NYMEX Natural Gas Future December 2014
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4.101 |
4.032 |
-0.069 |
-1.7% |
4.110 |
High |
4.126 |
4.124 |
-0.002 |
0.0% |
4.246 |
Low |
3.986 |
4.027 |
0.041 |
1.0% |
3.986 |
Close |
4.012 |
4.117 |
0.105 |
2.6% |
4.117 |
Range |
0.140 |
0.097 |
-0.043 |
-30.7% |
0.260 |
ATR |
0.106 |
0.106 |
0.000 |
0.4% |
0.000 |
Volume |
31,569 |
37,325 |
5,756 |
18.2% |
160,310 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.380 |
4.346 |
4.170 |
|
R3 |
4.283 |
4.249 |
4.144 |
|
R2 |
4.186 |
4.186 |
4.135 |
|
R1 |
4.152 |
4.152 |
4.126 |
4.169 |
PP |
4.089 |
4.089 |
4.089 |
4.098 |
S1 |
4.055 |
4.055 |
4.108 |
4.072 |
S2 |
3.992 |
3.992 |
4.099 |
|
S3 |
3.895 |
3.958 |
4.090 |
|
S4 |
3.798 |
3.861 |
4.064 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.896 |
4.767 |
4.260 |
|
R3 |
4.636 |
4.507 |
4.189 |
|
R2 |
4.376 |
4.376 |
4.165 |
|
R1 |
4.247 |
4.247 |
4.141 |
4.312 |
PP |
4.116 |
4.116 |
4.116 |
4.149 |
S1 |
3.987 |
3.987 |
4.093 |
4.052 |
S2 |
3.856 |
3.856 |
4.069 |
|
S3 |
3.596 |
3.727 |
4.046 |
|
S4 |
3.336 |
3.467 |
3.974 |
|
|
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 |
6.3% |
0.123 |
3.0% |
50% |
False |
False |
32,062 |
10 |
4.246 |
3.939 |
0.307 |
7.5% |
0.109 |
2.6% |
58% |
False |
False |
28,172 |
20 |
4.246 |
3.901 |
0.345 |
8.4% |
0.107 |
2.6% |
63% |
False |
False |
26,822 |
40 |
4.252 |
3.901 |
0.351 |
8.5% |
0.102 |
2.5% |
62% |
False |
False |
22,370 |
60 |
4.280 |
3.877 |
0.403 |
9.8% |
0.095 |
2.3% |
60% |
False |
False |
18,872 |
80 |
4.985 |
3.877 |
1.108 |
26.9% |
0.097 |
2.4% |
22% |
False |
False |
16,008 |
100 |
4.985 |
3.877 |
1.108 |
26.9% |
0.096 |
2.3% |
22% |
False |
False |
13,864 |
120 |
4.988 |
3.877 |
1.111 |
27.0% |
0.095 |
2.3% |
22% |
False |
False |
12,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.536 |
2.618 |
4.378 |
1.618 |
4.281 |
1.000 |
4.221 |
0.618 |
4.184 |
HIGH |
4.124 |
0.618 |
4.087 |
0.500 |
4.076 |
0.382 |
4.064 |
LOW |
4.027 |
0.618 |
3.967 |
1.000 |
3.930 |
1.618 |
3.870 |
2.618 |
3.773 |
4.250 |
3.615 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4.103 |
4.117 |
PP |
4.089 |
4.116 |
S1 |
4.076 |
4.116 |
|