |
4.088 |
|
0.618 |
4.057 |
|
HIGH |
4.006 |
|
0.618 |
3.975 |
|
0.500 |
3.965 |
|
0.382 |
3.955 |
|
LOW |
3.924 |
|
0.618 |
3.873 |
|
1.000 |
3.842 |
|
1.618 |
3.791 |
|
2.618 |
3.709 |
|
4.250 |
3.576 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.965 |
4.011 |
| PP |
3.962 |
3.992 |
| S1 |
3.959 |
3.974 |
|