NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 15-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2014 |
15-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.844 |
3.841 |
-0.003 |
-0.1% |
3.783 |
| High |
3.859 |
3.952 |
0.093 |
2.4% |
4.016 |
| Low |
3.786 |
3.839 |
0.053 |
1.4% |
3.761 |
| Close |
3.857 |
3.931 |
0.074 |
1.9% |
3.857 |
| Range |
0.073 |
0.113 |
0.040 |
54.8% |
0.255 |
| ATR |
0.107 |
0.107 |
0.000 |
0.4% |
0.000 |
| Volume |
106,439 |
136,717 |
30,278 |
28.4% |
612,963 |
|
| Daily Pivots for day following 15-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.246 |
4.202 |
3.993 |
|
| R3 |
4.133 |
4.089 |
3.962 |
|
| R2 |
4.020 |
4.020 |
3.952 |
|
| R1 |
3.976 |
3.976 |
3.941 |
3.998 |
| PP |
3.907 |
3.907 |
3.907 |
3.919 |
| S1 |
3.863 |
3.863 |
3.921 |
3.885 |
| S2 |
3.794 |
3.794 |
3.910 |
|
| S3 |
3.681 |
3.750 |
3.900 |
|
| S4 |
3.568 |
3.637 |
3.869 |
|
|
| 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 |
3.786 |
0.230 |
5.9% |
0.112 |
2.8% |
63% |
False |
False |
129,036 |
| 10 |
4.078 |
3.761 |
0.317 |
8.1% |
0.114 |
2.9% |
54% |
False |
False |
120,119 |
| 20 |
4.101 |
3.760 |
0.341 |
8.7% |
0.108 |
2.7% |
50% |
False |
False |
100,240 |
| 40 |
4.101 |
3.740 |
0.361 |
9.2% |
0.104 |
2.6% |
53% |
False |
False |
71,971 |
| 60 |
4.604 |
3.740 |
0.864 |
22.0% |
0.101 |
2.6% |
22% |
False |
False |
55,972 |
| 80 |
4.879 |
3.740 |
1.139 |
29.0% |
0.102 |
2.6% |
17% |
False |
False |
47,909 |
| 100 |
4.879 |
3.740 |
1.139 |
29.0% |
0.103 |
2.6% |
17% |
False |
False |
41,925 |
| 120 |
4.879 |
3.740 |
1.139 |
29.0% |
0.104 |
2.6% |
17% |
False |
False |
37,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.432 |
|
2.618 |
4.248 |
|
1.618 |
4.135 |
|
1.000 |
4.065 |
|
0.618 |
4.022 |
|
HIGH |
3.952 |
|
0.618 |
3.909 |
|
0.500 |
3.896 |
|
0.382 |
3.882 |
|
LOW |
3.839 |
|
0.618 |
3.769 |
|
1.000 |
3.726 |
|
1.618 |
3.656 |
|
2.618 |
3.543 |
|
4.250 |
3.359 |
|
|
| Fisher Pivots for day following 15-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.919 |
3.912 |
| PP |
3.907 |
3.893 |
| S1 |
3.896 |
3.875 |
|