NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4.192 |
4.101 |
-0.091 |
-2.2% |
3.992 |
High |
4.246 |
4.126 |
-0.120 |
-2.8% |
4.121 |
Low |
4.083 |
3.986 |
-0.097 |
-2.4% |
3.939 |
Close |
4.089 |
4.012 |
-0.077 |
-1.9% |
4.114 |
Range |
0.163 |
0.140 |
-0.023 |
-14.1% |
0.182 |
ATR |
0.103 |
0.106 |
0.003 |
2.5% |
0.000 |
Volume |
36,619 |
31,569 |
-5,050 |
-13.8% |
121,419 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.461 |
4.377 |
4.089 |
|
R3 |
4.321 |
4.237 |
4.051 |
|
R2 |
4.181 |
4.181 |
4.038 |
|
R1 |
4.097 |
4.097 |
4.025 |
4.069 |
PP |
4.041 |
4.041 |
4.041 |
4.028 |
S1 |
3.957 |
3.957 |
3.999 |
3.929 |
S2 |
3.901 |
3.901 |
3.986 |
|
S3 |
3.761 |
3.817 |
3.974 |
|
S4 |
3.621 |
3.677 |
3.935 |
|
|
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 |
3.986 |
0.260 |
6.5% |
0.116 |
2.9% |
10% |
False |
True |
30,499 |
10 |
4.246 |
3.939 |
0.307 |
7.7% |
0.106 |
2.6% |
24% |
False |
False |
27,539 |
20 |
4.246 |
3.901 |
0.345 |
8.6% |
0.105 |
2.6% |
32% |
False |
False |
25,985 |
40 |
4.252 |
3.901 |
0.351 |
8.7% |
0.102 |
2.5% |
32% |
False |
False |
21,766 |
60 |
4.297 |
3.877 |
0.420 |
10.5% |
0.095 |
2.4% |
32% |
False |
False |
18,406 |
80 |
4.985 |
3.877 |
1.108 |
27.6% |
0.097 |
2.4% |
12% |
False |
False |
15,636 |
100 |
4.985 |
3.877 |
1.108 |
27.6% |
0.096 |
2.4% |
12% |
False |
False |
13,575 |
120 |
4.988 |
3.877 |
1.111 |
27.7% |
0.095 |
2.4% |
12% |
False |
False |
12,035 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.721 |
2.618 |
4.493 |
1.618 |
4.353 |
1.000 |
4.266 |
0.618 |
4.213 |
HIGH |
4.126 |
0.618 |
4.073 |
0.500 |
4.056 |
0.382 |
4.039 |
LOW |
3.986 |
0.618 |
3.899 |
1.000 |
3.846 |
1.618 |
3.759 |
2.618 |
3.619 |
4.250 |
3.391 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4.056 |
4.116 |
PP |
4.041 |
4.081 |
S1 |
4.027 |
4.047 |
|