NYMEX Natural Gas Future February 2015
Trading Metrics calculated at close of trading on 01-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2014 |
01-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4.262 |
4.239 |
-0.023 |
-0.5% |
4.048 |
High |
4.278 |
4.285 |
0.007 |
0.2% |
4.180 |
Low |
4.212 |
4.130 |
-0.082 |
-1.9% |
4.006 |
Close |
4.236 |
4.138 |
-0.098 |
-2.3% |
4.174 |
Range |
0.066 |
0.155 |
0.089 |
134.8% |
0.174 |
ATR |
0.088 |
0.093 |
0.005 |
5.4% |
0.000 |
Volume |
9,798 |
11,001 |
1,203 |
12.3% |
38,506 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.649 |
4.549 |
4.223 |
|
R3 |
4.494 |
4.394 |
4.181 |
|
R2 |
4.339 |
4.339 |
4.166 |
|
R1 |
4.239 |
4.239 |
4.152 |
4.212 |
PP |
4.184 |
4.184 |
4.184 |
4.171 |
S1 |
4.084 |
4.084 |
4.124 |
4.057 |
S2 |
4.029 |
4.029 |
4.110 |
|
S3 |
3.874 |
3.929 |
4.095 |
|
S4 |
3.719 |
3.774 |
4.053 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.642 |
4.582 |
4.270 |
|
R3 |
4.468 |
4.408 |
4.222 |
|
R2 |
4.294 |
4.294 |
4.206 |
|
R1 |
4.234 |
4.234 |
4.190 |
4.264 |
PP |
4.120 |
4.120 |
4.120 |
4.135 |
S1 |
4.060 |
4.060 |
4.158 |
4.090 |
S2 |
3.946 |
3.946 |
4.142 |
|
S3 |
3.772 |
3.886 |
4.126 |
|
S4 |
3.598 |
3.712 |
4.078 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.285 |
4.044 |
0.241 |
5.8% |
0.102 |
2.5% |
39% |
True |
False |
9,277 |
10 |
4.285 |
4.006 |
0.279 |
6.7% |
0.096 |
2.3% |
47% |
True |
False |
7,835 |
20 |
4.285 |
3.987 |
0.298 |
7.2% |
0.091 |
2.2% |
51% |
True |
False |
7,939 |
40 |
4.300 |
3.987 |
0.313 |
7.6% |
0.089 |
2.1% |
48% |
False |
False |
6,157 |
60 |
4.362 |
3.945 |
0.417 |
10.1% |
0.083 |
2.0% |
46% |
False |
False |
5,129 |
80 |
4.895 |
3.945 |
0.950 |
23.0% |
0.083 |
2.0% |
20% |
False |
False |
4,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.944 |
2.618 |
4.691 |
1.618 |
4.536 |
1.000 |
4.440 |
0.618 |
4.381 |
HIGH |
4.285 |
0.618 |
4.226 |
0.500 |
4.208 |
0.382 |
4.189 |
LOW |
4.130 |
0.618 |
4.034 |
1.000 |
3.975 |
1.618 |
3.879 |
2.618 |
3.724 |
4.250 |
3.471 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4.208 |
4.208 |
PP |
4.184 |
4.184 |
S1 |
4.161 |
4.161 |
|