NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 08-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4.079 |
4.114 |
0.035 |
0.9% |
4.200 |
High |
4.140 |
4.114 |
-0.026 |
-0.6% |
4.306 |
Low |
4.039 |
4.020 |
-0.019 |
-0.5% |
4.058 |
Close |
4.134 |
4.037 |
-0.097 |
-2.3% |
4.185 |
Range |
0.101 |
0.094 |
-0.007 |
-6.9% |
0.248 |
ATR |
0.104 |
0.105 |
0.001 |
0.7% |
0.000 |
Volume |
25,192 |
53,554 |
28,362 |
112.6% |
163,985 |
|
Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.339 |
4.282 |
4.089 |
|
R3 |
4.245 |
4.188 |
4.063 |
|
R2 |
4.151 |
4.151 |
4.054 |
|
R1 |
4.094 |
4.094 |
4.046 |
4.076 |
PP |
4.057 |
4.057 |
4.057 |
4.048 |
S1 |
4.000 |
4.000 |
4.028 |
3.982 |
S2 |
3.963 |
3.963 |
4.020 |
|
S3 |
3.869 |
3.906 |
4.011 |
|
S4 |
3.775 |
3.812 |
3.985 |
|
|
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 |
4.192 |
4.020 |
0.172 |
4.3% |
0.103 |
2.5% |
10% |
False |
True |
34,900 |
10 |
4.306 |
4.020 |
0.286 |
7.1% |
0.106 |
2.6% |
6% |
False |
True |
31,907 |
20 |
4.306 |
3.993 |
0.313 |
7.8% |
0.101 |
2.5% |
14% |
False |
False |
28,325 |
40 |
4.320 |
3.990 |
0.330 |
8.2% |
0.099 |
2.5% |
14% |
False |
False |
25,607 |
60 |
4.320 |
3.950 |
0.370 |
9.2% |
0.093 |
2.3% |
24% |
False |
False |
23,045 |
80 |
4.915 |
3.950 |
0.965 |
23.9% |
0.092 |
2.3% |
9% |
False |
False |
20,464 |
100 |
5.027 |
3.950 |
1.077 |
26.7% |
0.093 |
2.3% |
8% |
False |
False |
18,599 |
120 |
5.052 |
3.950 |
1.102 |
27.3% |
0.092 |
2.3% |
8% |
False |
False |
16,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.514 |
2.618 |
4.360 |
1.618 |
4.266 |
1.000 |
4.208 |
0.618 |
4.172 |
HIGH |
4.114 |
0.618 |
4.078 |
0.500 |
4.067 |
0.382 |
4.056 |
LOW |
4.020 |
0.618 |
3.962 |
1.000 |
3.926 |
1.618 |
3.868 |
2.618 |
3.774 |
4.250 |
3.621 |
|
|
Fisher Pivots for day following 08-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4.067 |
4.081 |
PP |
4.057 |
4.066 |
S1 |
4.047 |
4.052 |
|