NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
4.164 |
4.076 |
-0.088 |
-2.1% |
3.990 |
High |
4.207 |
4.095 |
-0.112 |
-2.7% |
4.113 |
Low |
4.055 |
3.978 |
-0.077 |
-1.9% |
3.951 |
Close |
4.064 |
4.000 |
-0.064 |
-1.6% |
4.108 |
Range |
0.152 |
0.117 |
-0.035 |
-23.0% |
0.162 |
ATR |
0.089 |
0.091 |
0.002 |
2.2% |
0.000 |
Volume |
25,148 |
23,188 |
-1,960 |
-7.8% |
76,513 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.375 |
4.305 |
4.064 |
|
R3 |
4.258 |
4.188 |
4.032 |
|
R2 |
4.141 |
4.141 |
4.021 |
|
R1 |
4.071 |
4.071 |
4.011 |
4.048 |
PP |
4.024 |
4.024 |
4.024 |
4.013 |
S1 |
3.954 |
3.954 |
3.989 |
3.931 |
S2 |
3.907 |
3.907 |
3.979 |
|
S3 |
3.790 |
3.837 |
3.968 |
|
S4 |
3.673 |
3.720 |
3.936 |
|
|
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 |
3.978 |
0.229 |
5.7% |
0.100 |
2.5% |
10% |
False |
True |
22,928 |
10 |
4.207 |
3.951 |
0.256 |
6.4% |
0.093 |
2.3% |
19% |
False |
False |
18,299 |
20 |
4.207 |
3.924 |
0.283 |
7.1% |
0.090 |
2.3% |
27% |
False |
False |
16,669 |
40 |
4.225 |
3.924 |
0.301 |
7.5% |
0.085 |
2.1% |
25% |
False |
False |
14,199 |
60 |
4.257 |
3.885 |
0.372 |
9.3% |
0.080 |
2.0% |
31% |
False |
False |
12,083 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.592 |
2.618 |
4.401 |
1.618 |
4.284 |
1.000 |
4.212 |
0.618 |
4.167 |
HIGH |
4.095 |
0.618 |
4.050 |
0.500 |
4.037 |
0.382 |
4.023 |
LOW |
3.978 |
0.618 |
3.906 |
1.000 |
3.861 |
1.618 |
3.789 |
2.618 |
3.672 |
4.250 |
3.481 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
4.037 |
4.093 |
PP |
4.024 |
4.062 |
S1 |
4.012 |
4.031 |
|