NYMEX Natural Gas Future April 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 |
3.730 |
3.702 |
-0.028 |
-0.8% |
3.781 |
| High |
3.742 |
3.763 |
0.021 |
0.6% |
3.789 |
| Low |
3.713 |
3.702 |
-0.011 |
-0.3% |
3.695 |
| Close |
3.723 |
3.755 |
0.032 |
0.9% |
3.723 |
| Range |
0.029 |
0.061 |
0.032 |
110.3% |
0.094 |
| ATR |
0.064 |
0.064 |
0.000 |
-0.4% |
0.000 |
| Volume |
16,204 |
8,374 |
-7,830 |
-48.3% |
63,207 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.923 |
3.900 |
3.789 |
|
| R3 |
3.862 |
3.839 |
3.772 |
|
| R2 |
3.801 |
3.801 |
3.766 |
|
| R1 |
3.778 |
3.778 |
3.761 |
3.790 |
| PP |
3.740 |
3.740 |
3.740 |
3.746 |
| S1 |
3.717 |
3.717 |
3.749 |
3.729 |
| S2 |
3.679 |
3.679 |
3.744 |
|
| S3 |
3.618 |
3.656 |
3.738 |
|
| S4 |
3.557 |
3.595 |
3.721 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.018 |
3.964 |
3.775 |
|
| R3 |
3.924 |
3.870 |
3.749 |
|
| R2 |
3.830 |
3.830 |
3.740 |
|
| R1 |
3.776 |
3.776 |
3.732 |
3.756 |
| PP |
3.736 |
3.736 |
3.736 |
3.726 |
| S1 |
3.682 |
3.682 |
3.714 |
3.662 |
| S2 |
3.642 |
3.642 |
3.706 |
|
| S3 |
3.548 |
3.588 |
3.697 |
|
| S4 |
3.454 |
3.494 |
3.671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.789 |
3.695 |
0.094 |
2.5% |
0.055 |
1.5% |
64% |
False |
False |
11,336 |
| 10 |
3.905 |
3.695 |
0.210 |
5.6% |
0.063 |
1.7% |
29% |
False |
False |
14,063 |
| 20 |
3.910 |
3.695 |
0.215 |
5.7% |
0.062 |
1.7% |
28% |
False |
False |
12,253 |
| 40 |
3.944 |
3.695 |
0.249 |
6.6% |
0.063 |
1.7% |
24% |
False |
False |
11,295 |
| 60 |
3.944 |
3.683 |
0.261 |
7.0% |
0.061 |
1.6% |
28% |
False |
False |
9,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.022 |
|
2.618 |
3.923 |
|
1.618 |
3.862 |
|
1.000 |
3.824 |
|
0.618 |
3.801 |
|
HIGH |
3.763 |
|
0.618 |
3.740 |
|
0.500 |
3.733 |
|
0.382 |
3.725 |
|
LOW |
3.702 |
|
0.618 |
3.664 |
|
1.000 |
3.641 |
|
1.618 |
3.603 |
|
2.618 |
3.542 |
|
4.250 |
3.443 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.748 |
3.746 |
| PP |
3.740 |
3.738 |
| S1 |
3.733 |
3.729 |
|