NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 06-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2014 |
06-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4.048 |
4.041 |
-0.007 |
-0.2% |
4.110 |
| High |
4.090 |
4.045 |
-0.045 |
-1.1% |
4.207 |
| Low |
4.013 |
3.968 |
-0.045 |
-1.1% |
3.978 |
| Close |
4.088 |
3.981 |
-0.107 |
-2.6% |
4.088 |
| Range |
0.077 |
0.077 |
0.000 |
0.0% |
0.229 |
| ATR |
0.091 |
0.093 |
0.002 |
2.3% |
0.000 |
| Volume |
22,151 |
20,180 |
-1,971 |
-8.9% |
114,272 |
|
| Daily Pivots for day following 06-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.229 |
4.182 |
4.023 |
|
| R3 |
4.152 |
4.105 |
4.002 |
|
| R2 |
4.075 |
4.075 |
3.995 |
|
| R1 |
4.028 |
4.028 |
3.988 |
4.013 |
| PP |
3.998 |
3.998 |
3.998 |
3.991 |
| S1 |
3.951 |
3.951 |
3.974 |
3.936 |
| S2 |
3.921 |
3.921 |
3.967 |
|
| S3 |
3.844 |
3.874 |
3.960 |
|
| S4 |
3.767 |
3.797 |
3.939 |
|
|
| Weekly Pivots for week ending 03-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.778 |
4.662 |
4.214 |
|
| R3 |
4.549 |
4.433 |
4.151 |
|
| R2 |
4.320 |
4.320 |
4.130 |
|
| R1 |
4.204 |
4.204 |
4.109 |
4.148 |
| PP |
4.091 |
4.091 |
4.091 |
4.063 |
| S1 |
3.975 |
3.975 |
4.067 |
3.919 |
| S2 |
3.862 |
3.862 |
4.046 |
|
| S3 |
3.633 |
3.746 |
4.025 |
|
| S4 |
3.404 |
3.517 |
3.962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.207 |
3.968 |
0.239 |
6.0% |
0.098 |
2.5% |
5% |
False |
True |
23,195 |
| 10 |
4.207 |
3.951 |
0.256 |
6.4% |
0.095 |
2.4% |
12% |
False |
False |
19,641 |
| 20 |
4.207 |
3.931 |
0.276 |
6.9% |
0.091 |
2.3% |
18% |
False |
False |
17,484 |
| 40 |
4.225 |
3.924 |
0.301 |
7.6% |
0.084 |
2.1% |
19% |
False |
False |
14,736 |
| 60 |
4.242 |
3.885 |
0.357 |
9.0% |
0.080 |
2.0% |
27% |
False |
False |
12,564 |
| 80 |
4.810 |
3.885 |
0.925 |
23.2% |
0.078 |
2.0% |
10% |
False |
False |
11,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.372 |
|
2.618 |
4.247 |
|
1.618 |
4.170 |
|
1.000 |
4.122 |
|
0.618 |
4.093 |
|
HIGH |
4.045 |
|
0.618 |
4.016 |
|
0.500 |
4.007 |
|
0.382 |
3.997 |
|
LOW |
3.968 |
|
0.618 |
3.920 |
|
1.000 |
3.891 |
|
1.618 |
3.843 |
|
2.618 |
3.766 |
|
4.250 |
3.641 |
|
|
| Fisher Pivots for day following 06-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.007 |
4.032 |
| PP |
3.998 |
4.015 |
| S1 |
3.990 |
3.998 |
|