NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4.210 |
4.192 |
-0.018 |
-0.4% |
3.992 |
High |
4.242 |
4.246 |
0.004 |
0.1% |
4.121 |
Low |
4.165 |
4.083 |
-0.082 |
-2.0% |
3.939 |
Close |
4.190 |
4.089 |
-0.101 |
-2.4% |
4.114 |
Range |
0.077 |
0.163 |
0.086 |
111.7% |
0.182 |
ATR |
0.099 |
0.103 |
0.005 |
4.6% |
0.000 |
Volume |
29,483 |
36,619 |
7,136 |
24.2% |
121,419 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.628 |
4.522 |
4.179 |
|
R3 |
4.465 |
4.359 |
4.134 |
|
R2 |
4.302 |
4.302 |
4.119 |
|
R1 |
4.196 |
4.196 |
4.104 |
4.168 |
PP |
4.139 |
4.139 |
4.139 |
4.125 |
S1 |
4.033 |
4.033 |
4.074 |
4.005 |
S2 |
3.976 |
3.976 |
4.059 |
|
S3 |
3.813 |
3.870 |
4.044 |
|
S4 |
3.650 |
3.707 |
3.999 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.604 |
4.541 |
4.214 |
|
R3 |
4.422 |
4.359 |
4.164 |
|
R2 |
4.240 |
4.240 |
4.147 |
|
R1 |
4.177 |
4.177 |
4.131 |
4.209 |
PP |
4.058 |
4.058 |
4.058 |
4.074 |
S1 |
3.995 |
3.995 |
4.097 |
4.027 |
S2 |
3.876 |
3.876 |
4.081 |
|
S3 |
3.694 |
3.813 |
4.064 |
|
S4 |
3.512 |
3.631 |
4.014 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.246 |
3.966 |
0.280 |
6.8% |
0.114 |
2.8% |
44% |
True |
False |
28,337 |
10 |
4.246 |
3.939 |
0.307 |
7.5% |
0.105 |
2.6% |
49% |
True |
False |
26,544 |
20 |
4.246 |
3.901 |
0.345 |
8.4% |
0.102 |
2.5% |
54% |
True |
False |
25,372 |
40 |
4.252 |
3.901 |
0.351 |
8.6% |
0.100 |
2.5% |
54% |
False |
False |
21,195 |
60 |
4.327 |
3.877 |
0.450 |
11.0% |
0.094 |
2.3% |
47% |
False |
False |
18,091 |
80 |
4.985 |
3.877 |
1.108 |
27.1% |
0.096 |
2.4% |
19% |
False |
False |
15,313 |
100 |
4.985 |
3.877 |
1.108 |
27.1% |
0.095 |
2.3% |
19% |
False |
False |
13,327 |
120 |
4.988 |
3.877 |
1.111 |
27.2% |
0.094 |
2.3% |
19% |
False |
False |
11,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.939 |
2.618 |
4.673 |
1.618 |
4.510 |
1.000 |
4.409 |
0.618 |
4.347 |
HIGH |
4.246 |
0.618 |
4.184 |
0.500 |
4.165 |
0.382 |
4.145 |
LOW |
4.083 |
0.618 |
3.982 |
1.000 |
3.920 |
1.618 |
3.819 |
2.618 |
3.656 |
4.250 |
3.390 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4.165 |
4.165 |
PP |
4.139 |
4.139 |
S1 |
4.114 |
4.114 |
|