NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 03-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4.032 |
3.960 |
-0.072 |
-1.8% |
4.032 |
| High |
4.059 |
4.047 |
-0.012 |
-0.3% |
4.184 |
| Low |
3.908 |
3.945 |
0.037 |
0.9% |
3.908 |
| Close |
3.932 |
4.039 |
0.107 |
2.7% |
4.039 |
| Range |
0.151 |
0.102 |
-0.049 |
-32.5% |
0.276 |
| ATR |
0.113 |
0.113 |
0.000 |
0.1% |
0.000 |
| Volume |
140,322 |
96,958 |
-43,364 |
-30.9% |
604,641 |
|
| Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.316 |
4.280 |
4.095 |
|
| R3 |
4.214 |
4.178 |
4.067 |
|
| R2 |
4.112 |
4.112 |
4.058 |
|
| R1 |
4.076 |
4.076 |
4.048 |
4.094 |
| PP |
4.010 |
4.010 |
4.010 |
4.020 |
| S1 |
3.974 |
3.974 |
4.030 |
3.992 |
| S2 |
3.908 |
3.908 |
4.020 |
|
| S3 |
3.806 |
3.872 |
4.011 |
|
| S4 |
3.704 |
3.770 |
3.983 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.872 |
4.731 |
4.191 |
|
| R3 |
4.596 |
4.455 |
4.115 |
|
| R2 |
4.320 |
4.320 |
4.090 |
|
| R1 |
4.179 |
4.179 |
4.064 |
4.250 |
| PP |
4.044 |
4.044 |
4.044 |
4.079 |
| S1 |
3.903 |
3.903 |
4.014 |
3.974 |
| S2 |
3.768 |
3.768 |
3.988 |
|
| S3 |
3.492 |
3.627 |
3.963 |
|
| S4 |
3.216 |
3.351 |
3.887 |
|
|
| 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 |
6.8% |
0.130 |
3.2% |
47% |
False |
False |
120,928 |
| 10 |
4.184 |
3.845 |
0.339 |
8.4% |
0.116 |
2.9% |
57% |
False |
False |
106,006 |
| 20 |
4.184 |
3.812 |
0.372 |
9.2% |
0.114 |
2.8% |
61% |
False |
False |
83,630 |
| 40 |
4.184 |
3.812 |
0.372 |
9.2% |
0.108 |
2.7% |
61% |
False |
False |
60,437 |
| 60 |
4.204 |
3.786 |
0.418 |
10.3% |
0.100 |
2.5% |
61% |
False |
False |
45,882 |
| 80 |
4.905 |
3.786 |
1.119 |
27.7% |
0.101 |
2.5% |
23% |
False |
False |
37,309 |
| 100 |
4.905 |
3.786 |
1.119 |
27.7% |
0.099 |
2.5% |
23% |
False |
False |
31,686 |
| 120 |
4.905 |
3.786 |
1.119 |
27.7% |
0.098 |
2.4% |
23% |
False |
False |
27,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.481 |
|
2.618 |
4.314 |
|
1.618 |
4.212 |
|
1.000 |
4.149 |
|
0.618 |
4.110 |
|
HIGH |
4.047 |
|
0.618 |
4.008 |
|
0.500 |
3.996 |
|
0.382 |
3.984 |
|
LOW |
3.945 |
|
0.618 |
3.882 |
|
1.000 |
3.843 |
|
1.618 |
3.780 |
|
2.618 |
3.678 |
|
4.250 |
3.512 |
|
|
| Fisher Pivots for day following 03-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.025 |
4.046 |
| PP |
4.010 |
4.044 |
| S1 |
3.996 |
4.041 |
|