NYMEX Natural Gas Future November 2014
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4.134 |
4.130 |
-0.004 |
-0.1% |
3.904 |
High |
4.178 |
4.184 |
0.006 |
0.1% |
4.040 |
Low |
4.098 |
4.017 |
-0.081 |
-2.0% |
3.845 |
Close |
4.121 |
4.023 |
-0.098 |
-2.4% |
4.029 |
Range |
0.080 |
0.167 |
0.087 |
108.8% |
0.195 |
ATR |
0.106 |
0.110 |
0.004 |
4.2% |
0.000 |
Volume |
125,731 |
112,367 |
-13,364 |
-10.6% |
455,421 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.576 |
4.466 |
4.115 |
|
R3 |
4.409 |
4.299 |
4.069 |
|
R2 |
4.242 |
4.242 |
4.054 |
|
R1 |
4.132 |
4.132 |
4.038 |
4.104 |
PP |
4.075 |
4.075 |
4.075 |
4.060 |
S1 |
3.965 |
3.965 |
4.008 |
3.937 |
S2 |
3.908 |
3.908 |
3.992 |
|
S3 |
3.741 |
3.798 |
3.977 |
|
S4 |
3.574 |
3.631 |
3.931 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.556 |
4.488 |
4.136 |
|
R3 |
4.361 |
4.293 |
4.083 |
|
R2 |
4.166 |
4.166 |
4.065 |
|
R1 |
4.098 |
4.098 |
4.047 |
4.132 |
PP |
3.971 |
3.971 |
3.971 |
3.989 |
S1 |
3.903 |
3.903 |
4.011 |
3.937 |
S2 |
3.776 |
3.776 |
3.993 |
|
S3 |
3.581 |
3.708 |
3.975 |
|
S4 |
3.386 |
3.513 |
3.922 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.184 |
3.874 |
0.310 |
7.7% |
0.122 |
3.0% |
48% |
True |
False |
121,419 |
10 |
4.184 |
3.845 |
0.339 |
8.4% |
0.113 |
2.8% |
53% |
True |
False |
96,124 |
20 |
4.184 |
3.812 |
0.372 |
9.2% |
0.109 |
2.7% |
57% |
True |
False |
75,099 |
40 |
4.184 |
3.812 |
0.372 |
9.2% |
0.106 |
2.6% |
57% |
True |
False |
55,417 |
60 |
4.259 |
3.786 |
0.473 |
11.8% |
0.098 |
2.4% |
50% |
False |
False |
42,449 |
80 |
4.905 |
3.786 |
1.119 |
27.8% |
0.100 |
2.5% |
21% |
False |
False |
34,739 |
100 |
4.905 |
3.786 |
1.119 |
27.8% |
0.099 |
2.5% |
21% |
False |
False |
29,488 |
120 |
4.905 |
3.786 |
1.119 |
27.8% |
0.097 |
2.4% |
21% |
False |
False |
25,419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.894 |
2.618 |
4.621 |
1.618 |
4.454 |
1.000 |
4.351 |
0.618 |
4.287 |
HIGH |
4.184 |
0.618 |
4.120 |
0.500 |
4.101 |
0.382 |
4.081 |
LOW |
4.017 |
0.618 |
3.914 |
1.000 |
3.850 |
1.618 |
3.747 |
2.618 |
3.580 |
4.250 |
3.307 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4.101 |
4.098 |
PP |
4.075 |
4.073 |
S1 |
4.049 |
4.048 |
|