NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4.032 |
4.087 |
0.055 |
1.4% |
4.110 |
| High |
4.124 |
4.087 |
-0.037 |
-0.9% |
4.246 |
| Low |
4.027 |
3.977 |
-0.050 |
-1.2% |
3.986 |
| Close |
4.117 |
3.987 |
-0.130 |
-3.2% |
4.117 |
| Range |
0.097 |
0.110 |
0.013 |
13.4% |
0.260 |
| ATR |
0.106 |
0.109 |
0.002 |
2.3% |
0.000 |
| Volume |
37,325 |
25,992 |
-11,333 |
-30.4% |
160,310 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.347 |
4.277 |
4.048 |
|
| R3 |
4.237 |
4.167 |
4.017 |
|
| R2 |
4.127 |
4.127 |
4.007 |
|
| R1 |
4.057 |
4.057 |
3.997 |
4.037 |
| PP |
4.017 |
4.017 |
4.017 |
4.007 |
| S1 |
3.947 |
3.947 |
3.977 |
3.927 |
| S2 |
3.907 |
3.907 |
3.967 |
|
| S3 |
3.797 |
3.837 |
3.957 |
|
| S4 |
3.687 |
3.727 |
3.927 |
|
|
| 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 |
3.977 |
0.269 |
6.7% |
0.117 |
2.9% |
4% |
False |
True |
32,197 |
| 10 |
4.246 |
3.939 |
0.307 |
7.7% |
0.112 |
2.8% |
16% |
False |
False |
28,294 |
| 20 |
4.246 |
3.923 |
0.323 |
8.1% |
0.105 |
2.6% |
20% |
False |
False |
27,400 |
| 40 |
4.252 |
3.901 |
0.351 |
8.8% |
0.102 |
2.6% |
25% |
False |
False |
22,586 |
| 60 |
4.280 |
3.877 |
0.403 |
10.1% |
0.096 |
2.4% |
27% |
False |
False |
19,140 |
| 80 |
4.985 |
3.877 |
1.108 |
27.8% |
0.096 |
2.4% |
10% |
False |
False |
16,279 |
| 100 |
4.985 |
3.877 |
1.108 |
27.8% |
0.097 |
2.4% |
10% |
False |
False |
14,048 |
| 120 |
4.988 |
3.877 |
1.111 |
27.9% |
0.095 |
2.4% |
10% |
False |
False |
12,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.555 |
|
2.618 |
4.375 |
|
1.618 |
4.265 |
|
1.000 |
4.197 |
|
0.618 |
4.155 |
|
HIGH |
4.087 |
|
0.618 |
4.045 |
|
0.500 |
4.032 |
|
0.382 |
4.019 |
|
LOW |
3.977 |
|
0.618 |
3.909 |
|
1.000 |
3.867 |
|
1.618 |
3.799 |
|
2.618 |
3.689 |
|
4.250 |
3.510 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.032 |
4.052 |
| PP |
4.017 |
4.030 |
| S1 |
4.002 |
4.009 |
|