NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.915 |
3.913 |
-0.002 |
-0.1% |
3.940 |
| High |
3.928 |
3.919 |
-0.009 |
-0.2% |
4.037 |
| Low |
3.824 |
3.840 |
0.016 |
0.4% |
3.824 |
| Close |
3.904 |
3.889 |
-0.015 |
-0.4% |
3.889 |
| Range |
0.104 |
0.079 |
-0.025 |
-24.0% |
0.213 |
| ATR |
0.094 |
0.093 |
-0.001 |
-1.1% |
0.000 |
| Volume |
19,315 |
19,782 |
467 |
2.4% |
96,866 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.120 |
4.083 |
3.932 |
|
| R3 |
4.041 |
4.004 |
3.911 |
|
| R2 |
3.962 |
3.962 |
3.903 |
|
| R1 |
3.925 |
3.925 |
3.896 |
3.904 |
| PP |
3.883 |
3.883 |
3.883 |
3.872 |
| S1 |
3.846 |
3.846 |
3.882 |
3.825 |
| S2 |
3.804 |
3.804 |
3.875 |
|
| S3 |
3.725 |
3.767 |
3.867 |
|
| S4 |
3.646 |
3.688 |
3.846 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.556 |
4.435 |
4.006 |
|
| R3 |
4.343 |
4.222 |
3.948 |
|
| R2 |
4.130 |
4.130 |
3.928 |
|
| R1 |
4.009 |
4.009 |
3.909 |
3.963 |
| PP |
3.917 |
3.917 |
3.917 |
3.894 |
| S1 |
3.796 |
3.796 |
3.869 |
3.750 |
| S2 |
3.704 |
3.704 |
3.850 |
|
| S3 |
3.491 |
3.583 |
3.830 |
|
| S4 |
3.278 |
3.370 |
3.772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.037 |
3.824 |
0.213 |
5.5% |
0.098 |
2.5% |
31% |
False |
False |
19,373 |
| 10 |
4.053 |
3.824 |
0.229 |
5.9% |
0.088 |
2.3% |
28% |
False |
False |
21,028 |
| 20 |
4.207 |
3.824 |
0.383 |
9.8% |
0.091 |
2.3% |
17% |
False |
False |
20,053 |
| 40 |
4.225 |
3.824 |
0.401 |
10.3% |
0.086 |
2.2% |
16% |
False |
False |
17,322 |
| 60 |
4.225 |
3.824 |
0.401 |
10.3% |
0.084 |
2.1% |
16% |
False |
False |
14,584 |
| 80 |
4.580 |
3.824 |
0.756 |
19.4% |
0.081 |
2.1% |
9% |
False |
False |
12,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.255 |
|
2.618 |
4.126 |
|
1.618 |
4.047 |
|
1.000 |
3.998 |
|
0.618 |
3.968 |
|
HIGH |
3.919 |
|
0.618 |
3.889 |
|
0.500 |
3.880 |
|
0.382 |
3.870 |
|
LOW |
3.840 |
|
0.618 |
3.791 |
|
1.000 |
3.761 |
|
1.618 |
3.712 |
|
2.618 |
3.633 |
|
4.250 |
3.504 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.886 |
3.889 |
| PP |
3.883 |
3.888 |
| S1 |
3.880 |
3.888 |
|