NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.696 |
3.692 |
-0.004 |
-0.1% |
3.781 |
| High |
3.715 |
3.707 |
-0.008 |
-0.2% |
3.789 |
| Low |
3.656 |
3.631 |
-0.025 |
-0.7% |
3.695 |
| Close |
3.681 |
3.693 |
0.012 |
0.3% |
3.723 |
| Range |
0.059 |
0.076 |
0.017 |
28.8% |
0.094 |
| ATR |
0.066 |
0.066 |
0.001 |
1.1% |
0.000 |
| Volume |
14,328 |
10,140 |
-4,188 |
-29.2% |
63,207 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.905 |
3.875 |
3.735 |
|
| R3 |
3.829 |
3.799 |
3.714 |
|
| R2 |
3.753 |
3.753 |
3.707 |
|
| R1 |
3.723 |
3.723 |
3.700 |
3.738 |
| PP |
3.677 |
3.677 |
3.677 |
3.685 |
| S1 |
3.647 |
3.647 |
3.686 |
3.662 |
| S2 |
3.601 |
3.601 |
3.679 |
|
| S3 |
3.525 |
3.571 |
3.672 |
|
| S4 |
3.449 |
3.495 |
3.651 |
|
|
| 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 |
3.779 |
3.631 |
0.148 |
4.0% |
0.064 |
1.7% |
42% |
False |
True |
11,367 |
| 10 |
3.811 |
3.631 |
0.180 |
4.9% |
0.061 |
1.6% |
34% |
False |
True |
12,113 |
| 20 |
3.910 |
3.631 |
0.279 |
7.6% |
0.063 |
1.7% |
22% |
False |
True |
12,177 |
| 40 |
3.944 |
3.631 |
0.313 |
8.5% |
0.064 |
1.7% |
20% |
False |
True |
11,658 |
| 60 |
3.944 |
3.631 |
0.313 |
8.5% |
0.063 |
1.7% |
20% |
False |
True |
10,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.030 |
|
2.618 |
3.906 |
|
1.618 |
3.830 |
|
1.000 |
3.783 |
|
0.618 |
3.754 |
|
HIGH |
3.707 |
|
0.618 |
3.678 |
|
0.500 |
3.669 |
|
0.382 |
3.660 |
|
LOW |
3.631 |
|
0.618 |
3.584 |
|
1.000 |
3.555 |
|
1.618 |
3.508 |
|
2.618 |
3.432 |
|
4.250 |
3.308 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.685 |
3.705 |
| PP |
3.677 |
3.701 |
| S1 |
3.669 |
3.697 |
|