NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 17-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.980 |
3.978 |
-0.002 |
-0.1% |
4.025 |
| High |
4.003 |
3.978 |
-0.025 |
-0.6% |
4.108 |
| Low |
3.911 |
3.898 |
-0.013 |
-0.3% |
3.898 |
| Close |
3.969 |
3.951 |
-0.018 |
-0.5% |
3.951 |
| Range |
0.092 |
0.080 |
-0.012 |
-13.0% |
0.210 |
| ATR |
0.102 |
0.100 |
-0.002 |
-1.5% |
0.000 |
| Volume |
32,773 |
31,260 |
-1,513 |
-4.6% |
196,398 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.182 |
4.147 |
3.995 |
|
| R3 |
4.102 |
4.067 |
3.973 |
|
| R2 |
4.022 |
4.022 |
3.966 |
|
| R1 |
3.987 |
3.987 |
3.958 |
3.965 |
| PP |
3.942 |
3.942 |
3.942 |
3.931 |
| S1 |
3.907 |
3.907 |
3.944 |
3.885 |
| S2 |
3.862 |
3.862 |
3.936 |
|
| S3 |
3.782 |
3.827 |
3.929 |
|
| S4 |
3.702 |
3.747 |
3.907 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.616 |
4.493 |
4.067 |
|
| R3 |
4.406 |
4.283 |
4.009 |
|
| R2 |
4.196 |
4.196 |
3.990 |
|
| R1 |
4.073 |
4.073 |
3.970 |
4.030 |
| PP |
3.986 |
3.986 |
3.986 |
3.964 |
| S1 |
3.863 |
3.863 |
3.932 |
3.820 |
| S2 |
3.776 |
3.776 |
3.913 |
|
| S3 |
3.566 |
3.653 |
3.893 |
|
| S4 |
3.356 |
3.443 |
3.836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.108 |
3.898 |
0.210 |
5.3% |
0.098 |
2.5% |
25% |
False |
True |
39,279 |
| 10 |
4.142 |
3.898 |
0.244 |
6.2% |
0.094 |
2.4% |
22% |
False |
True |
41,240 |
| 20 |
4.306 |
3.898 |
0.408 |
10.3% |
0.099 |
2.5% |
13% |
False |
True |
34,897 |
| 40 |
4.320 |
3.898 |
0.422 |
10.7% |
0.096 |
2.4% |
13% |
False |
True |
29,388 |
| 60 |
4.320 |
3.898 |
0.422 |
10.7% |
0.096 |
2.4% |
13% |
False |
True |
26,064 |
| 80 |
4.721 |
3.898 |
0.823 |
20.8% |
0.092 |
2.3% |
6% |
False |
True |
23,421 |
| 100 |
5.027 |
3.898 |
1.129 |
28.6% |
0.092 |
2.3% |
5% |
False |
True |
21,067 |
| 120 |
5.052 |
3.898 |
1.154 |
29.2% |
0.093 |
2.4% |
5% |
False |
True |
19,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.318 |
|
2.618 |
4.187 |
|
1.618 |
4.107 |
|
1.000 |
4.058 |
|
0.618 |
4.027 |
|
HIGH |
3.978 |
|
0.618 |
3.947 |
|
0.500 |
3.938 |
|
0.382 |
3.929 |
|
LOW |
3.898 |
|
0.618 |
3.849 |
|
1.000 |
3.818 |
|
1.618 |
3.769 |
|
2.618 |
3.689 |
|
4.250 |
3.558 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.947 |
3.959 |
| PP |
3.942 |
3.956 |
| S1 |
3.938 |
3.954 |
|