NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4.025 |
4.078 |
0.053 |
1.3% |
4.133 |
| High |
4.089 |
4.108 |
0.019 |
0.5% |
4.142 |
| Low |
3.995 |
3.972 |
-0.023 |
-0.6% |
3.994 |
| Close |
4.080 |
3.980 |
-0.100 |
-2.5% |
4.035 |
| Range |
0.094 |
0.136 |
0.042 |
44.7% |
0.148 |
| ATR |
0.101 |
0.104 |
0.002 |
2.5% |
0.000 |
| Volume |
41,213 |
53,788 |
12,575 |
30.5% |
216,006 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.428 |
4.340 |
4.055 |
|
| R3 |
4.292 |
4.204 |
4.017 |
|
| R2 |
4.156 |
4.156 |
4.005 |
|
| R1 |
4.068 |
4.068 |
3.992 |
4.044 |
| PP |
4.020 |
4.020 |
4.020 |
4.008 |
| S1 |
3.932 |
3.932 |
3.968 |
3.908 |
| S2 |
3.884 |
3.884 |
3.955 |
|
| S3 |
3.748 |
3.796 |
3.943 |
|
| S4 |
3.612 |
3.660 |
3.905 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.501 |
4.416 |
4.116 |
|
| R3 |
4.353 |
4.268 |
4.076 |
|
| R2 |
4.205 |
4.205 |
4.062 |
|
| R1 |
4.120 |
4.120 |
4.049 |
4.089 |
| PP |
4.057 |
4.057 |
4.057 |
4.041 |
| S1 |
3.972 |
3.972 |
4.021 |
3.941 |
| S2 |
3.909 |
3.909 |
4.008 |
|
| S3 |
3.761 |
3.824 |
3.994 |
|
| S4 |
3.613 |
3.676 |
3.954 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.114 |
3.972 |
0.142 |
3.6% |
0.098 |
2.5% |
6% |
False |
True |
52,194 |
| 10 |
4.305 |
3.972 |
0.333 |
8.4% |
0.107 |
2.7% |
2% |
False |
True |
41,856 |
| 20 |
4.306 |
3.972 |
0.334 |
8.4% |
0.099 |
2.5% |
2% |
False |
True |
33,719 |
| 40 |
4.320 |
3.972 |
0.348 |
8.7% |
0.097 |
2.4% |
2% |
False |
True |
28,146 |
| 60 |
4.320 |
3.950 |
0.370 |
9.3% |
0.096 |
2.4% |
8% |
False |
False |
25,320 |
| 80 |
4.727 |
3.950 |
0.777 |
19.5% |
0.092 |
2.3% |
4% |
False |
False |
22,580 |
| 100 |
5.027 |
3.950 |
1.077 |
27.1% |
0.092 |
2.3% |
3% |
False |
False |
20,339 |
| 120 |
5.052 |
3.950 |
1.102 |
27.7% |
0.093 |
2.3% |
3% |
False |
False |
18,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.686 |
|
2.618 |
4.464 |
|
1.618 |
4.328 |
|
1.000 |
4.244 |
|
0.618 |
4.192 |
|
HIGH |
4.108 |
|
0.618 |
4.056 |
|
0.500 |
4.040 |
|
0.382 |
4.024 |
|
LOW |
3.972 |
|
0.618 |
3.888 |
|
1.000 |
3.836 |
|
1.618 |
3.752 |
|
2.618 |
3.616 |
|
4.250 |
3.394 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.040 |
4.040 |
| PP |
4.020 |
4.020 |
| S1 |
4.000 |
4.000 |
|