NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 09-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2014 |
09-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.939 |
3.861 |
-0.078 |
-2.0% |
4.032 |
| High |
3.947 |
3.941 |
-0.006 |
-0.2% |
4.184 |
| Low |
3.837 |
3.815 |
-0.022 |
-0.6% |
3.908 |
| Close |
3.855 |
3.845 |
-0.010 |
-0.3% |
4.039 |
| Range |
0.110 |
0.126 |
0.016 |
14.5% |
0.276 |
| ATR |
0.115 |
0.116 |
0.001 |
0.7% |
0.000 |
| Volume |
142,581 |
170,171 |
27,590 |
19.4% |
604,641 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.245 |
4.171 |
3.914 |
|
| R3 |
4.119 |
4.045 |
3.880 |
|
| R2 |
3.993 |
3.993 |
3.868 |
|
| R1 |
3.919 |
3.919 |
3.857 |
3.893 |
| PP |
3.867 |
3.867 |
3.867 |
3.854 |
| S1 |
3.793 |
3.793 |
3.833 |
3.767 |
| S2 |
3.741 |
3.741 |
3.822 |
|
| S3 |
3.615 |
3.667 |
3.810 |
|
| S4 |
3.489 |
3.541 |
3.776 |
|
|
| 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 |
4.047 |
3.815 |
0.232 |
6.0% |
0.111 |
2.9% |
13% |
False |
True |
130,866 |
| 10 |
4.184 |
3.815 |
0.369 |
9.6% |
0.117 |
3.1% |
8% |
False |
True |
126,256 |
| 20 |
4.184 |
3.815 |
0.369 |
9.6% |
0.112 |
2.9% |
8% |
False |
True |
101,659 |
| 40 |
4.184 |
3.812 |
0.372 |
9.7% |
0.109 |
2.8% |
9% |
False |
False |
69,164 |
| 60 |
4.184 |
3.786 |
0.398 |
10.4% |
0.104 |
2.7% |
15% |
False |
False |
54,206 |
| 80 |
4.783 |
3.786 |
0.997 |
25.9% |
0.100 |
2.6% |
6% |
False |
False |
43,552 |
| 100 |
4.905 |
3.786 |
1.119 |
29.1% |
0.100 |
2.6% |
5% |
False |
False |
36,968 |
| 120 |
4.905 |
3.786 |
1.119 |
29.1% |
0.098 |
2.5% |
5% |
False |
False |
31,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.477 |
|
2.618 |
4.271 |
|
1.618 |
4.145 |
|
1.000 |
4.067 |
|
0.618 |
4.019 |
|
HIGH |
3.941 |
|
0.618 |
3.893 |
|
0.500 |
3.878 |
|
0.382 |
3.863 |
|
LOW |
3.815 |
|
0.618 |
3.737 |
|
1.000 |
3.689 |
|
1.618 |
3.611 |
|
2.618 |
3.485 |
|
4.250 |
3.280 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.878 |
3.892 |
| PP |
3.867 |
3.876 |
| S1 |
3.856 |
3.861 |
|