NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 02-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4.130 |
4.032 |
-0.098 |
-2.4% |
3.904 |
| High |
4.184 |
4.059 |
-0.125 |
-3.0% |
4.040 |
| Low |
4.017 |
3.908 |
-0.109 |
-2.7% |
3.845 |
| Close |
4.023 |
3.932 |
-0.091 |
-2.3% |
4.029 |
| Range |
0.167 |
0.151 |
-0.016 |
-9.6% |
0.195 |
| ATR |
0.110 |
0.113 |
0.003 |
2.7% |
0.000 |
| Volume |
112,367 |
140,322 |
27,955 |
24.9% |
455,421 |
|
| Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.419 |
4.327 |
4.015 |
|
| R3 |
4.268 |
4.176 |
3.974 |
|
| R2 |
4.117 |
4.117 |
3.960 |
|
| R1 |
4.025 |
4.025 |
3.946 |
3.996 |
| PP |
3.966 |
3.966 |
3.966 |
3.952 |
| S1 |
3.874 |
3.874 |
3.918 |
3.845 |
| S2 |
3.815 |
3.815 |
3.904 |
|
| S3 |
3.664 |
3.723 |
3.890 |
|
| S4 |
3.513 |
3.572 |
3.849 |
|
|
| 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 |
3.908 |
0.276 |
7.0% |
0.124 |
3.2% |
9% |
False |
True |
121,645 |
| 10 |
4.184 |
3.845 |
0.339 |
8.6% |
0.115 |
2.9% |
26% |
False |
False |
102,127 |
| 20 |
4.184 |
3.812 |
0.372 |
9.5% |
0.112 |
2.9% |
32% |
False |
False |
80,316 |
| 40 |
4.184 |
3.812 |
0.372 |
9.5% |
0.108 |
2.8% |
32% |
False |
False |
58,450 |
| 60 |
4.224 |
3.786 |
0.438 |
11.1% |
0.100 |
2.5% |
33% |
False |
False |
44,468 |
| 80 |
4.905 |
3.786 |
1.119 |
28.5% |
0.101 |
2.6% |
13% |
False |
False |
36,320 |
| 100 |
4.905 |
3.786 |
1.119 |
28.5% |
0.099 |
2.5% |
13% |
False |
False |
30,799 |
| 120 |
4.905 |
3.786 |
1.119 |
28.5% |
0.098 |
2.5% |
13% |
False |
False |
26,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.701 |
|
2.618 |
4.454 |
|
1.618 |
4.303 |
|
1.000 |
4.210 |
|
0.618 |
4.152 |
|
HIGH |
4.059 |
|
0.618 |
4.001 |
|
0.500 |
3.984 |
|
0.382 |
3.966 |
|
LOW |
3.908 |
|
0.618 |
3.815 |
|
1.000 |
3.757 |
|
1.618 |
3.664 |
|
2.618 |
3.513 |
|
4.250 |
3.266 |
|
|
| Fisher Pivots for day following 02-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.984 |
4.046 |
| PP |
3.966 |
4.008 |
| S1 |
3.949 |
3.970 |
|