NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 12-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2014 |
12-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.954 |
3.844 |
-0.110 |
-2.8% |
3.783 |
| High |
3.963 |
3.859 |
-0.104 |
-2.6% |
4.016 |
| Low |
3.809 |
3.786 |
-0.023 |
-0.6% |
3.761 |
| Close |
3.823 |
3.857 |
0.034 |
0.9% |
3.857 |
| Range |
0.154 |
0.073 |
-0.081 |
-52.6% |
0.255 |
| ATR |
0.109 |
0.107 |
-0.003 |
-2.4% |
0.000 |
| Volume |
149,892 |
106,439 |
-43,453 |
-29.0% |
612,963 |
|
| Daily Pivots for day following 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.053 |
4.028 |
3.897 |
|
| R3 |
3.980 |
3.955 |
3.877 |
|
| R2 |
3.907 |
3.907 |
3.870 |
|
| R1 |
3.882 |
3.882 |
3.864 |
3.895 |
| PP |
3.834 |
3.834 |
3.834 |
3.840 |
| S1 |
3.809 |
3.809 |
3.850 |
3.822 |
| S2 |
3.761 |
3.761 |
3.844 |
|
| S3 |
3.688 |
3.736 |
3.837 |
|
| S4 |
3.615 |
3.663 |
3.817 |
|
|
| Weekly Pivots for week ending 12-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.643 |
4.505 |
3.997 |
|
| R3 |
4.388 |
4.250 |
3.927 |
|
| R2 |
4.133 |
4.133 |
3.904 |
|
| R1 |
3.995 |
3.995 |
3.880 |
4.064 |
| PP |
3.878 |
3.878 |
3.878 |
3.913 |
| S1 |
3.740 |
3.740 |
3.834 |
3.809 |
| S2 |
3.623 |
3.623 |
3.810 |
|
| S3 |
3.368 |
3.485 |
3.787 |
|
| S4 |
3.113 |
3.230 |
3.717 |
|
|
| 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 |
6.6% |
0.117 |
3.0% |
38% |
False |
False |
122,592 |
| 10 |
4.085 |
3.761 |
0.324 |
8.4% |
0.110 |
2.8% |
30% |
False |
False |
113,738 |
| 20 |
4.101 |
3.760 |
0.341 |
8.8% |
0.109 |
2.8% |
28% |
False |
False |
96,332 |
| 40 |
4.101 |
3.740 |
0.361 |
9.4% |
0.102 |
2.6% |
32% |
False |
False |
69,624 |
| 60 |
4.688 |
3.740 |
0.948 |
24.6% |
0.101 |
2.6% |
12% |
False |
False |
53,920 |
| 80 |
4.879 |
3.740 |
1.139 |
29.5% |
0.102 |
2.6% |
10% |
False |
False |
46,485 |
| 100 |
4.879 |
3.740 |
1.139 |
29.5% |
0.103 |
2.7% |
10% |
False |
False |
40,657 |
| 120 |
4.879 |
3.740 |
1.139 |
29.5% |
0.104 |
2.7% |
10% |
False |
False |
36,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.169 |
|
2.618 |
4.050 |
|
1.618 |
3.977 |
|
1.000 |
3.932 |
|
0.618 |
3.904 |
|
HIGH |
3.859 |
|
0.618 |
3.831 |
|
0.500 |
3.823 |
|
0.382 |
3.814 |
|
LOW |
3.786 |
|
0.618 |
3.741 |
|
1.000 |
3.713 |
|
1.618 |
3.668 |
|
2.618 |
3.595 |
|
4.250 |
3.476 |
|
|
| Fisher Pivots for day following 12-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.846 |
3.890 |
| PP |
3.834 |
3.879 |
| S1 |
3.823 |
3.868 |
|