NYMEX Natural Gas Future October 2014
Trading Metrics calculated at close of trading on 18-Sep-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2014 |
18-Sep-2014 |
Change |
Change % |
Previous Week |
Open |
3.991 |
4.009 |
0.018 |
0.5% |
3.783 |
High |
4.040 |
4.027 |
-0.013 |
-0.3% |
4.016 |
Low |
3.960 |
3.897 |
-0.063 |
-1.6% |
3.761 |
Close |
4.013 |
3.910 |
-0.103 |
-2.6% |
3.857 |
Range |
0.080 |
0.130 |
0.050 |
62.5% |
0.255 |
ATR |
0.107 |
0.109 |
0.002 |
1.5% |
0.000 |
Volume |
105,992 |
127,102 |
21,110 |
19.9% |
612,963 |
|
Daily Pivots for day following 18-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.335 |
4.252 |
3.982 |
|
R3 |
4.205 |
4.122 |
3.946 |
|
R2 |
4.075 |
4.075 |
3.934 |
|
R1 |
3.992 |
3.992 |
3.922 |
3.969 |
PP |
3.945 |
3.945 |
3.945 |
3.933 |
S1 |
3.862 |
3.862 |
3.898 |
3.839 |
S2 |
3.815 |
3.815 |
3.886 |
|
S3 |
3.685 |
3.732 |
3.874 |
|
S4 |
3.555 |
3.602 |
3.839 |
|
|
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 |
6.5% |
0.106 |
2.7% |
49% |
False |
False |
118,164 |
10 |
4.040 |
3.761 |
0.279 |
7.1% |
0.111 |
2.8% |
53% |
False |
False |
116,989 |
20 |
4.101 |
3.761 |
0.340 |
8.7% |
0.109 |
2.8% |
44% |
False |
False |
108,994 |
40 |
4.101 |
3.740 |
0.361 |
9.2% |
0.107 |
2.7% |
47% |
False |
False |
78,658 |
60 |
4.575 |
3.740 |
0.835 |
21.4% |
0.101 |
2.6% |
20% |
False |
False |
60,603 |
80 |
4.879 |
3.740 |
1.139 |
29.1% |
0.102 |
2.6% |
15% |
False |
False |
51,506 |
100 |
4.879 |
3.740 |
1.139 |
29.1% |
0.104 |
2.7% |
15% |
False |
False |
45,079 |
120 |
4.879 |
3.740 |
1.139 |
29.1% |
0.104 |
2.7% |
15% |
False |
False |
39,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.580 |
2.618 |
4.367 |
1.618 |
4.237 |
1.000 |
4.157 |
0.618 |
4.107 |
HIGH |
4.027 |
0.618 |
3.977 |
0.500 |
3.962 |
0.382 |
3.947 |
LOW |
3.897 |
0.618 |
3.817 |
1.000 |
3.767 |
1.618 |
3.687 |
2.618 |
3.557 |
4.250 |
3.345 |
|
|
Fisher Pivots for day following 18-Sep-2014 |
Pivot |
1 day |
3 day |
R1 |
3.962 |
3.952 |
PP |
3.945 |
3.938 |
S1 |
3.927 |
3.924 |
|