NYMEX Natural Gas Future March 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 |
4.184 |
4.164 |
-0.020 |
-0.5% |
3.990 |
High |
4.200 |
4.207 |
0.007 |
0.2% |
4.113 |
Low |
4.134 |
4.055 |
-0.079 |
-1.9% |
3.951 |
Close |
4.155 |
4.064 |
-0.091 |
-2.2% |
4.108 |
Range |
0.066 |
0.152 |
0.086 |
130.3% |
0.162 |
ATR |
0.084 |
0.089 |
0.005 |
5.7% |
0.000 |
Volume |
25,310 |
25,148 |
-162 |
-0.6% |
76,513 |
|
Daily Pivots for day following 01-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.565 |
4.466 |
4.148 |
|
R3 |
4.413 |
4.314 |
4.106 |
|
R2 |
4.261 |
4.261 |
4.092 |
|
R1 |
4.162 |
4.162 |
4.078 |
4.136 |
PP |
4.109 |
4.109 |
4.109 |
4.095 |
S1 |
4.010 |
4.010 |
4.050 |
3.984 |
S2 |
3.957 |
3.957 |
4.036 |
|
S3 |
3.805 |
3.858 |
4.022 |
|
S4 |
3.653 |
3.706 |
3.980 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.543 |
4.488 |
4.197 |
|
R3 |
4.381 |
4.326 |
4.153 |
|
R2 |
4.219 |
4.219 |
4.138 |
|
R1 |
4.164 |
4.164 |
4.123 |
4.192 |
PP |
4.057 |
4.057 |
4.057 |
4.071 |
S1 |
4.002 |
4.002 |
4.093 |
4.030 |
S2 |
3.895 |
3.895 |
4.078 |
|
S3 |
3.733 |
3.840 |
4.063 |
|
S4 |
3.571 |
3.678 |
4.019 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.207 |
3.976 |
0.231 |
5.7% |
0.099 |
2.4% |
38% |
True |
False |
21,154 |
10 |
4.207 |
3.951 |
0.256 |
6.3% |
0.093 |
2.3% |
44% |
True |
False |
17,354 |
20 |
4.207 |
3.924 |
0.283 |
7.0% |
0.088 |
2.2% |
49% |
True |
False |
16,447 |
40 |
4.225 |
3.924 |
0.301 |
7.4% |
0.083 |
2.1% |
47% |
False |
False |
13,804 |
60 |
4.288 |
3.885 |
0.403 |
9.9% |
0.079 |
1.9% |
44% |
False |
False |
11,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.853 |
2.618 |
4.605 |
1.618 |
4.453 |
1.000 |
4.359 |
0.618 |
4.301 |
HIGH |
4.207 |
0.618 |
4.149 |
0.500 |
4.131 |
0.382 |
4.113 |
LOW |
4.055 |
0.618 |
3.961 |
1.000 |
3.903 |
1.618 |
3.809 |
2.618 |
3.657 |
4.250 |
3.409 |
|
|
Fisher Pivots for day following 01-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4.131 |
4.131 |
PP |
4.109 |
4.109 |
S1 |
4.086 |
4.086 |
|