NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 09-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2014 |
09-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.783 |
3.887 |
0.104 |
2.7% |
4.048 |
| High |
3.898 |
4.016 |
0.118 |
3.0% |
4.078 |
| Low |
3.761 |
3.853 |
0.092 |
2.4% |
3.781 |
| Close |
3.876 |
3.984 |
0.108 |
2.8% |
3.793 |
| Range |
0.137 |
0.163 |
0.026 |
19.0% |
0.297 |
| ATR |
0.106 |
0.110 |
0.004 |
3.9% |
0.000 |
| Volume |
104,498 |
175,063 |
70,565 |
67.5% |
451,513 |
|
| Daily Pivots for day following 09-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.440 |
4.375 |
4.074 |
|
| R3 |
4.277 |
4.212 |
4.029 |
|
| R2 |
4.114 |
4.114 |
4.014 |
|
| R1 |
4.049 |
4.049 |
3.999 |
4.082 |
| PP |
3.951 |
3.951 |
3.951 |
3.967 |
| S1 |
3.886 |
3.886 |
3.969 |
3.919 |
| S2 |
3.788 |
3.788 |
3.954 |
|
| S3 |
3.625 |
3.723 |
3.939 |
|
| S4 |
3.462 |
3.560 |
3.894 |
|
|
| Weekly Pivots for week ending 05-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.775 |
4.581 |
3.956 |
|
| R3 |
4.478 |
4.284 |
3.875 |
|
| R2 |
4.181 |
4.181 |
3.847 |
|
| R1 |
3.987 |
3.987 |
3.820 |
3.936 |
| PP |
3.884 |
3.884 |
3.884 |
3.858 |
| S1 |
3.690 |
3.690 |
3.766 |
3.639 |
| S2 |
3.587 |
3.587 |
3.739 |
|
| S3 |
3.290 |
3.393 |
3.711 |
|
| S4 |
2.993 |
3.096 |
3.630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.016 |
3.761 |
0.255 |
6.4% |
0.109 |
2.7% |
87% |
True |
False |
117,454 |
| 10 |
4.101 |
3.761 |
0.340 |
8.5% |
0.112 |
2.8% |
66% |
False |
False |
116,026 |
| 20 |
4.101 |
3.760 |
0.341 |
8.6% |
0.113 |
2.8% |
66% |
False |
False |
91,604 |
| 40 |
4.159 |
3.740 |
0.419 |
10.5% |
0.102 |
2.6% |
58% |
False |
False |
63,048 |
| 60 |
4.879 |
3.740 |
1.139 |
28.6% |
0.103 |
2.6% |
21% |
False |
False |
49,359 |
| 80 |
4.879 |
3.740 |
1.139 |
28.6% |
0.102 |
2.6% |
21% |
False |
False |
42,861 |
| 100 |
4.879 |
3.740 |
1.139 |
28.6% |
0.104 |
2.6% |
21% |
False |
False |
37,719 |
| 120 |
4.879 |
3.740 |
1.139 |
28.6% |
0.103 |
2.6% |
21% |
False |
False |
33,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.709 |
|
2.618 |
4.443 |
|
1.618 |
4.280 |
|
1.000 |
4.179 |
|
0.618 |
4.117 |
|
HIGH |
4.016 |
|
0.618 |
3.954 |
|
0.500 |
3.935 |
|
0.382 |
3.915 |
|
LOW |
3.853 |
|
0.618 |
3.752 |
|
1.000 |
3.690 |
|
1.618 |
3.589 |
|
2.618 |
3.426 |
|
4.250 |
3.160 |
|
|
| Fisher Pivots for day following 09-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.968 |
3.952 |
| PP |
3.951 |
3.920 |
| S1 |
3.935 |
3.889 |
|