NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 03-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2014 |
03-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4.168 |
4.100 |
-0.068 |
-1.6% |
4.200 |
High |
4.191 |
4.192 |
0.001 |
0.0% |
4.306 |
Low |
4.058 |
4.096 |
0.038 |
0.9% |
4.058 |
Close |
4.081 |
4.185 |
0.104 |
2.5% |
4.185 |
Range |
0.133 |
0.096 |
-0.037 |
-27.8% |
0.248 |
ATR |
0.102 |
0.102 |
0.001 |
0.7% |
0.000 |
Volume |
33,672 |
37,238 |
3,566 |
10.6% |
163,985 |
|
Daily Pivots for day following 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.446 |
4.411 |
4.238 |
|
R3 |
4.350 |
4.315 |
4.211 |
|
R2 |
4.254 |
4.254 |
4.203 |
|
R1 |
4.219 |
4.219 |
4.194 |
4.237 |
PP |
4.158 |
4.158 |
4.158 |
4.166 |
S1 |
4.123 |
4.123 |
4.176 |
4.141 |
S2 |
4.062 |
4.062 |
4.167 |
|
S3 |
3.966 |
4.027 |
4.159 |
|
S4 |
3.870 |
3.931 |
4.132 |
|
|
Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.927 |
4.804 |
4.321 |
|
R3 |
4.679 |
4.556 |
4.253 |
|
R2 |
4.431 |
4.431 |
4.230 |
|
R1 |
4.308 |
4.308 |
4.208 |
4.246 |
PP |
4.183 |
4.183 |
4.183 |
4.152 |
S1 |
4.060 |
4.060 |
4.162 |
3.998 |
S2 |
3.935 |
3.935 |
4.140 |
|
S3 |
3.687 |
3.812 |
4.117 |
|
S4 |
3.439 |
3.564 |
4.049 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.306 |
4.058 |
0.248 |
5.9% |
0.118 |
2.8% |
51% |
False |
False |
32,797 |
10 |
4.306 |
4.016 |
0.290 |
6.9% |
0.105 |
2.5% |
58% |
False |
False |
28,554 |
20 |
4.306 |
3.990 |
0.316 |
7.6% |
0.102 |
2.4% |
62% |
False |
False |
27,020 |
40 |
4.320 |
3.990 |
0.330 |
7.9% |
0.098 |
2.3% |
59% |
False |
False |
25,015 |
60 |
4.339 |
3.950 |
0.389 |
9.3% |
0.092 |
2.2% |
60% |
False |
False |
22,050 |
80 |
5.027 |
3.950 |
1.077 |
25.7% |
0.094 |
2.2% |
22% |
False |
False |
19,689 |
100 |
5.027 |
3.950 |
1.077 |
25.7% |
0.093 |
2.2% |
22% |
False |
False |
17,883 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.600 |
2.618 |
4.443 |
1.618 |
4.347 |
1.000 |
4.288 |
0.618 |
4.251 |
HIGH |
4.192 |
0.618 |
4.155 |
0.500 |
4.144 |
0.382 |
4.133 |
LOW |
4.096 |
0.618 |
4.037 |
1.000 |
4.000 |
1.618 |
3.941 |
2.618 |
3.845 |
4.250 |
3.688 |
|
|
Fisher Pivots for day following 03-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4.171 |
4.184 |
PP |
4.158 |
4.183 |
S1 |
4.144 |
4.182 |
|