NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.781 |
3.740 |
-0.041 |
-1.1% |
3.846 |
| High |
3.784 |
3.789 |
0.005 |
0.1% |
3.910 |
| Low |
3.726 |
3.725 |
-0.001 |
0.0% |
3.735 |
| Close |
3.744 |
3.783 |
0.039 |
1.0% |
3.810 |
| Range |
0.058 |
0.064 |
0.006 |
10.3% |
0.175 |
| ATR |
0.067 |
0.067 |
0.000 |
-0.3% |
0.000 |
| Volume |
14,899 |
8,185 |
-6,714 |
-45.1% |
80,453 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.958 |
3.934 |
3.818 |
|
| R3 |
3.894 |
3.870 |
3.801 |
|
| R2 |
3.830 |
3.830 |
3.795 |
|
| R1 |
3.806 |
3.806 |
3.789 |
3.818 |
| PP |
3.766 |
3.766 |
3.766 |
3.772 |
| S1 |
3.742 |
3.742 |
3.777 |
3.754 |
| S2 |
3.702 |
3.702 |
3.771 |
|
| S3 |
3.638 |
3.678 |
3.765 |
|
| S4 |
3.574 |
3.614 |
3.748 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.343 |
4.252 |
3.906 |
|
| R3 |
4.168 |
4.077 |
3.858 |
|
| R2 |
3.993 |
3.993 |
3.842 |
|
| R1 |
3.902 |
3.902 |
3.826 |
3.860 |
| PP |
3.818 |
3.818 |
3.818 |
3.798 |
| S1 |
3.727 |
3.727 |
3.794 |
3.685 |
| S2 |
3.643 |
3.643 |
3.778 |
|
| S3 |
3.468 |
3.552 |
3.762 |
|
| S4 |
3.293 |
3.377 |
3.714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.901 |
3.725 |
0.176 |
4.7% |
0.073 |
1.9% |
33% |
False |
True |
15,002 |
| 10 |
3.910 |
3.725 |
0.185 |
4.9% |
0.067 |
1.8% |
31% |
False |
True |
13,380 |
| 20 |
3.910 |
3.725 |
0.185 |
4.9% |
0.063 |
1.7% |
31% |
False |
True |
12,320 |
| 40 |
3.944 |
3.720 |
0.224 |
5.9% |
0.063 |
1.7% |
28% |
False |
False |
10,934 |
| 60 |
3.965 |
3.683 |
0.282 |
7.5% |
0.060 |
1.6% |
35% |
False |
False |
9,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.061 |
|
2.618 |
3.957 |
|
1.618 |
3.893 |
|
1.000 |
3.853 |
|
0.618 |
3.829 |
|
HIGH |
3.789 |
|
0.618 |
3.765 |
|
0.500 |
3.757 |
|
0.382 |
3.749 |
|
LOW |
3.725 |
|
0.618 |
3.685 |
|
1.000 |
3.661 |
|
1.618 |
3.621 |
|
2.618 |
3.557 |
|
4.250 |
3.453 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.774 |
3.778 |
| PP |
3.766 |
3.773 |
| S1 |
3.757 |
3.768 |
|