NYMEX Natural Gas Future October 2014
| Trading Metrics calculated at close of trading on 26-Sep-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2014 |
26-Sep-2014 |
Change |
Change % |
Previous Week |
| Open |
3.895 |
3.963 |
0.068 |
1.7% |
3.840 |
| High |
3.974 |
3.996 |
0.022 |
0.6% |
3.996 |
| Low |
3.823 |
3.919 |
0.096 |
2.5% |
3.796 |
| Close |
3.971 |
3.984 |
0.013 |
0.3% |
3.984 |
| Range |
0.151 |
0.077 |
-0.074 |
-49.0% |
0.200 |
| ATR |
0.109 |
0.106 |
-0.002 |
-2.1% |
0.000 |
| Volume |
80,683 |
9,529 |
-71,154 |
-88.2% |
308,564 |
|
| Daily Pivots for day following 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.168 |
4.026 |
|
| R3 |
4.120 |
4.091 |
4.005 |
|
| R2 |
4.043 |
4.043 |
3.998 |
|
| R1 |
4.014 |
4.014 |
3.991 |
4.029 |
| PP |
3.966 |
3.966 |
3.966 |
3.974 |
| S1 |
3.937 |
3.937 |
3.977 |
3.952 |
| S2 |
3.889 |
3.889 |
3.970 |
|
| S3 |
3.812 |
3.860 |
3.963 |
|
| S4 |
3.735 |
3.783 |
3.942 |
|
|
| Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.525 |
4.455 |
4.094 |
|
| R3 |
4.325 |
4.255 |
4.039 |
|
| R2 |
4.125 |
4.125 |
4.021 |
|
| R1 |
4.055 |
4.055 |
4.002 |
4.090 |
| PP |
3.925 |
3.925 |
3.925 |
3.943 |
| S1 |
3.855 |
3.855 |
3.966 |
3.890 |
| S2 |
3.725 |
3.725 |
3.947 |
|
| S3 |
3.525 |
3.655 |
3.929 |
|
| S4 |
3.325 |
3.455 |
3.874 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.996 |
3.796 |
0.200 |
5.0% |
0.104 |
2.6% |
94% |
True |
False |
61,712 |
| 10 |
4.040 |
3.796 |
0.244 |
6.1% |
0.107 |
2.7% |
77% |
False |
False |
87,767 |
| 20 |
4.085 |
3.761 |
0.324 |
8.1% |
0.108 |
2.7% |
69% |
False |
False |
100,753 |
| 40 |
4.101 |
3.760 |
0.341 |
8.6% |
0.106 |
2.7% |
66% |
False |
False |
84,660 |
| 60 |
4.394 |
3.740 |
0.654 |
16.4% |
0.101 |
2.5% |
37% |
False |
False |
65,225 |
| 80 |
4.879 |
3.740 |
1.139 |
28.6% |
0.103 |
2.6% |
21% |
False |
False |
54,640 |
| 100 |
4.879 |
3.740 |
1.139 |
28.6% |
0.104 |
2.6% |
21% |
False |
False |
48,110 |
| 120 |
4.879 |
3.740 |
1.139 |
28.6% |
0.103 |
2.6% |
21% |
False |
False |
42,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.323 |
|
2.618 |
4.198 |
|
1.618 |
4.121 |
|
1.000 |
4.073 |
|
0.618 |
4.044 |
|
HIGH |
3.996 |
|
0.618 |
3.967 |
|
0.500 |
3.958 |
|
0.382 |
3.948 |
|
LOW |
3.919 |
|
0.618 |
3.871 |
|
1.000 |
3.842 |
|
1.618 |
3.794 |
|
2.618 |
3.717 |
|
4.250 |
3.592 |
|
|
| Fisher Pivots for day following 26-Sep-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.975 |
3.955 |
| PP |
3.966 |
3.925 |
| S1 |
3.958 |
3.896 |
|