NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 08-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2014 |
08-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.991 |
4.016 |
0.025 |
0.6% |
4.110 |
| High |
4.053 |
4.018 |
-0.035 |
-0.9% |
4.207 |
| Low |
3.960 |
3.944 |
-0.016 |
-0.4% |
3.978 |
| Close |
4.050 |
3.959 |
-0.091 |
-2.2% |
4.088 |
| Range |
0.093 |
0.074 |
-0.019 |
-20.4% |
0.229 |
| ATR |
0.093 |
0.094 |
0.001 |
1.0% |
0.000 |
| Volume |
17,316 |
24,378 |
7,062 |
40.8% |
114,272 |
|
| Daily Pivots for day following 08-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.196 |
4.151 |
4.000 |
|
| R3 |
4.122 |
4.077 |
3.979 |
|
| R2 |
4.048 |
4.048 |
3.973 |
|
| R1 |
4.003 |
4.003 |
3.966 |
3.989 |
| PP |
3.974 |
3.974 |
3.974 |
3.966 |
| S1 |
3.929 |
3.929 |
3.952 |
3.915 |
| S2 |
3.900 |
3.900 |
3.945 |
|
| S3 |
3.826 |
3.855 |
3.939 |
|
| S4 |
3.752 |
3.781 |
3.918 |
|
|
| 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 |
4.095 |
3.944 |
0.151 |
3.8% |
0.088 |
2.2% |
10% |
False |
True |
21,442 |
| 10 |
4.207 |
3.944 |
0.263 |
6.6% |
0.093 |
2.4% |
6% |
False |
True |
21,298 |
| 20 |
4.207 |
3.931 |
0.276 |
7.0% |
0.091 |
2.3% |
10% |
False |
False |
17,698 |
| 40 |
4.225 |
3.924 |
0.301 |
7.6% |
0.086 |
2.2% |
12% |
False |
False |
15,417 |
| 60 |
4.225 |
3.885 |
0.340 |
8.6% |
0.081 |
2.0% |
22% |
False |
False |
12,988 |
| 80 |
4.763 |
3.885 |
0.878 |
22.2% |
0.078 |
2.0% |
8% |
False |
False |
11,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.333 |
|
2.618 |
4.212 |
|
1.618 |
4.138 |
|
1.000 |
4.092 |
|
0.618 |
4.064 |
|
HIGH |
4.018 |
|
0.618 |
3.990 |
|
0.500 |
3.981 |
|
0.382 |
3.972 |
|
LOW |
3.944 |
|
0.618 |
3.898 |
|
1.000 |
3.870 |
|
1.618 |
3.824 |
|
2.618 |
3.750 |
|
4.250 |
3.630 |
|
|
| Fisher Pivots for day following 08-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.981 |
3.999 |
| PP |
3.974 |
3.985 |
| S1 |
3.966 |
3.972 |
|