NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 16-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4.001 |
3.980 |
-0.021 |
-0.5% |
4.133 |
| High |
4.019 |
4.003 |
-0.016 |
-0.4% |
4.142 |
| Low |
3.933 |
3.911 |
-0.022 |
-0.6% |
3.994 |
| Close |
3.967 |
3.969 |
0.002 |
0.1% |
4.035 |
| Range |
0.086 |
0.092 |
0.006 |
7.0% |
0.148 |
| ATR |
0.102 |
0.102 |
-0.001 |
-0.7% |
0.000 |
| Volume |
37,364 |
32,773 |
-4,591 |
-12.3% |
216,006 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.237 |
4.195 |
4.020 |
|
| R3 |
4.145 |
4.103 |
3.994 |
|
| R2 |
4.053 |
4.053 |
3.986 |
|
| R1 |
4.011 |
4.011 |
3.977 |
3.986 |
| PP |
3.961 |
3.961 |
3.961 |
3.949 |
| S1 |
3.919 |
3.919 |
3.961 |
3.894 |
| S2 |
3.869 |
3.869 |
3.952 |
|
| S3 |
3.777 |
3.827 |
3.944 |
|
| S4 |
3.685 |
3.735 |
3.918 |
|
|
| 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 |
4.108 |
3.911 |
0.197 |
5.0% |
0.091 |
2.3% |
29% |
False |
True |
45,463 |
| 10 |
4.192 |
3.911 |
0.281 |
7.1% |
0.095 |
2.4% |
21% |
False |
True |
41,838 |
| 20 |
4.306 |
3.911 |
0.395 |
10.0% |
0.099 |
2.5% |
15% |
False |
True |
34,676 |
| 40 |
4.320 |
3.911 |
0.409 |
10.3% |
0.098 |
2.5% |
14% |
False |
True |
29,033 |
| 60 |
4.320 |
3.911 |
0.409 |
10.3% |
0.096 |
2.4% |
14% |
False |
True |
25,785 |
| 80 |
4.727 |
3.911 |
0.816 |
20.6% |
0.092 |
2.3% |
7% |
False |
True |
23,155 |
| 100 |
5.027 |
3.911 |
1.116 |
28.1% |
0.092 |
2.3% |
5% |
False |
True |
20,856 |
| 120 |
5.052 |
3.911 |
1.141 |
28.7% |
0.093 |
2.3% |
5% |
False |
True |
18,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.394 |
|
2.618 |
4.244 |
|
1.618 |
4.152 |
|
1.000 |
4.095 |
|
0.618 |
4.060 |
|
HIGH |
4.003 |
|
0.618 |
3.968 |
|
0.500 |
3.957 |
|
0.382 |
3.946 |
|
LOW |
3.911 |
|
0.618 |
3.854 |
|
1.000 |
3.819 |
|
1.618 |
3.762 |
|
2.618 |
3.670 |
|
4.250 |
3.520 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.965 |
4.010 |
| PP |
3.961 |
3.996 |
| S1 |
3.957 |
3.983 |
|