NYMEX Natural Gas Future December 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 |
4.032 |
3.953 |
-0.079 |
-2.0% |
4.110 |
| High |
4.037 |
4.030 |
-0.007 |
-0.2% |
4.246 |
| Low |
3.933 |
3.908 |
-0.025 |
-0.6% |
3.986 |
| Close |
3.951 |
3.937 |
-0.014 |
-0.4% |
4.117 |
| Range |
0.104 |
0.122 |
0.018 |
17.3% |
0.260 |
| ATR |
0.109 |
0.110 |
0.001 |
0.9% |
0.000 |
| Volume |
56,859 |
54,998 |
-1,861 |
-3.3% |
160,310 |
|
| Daily Pivots for day following 09-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.324 |
4.253 |
4.004 |
|
| R3 |
4.202 |
4.131 |
3.971 |
|
| R2 |
4.080 |
4.080 |
3.959 |
|
| R1 |
4.009 |
4.009 |
3.948 |
3.984 |
| PP |
3.958 |
3.958 |
3.958 |
3.946 |
| S1 |
3.887 |
3.887 |
3.926 |
3.862 |
| S2 |
3.836 |
3.836 |
3.915 |
|
| S3 |
3.714 |
3.765 |
3.903 |
|
| S4 |
3.592 |
3.643 |
3.870 |
|
|
| 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 |
4.124 |
3.908 |
0.216 |
5.5% |
0.106 |
2.7% |
13% |
False |
True |
39,911 |
| 10 |
4.246 |
3.908 |
0.338 |
8.6% |
0.111 |
2.8% |
9% |
False |
True |
35,205 |
| 20 |
4.246 |
3.908 |
0.338 |
8.6% |
0.105 |
2.7% |
9% |
False |
True |
30,103 |
| 40 |
4.252 |
3.901 |
0.351 |
8.9% |
0.103 |
2.6% |
10% |
False |
False |
24,514 |
| 60 |
4.252 |
3.877 |
0.375 |
9.5% |
0.099 |
2.5% |
16% |
False |
False |
20,810 |
| 80 |
4.850 |
3.877 |
0.973 |
24.7% |
0.096 |
2.4% |
6% |
False |
False |
17,709 |
| 100 |
4.985 |
3.877 |
1.108 |
28.1% |
0.096 |
2.4% |
5% |
False |
False |
15,283 |
| 120 |
4.988 |
3.877 |
1.111 |
28.2% |
0.095 |
2.4% |
5% |
False |
False |
13,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.549 |
|
2.618 |
4.349 |
|
1.618 |
4.227 |
|
1.000 |
4.152 |
|
0.618 |
4.105 |
|
HIGH |
4.030 |
|
0.618 |
3.983 |
|
0.500 |
3.969 |
|
0.382 |
3.955 |
|
LOW |
3.908 |
|
0.618 |
3.833 |
|
1.000 |
3.786 |
|
1.618 |
3.711 |
|
2.618 |
3.589 |
|
4.250 |
3.390 |
|
|
| Fisher Pivots for day following 09-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.969 |
3.983 |
| PP |
3.958 |
3.967 |
| S1 |
3.948 |
3.952 |
|