NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.940 |
3.916 |
-0.024 |
-0.6% |
4.087 |
| High |
3.975 |
4.013 |
0.038 |
1.0% |
4.087 |
| Low |
3.925 |
3.909 |
-0.016 |
-0.4% |
3.908 |
| Close |
3.949 |
4.004 |
0.055 |
1.4% |
3.949 |
| Range |
0.050 |
0.104 |
0.054 |
108.0% |
0.179 |
| ATR |
0.106 |
0.105 |
0.000 |
-0.1% |
0.000 |
| Volume |
39,385 |
53,911 |
14,526 |
36.9% |
201,616 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.287 |
4.250 |
4.061 |
|
| R3 |
4.183 |
4.146 |
4.033 |
|
| R2 |
4.079 |
4.079 |
4.023 |
|
| R1 |
4.042 |
4.042 |
4.014 |
4.061 |
| PP |
3.975 |
3.975 |
3.975 |
3.985 |
| S1 |
3.938 |
3.938 |
3.994 |
3.957 |
| S2 |
3.871 |
3.871 |
3.985 |
|
| S3 |
3.767 |
3.834 |
3.975 |
|
| S4 |
3.663 |
3.730 |
3.947 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.518 |
4.413 |
4.047 |
|
| R3 |
4.339 |
4.234 |
3.998 |
|
| R2 |
4.160 |
4.160 |
3.982 |
|
| R1 |
4.055 |
4.055 |
3.965 |
4.018 |
| PP |
3.981 |
3.981 |
3.981 |
3.963 |
| S1 |
3.876 |
3.876 |
3.933 |
3.839 |
| S2 |
3.802 |
3.802 |
3.916 |
|
| S3 |
3.623 |
3.697 |
3.900 |
|
| S4 |
3.444 |
3.518 |
3.851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.057 |
3.908 |
0.149 |
3.7% |
0.096 |
2.4% |
64% |
False |
False |
45,907 |
| 10 |
4.246 |
3.908 |
0.338 |
8.4% |
0.107 |
2.7% |
28% |
False |
False |
39,052 |
| 20 |
4.246 |
3.908 |
0.338 |
8.4% |
0.103 |
2.6% |
28% |
False |
False |
32,160 |
| 40 |
4.252 |
3.901 |
0.351 |
8.8% |
0.101 |
2.5% |
29% |
False |
False |
25,801 |
| 60 |
4.252 |
3.877 |
0.375 |
9.4% |
0.099 |
2.5% |
34% |
False |
False |
21,903 |
| 80 |
4.705 |
3.877 |
0.828 |
20.7% |
0.095 |
2.4% |
15% |
False |
False |
18,762 |
| 100 |
4.985 |
3.877 |
1.108 |
27.7% |
0.096 |
2.4% |
11% |
False |
False |
16,070 |
| 120 |
4.988 |
3.877 |
1.111 |
27.7% |
0.095 |
2.4% |
11% |
False |
False |
14,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.455 |
|
2.618 |
4.285 |
|
1.618 |
4.181 |
|
1.000 |
4.117 |
|
0.618 |
4.077 |
|
HIGH |
4.013 |
|
0.618 |
3.973 |
|
0.500 |
3.961 |
|
0.382 |
3.949 |
|
LOW |
3.909 |
|
0.618 |
3.845 |
|
1.000 |
3.805 |
|
1.618 |
3.741 |
|
2.618 |
3.637 |
|
4.250 |
3.467 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.990 |
3.992 |
| PP |
3.975 |
3.981 |
| S1 |
3.961 |
3.969 |
|