NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 07-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2014 |
07-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4.133 |
4.079 |
-0.054 |
-1.3% |
4.200 |
High |
4.142 |
4.140 |
-0.002 |
0.0% |
4.306 |
Low |
4.053 |
4.039 |
-0.014 |
-0.3% |
4.058 |
Close |
4.064 |
4.134 |
0.070 |
1.7% |
4.185 |
Range |
0.089 |
0.101 |
0.012 |
13.5% |
0.248 |
ATR |
0.104 |
0.104 |
0.000 |
-0.2% |
0.000 |
Volume |
24,845 |
25,192 |
347 |
1.4% |
163,985 |
|
Daily Pivots for day following 07-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.407 |
4.372 |
4.190 |
|
R3 |
4.306 |
4.271 |
4.162 |
|
R2 |
4.205 |
4.205 |
4.153 |
|
R1 |
4.170 |
4.170 |
4.143 |
4.188 |
PP |
4.104 |
4.104 |
4.104 |
4.113 |
S1 |
4.069 |
4.069 |
4.125 |
4.087 |
S2 |
4.003 |
4.003 |
4.115 |
|
S3 |
3.902 |
3.968 |
4.106 |
|
S4 |
3.801 |
3.867 |
4.078 |
|
|
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 |
4.305 |
4.039 |
0.266 |
6.4% |
0.116 |
2.8% |
36% |
False |
True |
31,519 |
10 |
4.306 |
4.016 |
0.290 |
7.0% |
0.109 |
2.6% |
41% |
False |
False |
28,841 |
20 |
4.306 |
3.993 |
0.313 |
7.6% |
0.099 |
2.4% |
45% |
False |
False |
27,590 |
40 |
4.320 |
3.990 |
0.330 |
8.0% |
0.098 |
2.4% |
44% |
False |
False |
24,912 |
60 |
4.326 |
3.950 |
0.376 |
9.1% |
0.093 |
2.2% |
49% |
False |
False |
22,414 |
80 |
5.027 |
3.950 |
1.077 |
26.1% |
0.093 |
2.2% |
17% |
False |
False |
19,945 |
100 |
5.027 |
3.950 |
1.077 |
26.1% |
0.092 |
2.2% |
17% |
False |
False |
18,174 |
120 |
5.052 |
3.950 |
1.102 |
26.7% |
0.093 |
2.3% |
17% |
False |
False |
16,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.569 |
2.618 |
4.404 |
1.618 |
4.303 |
1.000 |
4.241 |
0.618 |
4.202 |
HIGH |
4.140 |
0.618 |
4.101 |
0.500 |
4.090 |
0.382 |
4.078 |
LOW |
4.039 |
0.618 |
3.977 |
1.000 |
3.938 |
1.618 |
3.876 |
2.618 |
3.775 |
4.250 |
3.610 |
|
|
Fisher Pivots for day following 07-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4.119 |
4.128 |
PP |
4.104 |
4.122 |
S1 |
4.090 |
4.116 |
|