NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.897 |
3.898 |
0.001 |
0.0% |
3.916 |
| High |
3.921 |
3.900 |
-0.021 |
-0.5% |
4.034 |
| Low |
3.835 |
3.809 |
-0.026 |
-0.7% |
3.809 |
| Close |
3.885 |
3.863 |
-0.022 |
-0.6% |
3.863 |
| Range |
0.086 |
0.091 |
0.005 |
5.8% |
0.225 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.0% |
0.000 |
| Volume |
56,288 |
51,111 |
-5,177 |
-9.2% |
274,272 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.130 |
4.088 |
3.913 |
|
| R3 |
4.039 |
3.997 |
3.888 |
|
| R2 |
3.948 |
3.948 |
3.880 |
|
| R1 |
3.906 |
3.906 |
3.871 |
3.882 |
| PP |
3.857 |
3.857 |
3.857 |
3.845 |
| S1 |
3.815 |
3.815 |
3.855 |
3.791 |
| S2 |
3.766 |
3.766 |
3.846 |
|
| S3 |
3.675 |
3.724 |
3.838 |
|
| S4 |
3.584 |
3.633 |
3.813 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.577 |
4.445 |
3.987 |
|
| R3 |
4.352 |
4.220 |
3.925 |
|
| R2 |
4.127 |
4.127 |
3.904 |
|
| R1 |
3.995 |
3.995 |
3.884 |
3.949 |
| PP |
3.902 |
3.902 |
3.902 |
3.879 |
| S1 |
3.770 |
3.770 |
3.842 |
3.724 |
| S2 |
3.677 |
3.677 |
3.822 |
|
| S3 |
3.452 |
3.545 |
3.801 |
|
| S4 |
3.227 |
3.320 |
3.739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.034 |
3.809 |
0.225 |
5.8% |
0.102 |
2.6% |
24% |
False |
True |
54,854 |
| 10 |
4.087 |
3.809 |
0.278 |
7.2% |
0.100 |
2.6% |
19% |
False |
True |
47,588 |
| 20 |
4.246 |
3.809 |
0.437 |
11.3% |
0.104 |
2.7% |
12% |
False |
True |
37,880 |
| 40 |
4.252 |
3.809 |
0.443 |
11.5% |
0.101 |
2.6% |
12% |
False |
True |
29,962 |
| 60 |
4.252 |
3.809 |
0.443 |
11.5% |
0.100 |
2.6% |
12% |
False |
True |
24,758 |
| 80 |
4.660 |
3.809 |
0.851 |
22.0% |
0.096 |
2.5% |
6% |
False |
True |
21,112 |
| 100 |
4.985 |
3.809 |
1.176 |
30.4% |
0.096 |
2.5% |
5% |
False |
True |
18,097 |
| 120 |
4.988 |
3.809 |
1.179 |
30.5% |
0.096 |
2.5% |
5% |
False |
True |
15,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.287 |
|
2.618 |
4.138 |
|
1.618 |
4.047 |
|
1.000 |
3.991 |
|
0.618 |
3.956 |
|
HIGH |
3.900 |
|
0.618 |
3.865 |
|
0.500 |
3.855 |
|
0.382 |
3.844 |
|
LOW |
3.809 |
|
0.618 |
3.753 |
|
1.000 |
3.718 |
|
1.618 |
3.662 |
|
2.618 |
3.571 |
|
4.250 |
3.422 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.860 |
3.873 |
| PP |
3.857 |
3.870 |
| S1 |
3.855 |
3.866 |
|