NYMEX Natural Gas Future January 2015
Trading Metrics calculated at close of trading on 15-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4.078 |
4.001 |
-0.077 |
-1.9% |
4.133 |
High |
4.108 |
4.019 |
-0.089 |
-2.2% |
4.142 |
Low |
3.972 |
3.933 |
-0.039 |
-1.0% |
3.994 |
Close |
3.980 |
3.967 |
-0.013 |
-0.3% |
4.035 |
Range |
0.136 |
0.086 |
-0.050 |
-36.8% |
0.148 |
ATR |
0.104 |
0.102 |
-0.001 |
-1.2% |
0.000 |
Volume |
53,788 |
37,364 |
-16,424 |
-30.5% |
216,006 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.231 |
4.185 |
4.014 |
|
R3 |
4.145 |
4.099 |
3.991 |
|
R2 |
4.059 |
4.059 |
3.983 |
|
R1 |
4.013 |
4.013 |
3.975 |
3.993 |
PP |
3.973 |
3.973 |
3.973 |
3.963 |
S1 |
3.927 |
3.927 |
3.959 |
3.907 |
S2 |
3.887 |
3.887 |
3.951 |
|
S3 |
3.801 |
3.841 |
3.943 |
|
S4 |
3.715 |
3.755 |
3.920 |
|
|
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 |
4.110 |
3.933 |
0.177 |
4.5% |
0.096 |
2.4% |
19% |
False |
True |
48,956 |
10 |
4.192 |
3.933 |
0.259 |
6.5% |
0.099 |
2.5% |
13% |
False |
True |
41,928 |
20 |
4.306 |
3.933 |
0.373 |
9.4% |
0.100 |
2.5% |
9% |
False |
True |
34,234 |
40 |
4.320 |
3.933 |
0.387 |
9.8% |
0.097 |
2.4% |
9% |
False |
True |
28,675 |
60 |
4.320 |
3.933 |
0.387 |
9.8% |
0.096 |
2.4% |
9% |
False |
True |
25,549 |
80 |
4.727 |
3.933 |
0.794 |
20.0% |
0.092 |
2.3% |
4% |
False |
True |
22,889 |
100 |
5.027 |
3.933 |
1.094 |
27.6% |
0.093 |
2.3% |
3% |
False |
True |
20,591 |
120 |
5.052 |
3.933 |
1.119 |
28.2% |
0.093 |
2.3% |
3% |
False |
True |
18,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.385 |
2.618 |
4.244 |
1.618 |
4.158 |
1.000 |
4.105 |
0.618 |
4.072 |
HIGH |
4.019 |
0.618 |
3.986 |
0.500 |
3.976 |
0.382 |
3.966 |
LOW |
3.933 |
0.618 |
3.880 |
1.000 |
3.847 |
1.618 |
3.794 |
2.618 |
3.708 |
4.250 |
3.568 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3.976 |
4.021 |
PP |
3.973 |
4.003 |
S1 |
3.970 |
3.985 |
|