NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4.277 |
4.260 |
-0.017 |
-0.4% |
4.063 |
High |
4.306 |
4.305 |
-0.001 |
0.0% |
4.195 |
Low |
4.230 |
4.146 |
-0.084 |
-2.0% |
4.016 |
Close |
4.252 |
4.153 |
-0.099 |
-2.3% |
4.187 |
Range |
0.076 |
0.159 |
0.083 |
109.2% |
0.179 |
ATR |
0.095 |
0.099 |
0.005 |
4.9% |
0.000 |
Volume |
34,135 |
36,649 |
2,514 |
7.4% |
121,562 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.678 |
4.575 |
4.240 |
|
R3 |
4.519 |
4.416 |
4.197 |
|
R2 |
4.360 |
4.360 |
4.182 |
|
R1 |
4.257 |
4.257 |
4.168 |
4.229 |
PP |
4.201 |
4.201 |
4.201 |
4.188 |
S1 |
4.098 |
4.098 |
4.138 |
4.070 |
S2 |
4.042 |
4.042 |
4.124 |
|
S3 |
3.883 |
3.939 |
4.109 |
|
S4 |
3.724 |
3.780 |
4.066 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.670 |
4.607 |
4.285 |
|
R3 |
4.491 |
4.428 |
4.236 |
|
R2 |
4.312 |
4.312 |
4.220 |
|
R1 |
4.249 |
4.249 |
4.203 |
4.281 |
PP |
4.133 |
4.133 |
4.133 |
4.148 |
S1 |
4.070 |
4.070 |
4.171 |
4.102 |
S2 |
3.954 |
3.954 |
4.154 |
|
S3 |
3.775 |
3.891 |
4.138 |
|
S4 |
3.596 |
3.712 |
4.089 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.306 |
4.044 |
0.262 |
6.3% |
0.110 |
2.6% |
42% |
False |
False |
28,914 |
10 |
4.306 |
4.016 |
0.290 |
7.0% |
0.101 |
2.4% |
47% |
False |
False |
26,539 |
20 |
4.306 |
3.990 |
0.316 |
7.6% |
0.097 |
2.3% |
52% |
False |
False |
25,923 |
40 |
4.320 |
3.990 |
0.330 |
7.9% |
0.096 |
2.3% |
49% |
False |
False |
24,098 |
60 |
4.384 |
3.950 |
0.434 |
10.5% |
0.090 |
2.2% |
47% |
False |
False |
21,418 |
80 |
5.027 |
3.950 |
1.077 |
25.9% |
0.092 |
2.2% |
19% |
False |
False |
19,159 |
100 |
5.027 |
3.950 |
1.077 |
25.9% |
0.093 |
2.2% |
19% |
False |
False |
17,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.981 |
2.618 |
4.721 |
1.618 |
4.562 |
1.000 |
4.464 |
0.618 |
4.403 |
HIGH |
4.305 |
0.618 |
4.244 |
0.500 |
4.226 |
0.382 |
4.207 |
LOW |
4.146 |
0.618 |
4.048 |
1.000 |
3.987 |
1.618 |
3.889 |
2.618 |
3.730 |
4.250 |
3.470 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4.226 |
4.226 |
PP |
4.201 |
4.202 |
S1 |
4.177 |
4.177 |
|