NYMEX Natural Gas Future February 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 |
3.967 |
3.969 |
0.002 |
0.1% |
4.000 |
| High |
3.984 |
3.976 |
-0.008 |
-0.2% |
4.097 |
| Low |
3.860 |
3.894 |
0.034 |
0.9% |
3.860 |
| Close |
3.963 |
3.946 |
-0.017 |
-0.4% |
3.946 |
| Range |
0.124 |
0.082 |
-0.042 |
-33.9% |
0.237 |
| ATR |
0.099 |
0.097 |
-0.001 |
-1.2% |
0.000 |
| Volume |
9,975 |
8,490 |
-1,485 |
-14.9% |
49,382 |
|
| Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.185 |
4.147 |
3.991 |
|
| R3 |
4.103 |
4.065 |
3.969 |
|
| R2 |
4.021 |
4.021 |
3.961 |
|
| R1 |
3.983 |
3.983 |
3.954 |
3.961 |
| PP |
3.939 |
3.939 |
3.939 |
3.928 |
| S1 |
3.901 |
3.901 |
3.938 |
3.879 |
| S2 |
3.857 |
3.857 |
3.931 |
|
| S3 |
3.775 |
3.819 |
3.923 |
|
| S4 |
3.693 |
3.737 |
3.901 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.679 |
4.549 |
4.076 |
|
| R3 |
4.442 |
4.312 |
4.011 |
|
| R2 |
4.205 |
4.205 |
3.989 |
|
| R1 |
4.075 |
4.075 |
3.968 |
4.022 |
| PP |
3.968 |
3.968 |
3.968 |
3.941 |
| S1 |
3.838 |
3.838 |
3.924 |
3.785 |
| S2 |
3.731 |
3.731 |
3.903 |
|
| S3 |
3.494 |
3.601 |
3.881 |
|
| S4 |
3.257 |
3.364 |
3.816 |
|
|
| 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% |
0.102 |
2.6% |
36% |
False |
False |
9,876 |
| 10 |
4.128 |
3.860 |
0.268 |
6.8% |
0.093 |
2.4% |
32% |
False |
False |
11,239 |
| 20 |
4.285 |
3.860 |
0.425 |
10.8% |
0.096 |
2.4% |
20% |
False |
False |
10,177 |
| 40 |
4.300 |
3.860 |
0.440 |
11.2% |
0.091 |
2.3% |
20% |
False |
False |
8,548 |
| 60 |
4.300 |
3.860 |
0.440 |
11.2% |
0.089 |
2.3% |
20% |
False |
False |
6,733 |
| 80 |
4.681 |
3.860 |
0.821 |
20.8% |
0.085 |
2.2% |
10% |
False |
False |
5,794 |
| 100 |
4.895 |
3.860 |
1.035 |
26.2% |
0.083 |
2.1% |
8% |
False |
False |
5,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.325 |
|
2.618 |
4.191 |
|
1.618 |
4.109 |
|
1.000 |
4.058 |
|
0.618 |
4.027 |
|
HIGH |
3.976 |
|
0.618 |
3.945 |
|
0.500 |
3.935 |
|
0.382 |
3.925 |
|
LOW |
3.894 |
|
0.618 |
3.843 |
|
1.000 |
3.812 |
|
1.618 |
3.761 |
|
2.618 |
3.679 |
|
4.250 |
3.546 |
|
|
| Fisher Pivots for day following 17-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.942 |
3.942 |
| PP |
3.939 |
3.937 |
| S1 |
3.935 |
3.933 |
|