NYMEX Natural Gas Future February 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 |
3.988 |
3.967 |
-0.021 |
-0.5% |
4.122 |
| High |
4.006 |
3.984 |
-0.022 |
-0.5% |
4.128 |
| Low |
3.924 |
3.860 |
-0.064 |
-1.6% |
3.988 |
| Close |
3.956 |
3.963 |
0.007 |
0.2% |
4.026 |
| Range |
0.082 |
0.124 |
0.042 |
51.2% |
0.140 |
| ATR |
0.097 |
0.099 |
0.002 |
2.0% |
0.000 |
| Volume |
12,908 |
9,975 |
-2,933 |
-22.7% |
63,015 |
|
| Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.308 |
4.259 |
4.031 |
|
| R3 |
4.184 |
4.135 |
3.997 |
|
| R2 |
4.060 |
4.060 |
3.986 |
|
| R1 |
4.011 |
4.011 |
3.974 |
3.974 |
| PP |
3.936 |
3.936 |
3.936 |
3.917 |
| S1 |
3.887 |
3.887 |
3.952 |
3.850 |
| S2 |
3.812 |
3.812 |
3.940 |
|
| S3 |
3.688 |
3.763 |
3.929 |
|
| S4 |
3.564 |
3.639 |
3.895 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.467 |
4.387 |
4.103 |
|
| R3 |
4.327 |
4.247 |
4.065 |
|
| R2 |
4.187 |
4.187 |
4.052 |
|
| R1 |
4.107 |
4.107 |
4.039 |
4.077 |
| PP |
4.047 |
4.047 |
4.047 |
4.033 |
| S1 |
3.967 |
3.967 |
4.013 |
3.937 |
| S2 |
3.907 |
3.907 |
4.000 |
|
| S3 |
3.767 |
3.827 |
3.988 |
|
| S4 |
3.627 |
3.687 |
3.949 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.097 |
3.860 |
0.237 |
6.0% |
0.094 |
2.4% |
43% |
False |
True |
11,111 |
| 10 |
4.174 |
3.860 |
0.314 |
7.9% |
0.093 |
2.4% |
33% |
False |
True |
11,619 |
| 20 |
4.285 |
3.860 |
0.425 |
10.7% |
0.095 |
2.4% |
24% |
False |
True |
10,046 |
| 40 |
4.300 |
3.860 |
0.440 |
11.1% |
0.092 |
2.3% |
23% |
False |
True |
8,425 |
| 60 |
4.300 |
3.860 |
0.440 |
11.1% |
0.089 |
2.3% |
23% |
False |
True |
6,641 |
| 80 |
4.690 |
3.860 |
0.830 |
20.9% |
0.085 |
2.1% |
12% |
False |
True |
5,717 |
| 100 |
4.895 |
3.860 |
1.035 |
26.1% |
0.083 |
2.1% |
10% |
False |
True |
4,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.511 |
|
2.618 |
4.309 |
|
1.618 |
4.185 |
|
1.000 |
4.108 |
|
0.618 |
4.061 |
|
HIGH |
3.984 |
|
0.618 |
3.937 |
|
0.500 |
3.922 |
|
0.382 |
3.907 |
|
LOW |
3.860 |
|
0.618 |
3.783 |
|
1.000 |
3.736 |
|
1.618 |
3.659 |
|
2.618 |
3.535 |
|
4.250 |
3.333 |
|
|
| Fisher Pivots for day following 16-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.949 |
3.979 |
| PP |
3.936 |
3.973 |
| S1 |
3.922 |
3.968 |
|