NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 07-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
3.914 |
-0.086 |
-2.2% |
4.032 |
| High |
4.000 |
3.968 |
-0.032 |
-0.8% |
4.184 |
| Low |
3.887 |
3.866 |
-0.021 |
-0.5% |
3.908 |
| Close |
3.898 |
3.957 |
0.059 |
1.5% |
4.039 |
| Range |
0.113 |
0.102 |
-0.011 |
-9.7% |
0.276 |
| ATR |
0.116 |
0.115 |
-0.001 |
-0.9% |
0.000 |
| Volume |
103,475 |
141,149 |
37,674 |
36.4% |
604,641 |
|
| Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.236 |
4.199 |
4.013 |
|
| R3 |
4.134 |
4.097 |
3.985 |
|
| R2 |
4.032 |
4.032 |
3.976 |
|
| R1 |
3.995 |
3.995 |
3.966 |
4.014 |
| PP |
3.930 |
3.930 |
3.930 |
3.940 |
| S1 |
3.893 |
3.893 |
3.948 |
3.912 |
| S2 |
3.828 |
3.828 |
3.938 |
|
| S3 |
3.726 |
3.791 |
3.929 |
|
| S4 |
3.624 |
3.689 |
3.901 |
|
|
| 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 |
3.866 |
0.318 |
8.0% |
0.127 |
3.2% |
29% |
False |
True |
118,854 |
| 10 |
4.184 |
3.845 |
0.339 |
8.6% |
0.121 |
3.1% |
33% |
False |
False |
117,197 |
| 20 |
4.184 |
3.835 |
0.349 |
8.8% |
0.110 |
2.8% |
35% |
False |
False |
92,125 |
| 40 |
4.184 |
3.812 |
0.372 |
9.4% |
0.109 |
2.8% |
39% |
False |
False |
63,996 |
| 60 |
4.186 |
3.786 |
0.400 |
10.1% |
0.102 |
2.6% |
43% |
False |
False |
49,444 |
| 80 |
4.905 |
3.786 |
1.119 |
28.3% |
0.101 |
2.5% |
15% |
False |
False |
39,947 |
| 100 |
4.905 |
3.786 |
1.119 |
28.3% |
0.099 |
2.5% |
15% |
False |
False |
33,958 |
| 120 |
4.905 |
3.786 |
1.119 |
28.3% |
0.099 |
2.5% |
15% |
False |
False |
29,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.402 |
|
2.618 |
4.235 |
|
1.618 |
4.133 |
|
1.000 |
4.070 |
|
0.618 |
4.031 |
|
HIGH |
3.968 |
|
0.618 |
3.929 |
|
0.500 |
3.917 |
|
0.382 |
3.905 |
|
LOW |
3.866 |
|
0.618 |
3.803 |
|
1.000 |
3.764 |
|
1.618 |
3.701 |
|
2.618 |
3.599 |
|
4.250 |
3.433 |
|
|
| Fisher Pivots for day following 07-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.944 |
3.957 |
| PP |
3.930 |
3.957 |
| S1 |
3.917 |
3.957 |
|