NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.907 |
3.897 |
-0.010 |
-0.3% |
4.087 |
| High |
3.937 |
3.921 |
-0.016 |
-0.4% |
4.087 |
| Low |
3.848 |
3.835 |
-0.013 |
-0.3% |
3.908 |
| Close |
3.885 |
3.885 |
0.000 |
0.0% |
3.949 |
| Range |
0.089 |
0.086 |
-0.003 |
-3.4% |
0.179 |
| ATR |
0.107 |
0.105 |
-0.001 |
-1.4% |
0.000 |
| Volume |
54,497 |
56,288 |
1,791 |
3.3% |
201,616 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.138 |
4.098 |
3.932 |
|
| R3 |
4.052 |
4.012 |
3.909 |
|
| R2 |
3.966 |
3.966 |
3.901 |
|
| R1 |
3.926 |
3.926 |
3.893 |
3.903 |
| PP |
3.880 |
3.880 |
3.880 |
3.869 |
| S1 |
3.840 |
3.840 |
3.877 |
3.817 |
| S2 |
3.794 |
3.794 |
3.869 |
|
| S3 |
3.708 |
3.754 |
3.861 |
|
| S4 |
3.622 |
3.668 |
3.838 |
|
|
| 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 |
4.034 |
3.835 |
0.199 |
5.1% |
0.094 |
2.4% |
25% |
False |
True |
52,509 |
| 10 |
4.124 |
3.835 |
0.289 |
7.4% |
0.100 |
2.6% |
17% |
False |
True |
46,210 |
| 20 |
4.246 |
3.835 |
0.411 |
10.6% |
0.103 |
2.7% |
12% |
False |
True |
36,874 |
| 40 |
4.252 |
3.835 |
0.417 |
10.7% |
0.102 |
2.6% |
12% |
False |
True |
29,024 |
| 60 |
4.252 |
3.835 |
0.417 |
10.7% |
0.100 |
2.6% |
12% |
False |
True |
24,085 |
| 80 |
4.672 |
3.835 |
0.837 |
21.5% |
0.096 |
2.5% |
6% |
False |
True |
20,557 |
| 100 |
4.985 |
3.835 |
1.150 |
29.6% |
0.096 |
2.5% |
4% |
False |
True |
17,625 |
| 120 |
4.988 |
3.835 |
1.153 |
29.7% |
0.096 |
2.5% |
4% |
False |
True |
15,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.287 |
|
2.618 |
4.146 |
|
1.618 |
4.060 |
|
1.000 |
4.007 |
|
0.618 |
3.974 |
|
HIGH |
3.921 |
|
0.618 |
3.888 |
|
0.500 |
3.878 |
|
0.382 |
3.868 |
|
LOW |
3.835 |
|
0.618 |
3.782 |
|
1.000 |
3.749 |
|
1.618 |
3.696 |
|
2.618 |
3.610 |
|
4.250 |
3.470 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.883 |
3.935 |
| PP |
3.880 |
3.918 |
| S1 |
3.878 |
3.902 |
|