NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 16-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2014 |
16-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.841 |
3.932 |
0.091 |
2.4% |
3.783 |
| High |
3.952 |
3.999 |
0.047 |
1.2% |
4.016 |
| Low |
3.839 |
3.863 |
0.024 |
0.6% |
3.761 |
| Close |
3.931 |
3.995 |
0.064 |
1.6% |
3.857 |
| Range |
0.113 |
0.136 |
0.023 |
20.4% |
0.255 |
| ATR |
0.107 |
0.109 |
0.002 |
1.9% |
0.000 |
| Volume |
136,717 |
114,574 |
-22,143 |
-16.2% |
612,963 |
|
| Daily Pivots for day following 16-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.360 |
4.314 |
4.070 |
|
| R3 |
4.224 |
4.178 |
4.032 |
|
| R2 |
4.088 |
4.088 |
4.020 |
|
| R1 |
4.042 |
4.042 |
4.007 |
4.065 |
| PP |
3.952 |
3.952 |
3.952 |
3.964 |
| S1 |
3.906 |
3.906 |
3.983 |
3.929 |
| S2 |
3.816 |
3.816 |
3.970 |
|
| S3 |
3.680 |
3.770 |
3.958 |
|
| S4 |
3.544 |
3.634 |
3.920 |
|
|
| 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 |
3.999 |
3.786 |
0.213 |
5.3% |
0.107 |
2.7% |
98% |
True |
False |
116,938 |
| 10 |
4.016 |
3.761 |
0.255 |
6.4% |
0.108 |
2.7% |
92% |
False |
False |
117,196 |
| 20 |
4.101 |
3.761 |
0.340 |
8.5% |
0.109 |
2.7% |
69% |
False |
False |
103,154 |
| 40 |
4.101 |
3.740 |
0.361 |
9.0% |
0.106 |
2.6% |
71% |
False |
False |
74,404 |
| 60 |
4.575 |
3.740 |
0.835 |
20.9% |
0.102 |
2.5% |
31% |
False |
False |
57,426 |
| 80 |
4.879 |
3.740 |
1.139 |
28.5% |
0.102 |
2.6% |
22% |
False |
False |
49,101 |
| 100 |
4.879 |
3.740 |
1.139 |
28.5% |
0.104 |
2.6% |
22% |
False |
False |
42,935 |
| 120 |
4.879 |
3.740 |
1.139 |
28.5% |
0.104 |
2.6% |
22% |
False |
False |
38,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.577 |
|
2.618 |
4.355 |
|
1.618 |
4.219 |
|
1.000 |
4.135 |
|
0.618 |
4.083 |
|
HIGH |
3.999 |
|
0.618 |
3.947 |
|
0.500 |
3.931 |
|
0.382 |
3.915 |
|
LOW |
3.863 |
|
0.618 |
3.779 |
|
1.000 |
3.727 |
|
1.618 |
3.643 |
|
2.618 |
3.507 |
|
4.250 |
3.285 |
|
|
| Fisher Pivots for day following 16-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.974 |
3.961 |
| PP |
3.952 |
3.927 |
| S1 |
3.931 |
3.893 |
|