NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 17-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2014 |
17-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.932 |
3.991 |
0.059 |
1.5% |
3.783 |
| High |
3.999 |
4.040 |
0.041 |
1.0% |
4.016 |
| Low |
3.863 |
3.960 |
0.097 |
2.5% |
3.761 |
| Close |
3.995 |
4.013 |
0.018 |
0.5% |
3.857 |
| Range |
0.136 |
0.080 |
-0.056 |
-41.2% |
0.255 |
| ATR |
0.109 |
0.107 |
-0.002 |
-1.9% |
0.000 |
| Volume |
114,574 |
105,992 |
-8,582 |
-7.5% |
612,963 |
|
| Daily Pivots for day following 17-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.244 |
4.209 |
4.057 |
|
| R3 |
4.164 |
4.129 |
4.035 |
|
| R2 |
4.084 |
4.084 |
4.028 |
|
| R1 |
4.049 |
4.049 |
4.020 |
4.067 |
| PP |
4.004 |
4.004 |
4.004 |
4.013 |
| S1 |
3.969 |
3.969 |
4.006 |
3.987 |
| S2 |
3.924 |
3.924 |
3.998 |
|
| S3 |
3.844 |
3.889 |
3.991 |
|
| S4 |
3.764 |
3.809 |
3.969 |
|
|
| 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 |
4.040 |
3.786 |
0.254 |
6.3% |
0.111 |
2.8% |
89% |
True |
False |
122,722 |
| 10 |
4.040 |
3.761 |
0.279 |
7.0% |
0.107 |
2.7% |
90% |
True |
False |
116,824 |
| 20 |
4.101 |
3.761 |
0.340 |
8.5% |
0.107 |
2.7% |
74% |
False |
False |
105,408 |
| 40 |
4.101 |
3.740 |
0.361 |
9.0% |
0.105 |
2.6% |
76% |
False |
False |
76,185 |
| 60 |
4.575 |
3.740 |
0.835 |
20.8% |
0.101 |
2.5% |
33% |
False |
False |
58,828 |
| 80 |
4.879 |
3.740 |
1.139 |
28.4% |
0.103 |
2.6% |
24% |
False |
False |
50,041 |
| 100 |
4.879 |
3.740 |
1.139 |
28.4% |
0.104 |
2.6% |
24% |
False |
False |
43,879 |
| 120 |
4.879 |
3.740 |
1.139 |
28.4% |
0.103 |
2.6% |
24% |
False |
False |
39,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.380 |
|
2.618 |
4.249 |
|
1.618 |
4.169 |
|
1.000 |
4.120 |
|
0.618 |
4.089 |
|
HIGH |
4.040 |
|
0.618 |
4.009 |
|
0.500 |
4.000 |
|
0.382 |
3.991 |
|
LOW |
3.960 |
|
0.618 |
3.911 |
|
1.000 |
3.880 |
|
1.618 |
3.831 |
|
2.618 |
3.751 |
|
4.250 |
3.620 |
|
|
| Fisher Pivots for day following 17-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.009 |
3.989 |
| PP |
4.004 |
3.964 |
| S1 |
4.000 |
3.940 |
|