NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 06-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4.100 |
4.133 |
0.033 |
0.8% |
4.200 |
High |
4.192 |
4.142 |
-0.050 |
-1.2% |
4.306 |
Low |
4.096 |
4.053 |
-0.043 |
-1.0% |
4.058 |
Close |
4.185 |
4.064 |
-0.121 |
-2.9% |
4.185 |
Range |
0.096 |
0.089 |
-0.007 |
-7.3% |
0.248 |
ATR |
0.102 |
0.104 |
0.002 |
2.1% |
0.000 |
Volume |
37,238 |
24,845 |
-12,393 |
-33.3% |
163,985 |
|
Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.353 |
4.298 |
4.113 |
|
R3 |
4.264 |
4.209 |
4.088 |
|
R2 |
4.175 |
4.175 |
4.080 |
|
R1 |
4.120 |
4.120 |
4.072 |
4.103 |
PP |
4.086 |
4.086 |
4.086 |
4.078 |
S1 |
4.031 |
4.031 |
4.056 |
4.014 |
S2 |
3.997 |
3.997 |
4.048 |
|
S3 |
3.908 |
3.942 |
4.040 |
|
S4 |
3.819 |
3.853 |
4.015 |
|
|
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 |
4.053 |
0.253 |
6.2% |
0.111 |
2.7% |
4% |
False |
True |
33,307 |
10 |
4.306 |
4.016 |
0.290 |
7.1% |
0.106 |
2.6% |
17% |
False |
False |
28,427 |
20 |
4.306 |
3.993 |
0.313 |
7.7% |
0.101 |
2.5% |
23% |
False |
False |
27,487 |
40 |
4.320 |
3.990 |
0.330 |
8.1% |
0.097 |
2.4% |
22% |
False |
False |
24,849 |
60 |
4.339 |
3.950 |
0.389 |
9.6% |
0.092 |
2.3% |
29% |
False |
False |
22,189 |
80 |
5.027 |
3.950 |
1.077 |
26.5% |
0.092 |
2.3% |
11% |
False |
False |
19,875 |
100 |
5.027 |
3.950 |
1.077 |
26.5% |
0.093 |
2.3% |
11% |
False |
False |
18,023 |
120 |
5.052 |
3.950 |
1.102 |
27.1% |
0.093 |
2.3% |
10% |
False |
False |
16,370 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.520 |
2.618 |
4.375 |
1.618 |
4.286 |
1.000 |
4.231 |
0.618 |
4.197 |
HIGH |
4.142 |
0.618 |
4.108 |
0.500 |
4.098 |
0.382 |
4.087 |
LOW |
4.053 |
0.618 |
3.998 |
1.000 |
3.964 |
1.618 |
3.909 |
2.618 |
3.820 |
4.250 |
3.675 |
|
|
Fisher Pivots for day following 06-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4.098 |
4.123 |
PP |
4.086 |
4.103 |
S1 |
4.075 |
4.084 |
|