NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.960 |
4.000 |
0.040 |
1.0% |
4.032 |
| High |
4.047 |
4.000 |
-0.047 |
-1.2% |
4.184 |
| Low |
3.945 |
3.887 |
-0.058 |
-1.5% |
3.908 |
| Close |
4.039 |
3.898 |
-0.141 |
-3.5% |
4.039 |
| Range |
0.102 |
0.113 |
0.011 |
10.8% |
0.276 |
| ATR |
0.113 |
0.116 |
0.003 |
2.5% |
0.000 |
| Volume |
96,958 |
103,475 |
6,517 |
6.7% |
604,641 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.267 |
4.196 |
3.960 |
|
| R3 |
4.154 |
4.083 |
3.929 |
|
| R2 |
4.041 |
4.041 |
3.919 |
|
| R1 |
3.970 |
3.970 |
3.908 |
3.949 |
| PP |
3.928 |
3.928 |
3.928 |
3.918 |
| S1 |
3.857 |
3.857 |
3.888 |
3.836 |
| S2 |
3.815 |
3.815 |
3.877 |
|
| S3 |
3.702 |
3.744 |
3.867 |
|
| S4 |
3.589 |
3.631 |
3.836 |
|
|
| 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 |
3.887 |
0.297 |
7.6% |
0.123 |
3.1% |
4% |
False |
True |
115,770 |
| 10 |
4.184 |
3.845 |
0.339 |
8.7% |
0.120 |
3.1% |
16% |
False |
False |
109,753 |
| 20 |
4.184 |
3.835 |
0.349 |
9.0% |
0.113 |
2.9% |
18% |
False |
False |
87,253 |
| 40 |
4.184 |
3.812 |
0.372 |
9.5% |
0.108 |
2.8% |
23% |
False |
False |
61,648 |
| 60 |
4.204 |
3.786 |
0.418 |
10.7% |
0.101 |
2.6% |
27% |
False |
False |
47,282 |
| 80 |
4.905 |
3.786 |
1.119 |
28.7% |
0.100 |
2.6% |
10% |
False |
False |
38,449 |
| 100 |
4.905 |
3.786 |
1.119 |
28.7% |
0.100 |
2.6% |
10% |
False |
False |
32,610 |
| 120 |
4.905 |
3.786 |
1.119 |
28.7% |
0.098 |
2.5% |
10% |
False |
False |
28,145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.480 |
|
2.618 |
4.296 |
|
1.618 |
4.183 |
|
1.000 |
4.113 |
|
0.618 |
4.070 |
|
HIGH |
4.000 |
|
0.618 |
3.957 |
|
0.500 |
3.944 |
|
0.382 |
3.930 |
|
LOW |
3.887 |
|
0.618 |
3.817 |
|
1.000 |
3.774 |
|
1.618 |
3.704 |
|
2.618 |
3.591 |
|
4.250 |
3.407 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.944 |
3.973 |
| PP |
3.928 |
3.948 |
| S1 |
3.913 |
3.923 |
|