NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 10-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3.952 |
3.950 |
-0.002 |
-0.1% |
4.041 |
High |
4.022 |
3.980 |
-0.042 |
-1.0% |
4.053 |
Low |
3.917 |
3.939 |
0.022 |
0.6% |
3.917 |
Close |
3.948 |
3.962 |
0.014 |
0.4% |
3.962 |
Range |
0.105 |
0.041 |
-0.064 |
-61.0% |
0.136 |
ATR |
0.095 |
0.091 |
-0.004 |
-4.1% |
0.000 |
Volume |
24,032 |
27,510 |
3,478 |
14.5% |
113,416 |
|
Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.083 |
4.064 |
3.985 |
|
R3 |
4.042 |
4.023 |
3.973 |
|
R2 |
4.001 |
4.001 |
3.970 |
|
R1 |
3.982 |
3.982 |
3.966 |
3.992 |
PP |
3.960 |
3.960 |
3.960 |
3.965 |
S1 |
3.941 |
3.941 |
3.958 |
3.951 |
S2 |
3.919 |
3.919 |
3.954 |
|
S3 |
3.878 |
3.900 |
3.951 |
|
S4 |
3.837 |
3.859 |
3.939 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.385 |
4.310 |
4.037 |
|
R3 |
4.249 |
4.174 |
3.999 |
|
R2 |
4.113 |
4.113 |
3.987 |
|
R1 |
4.038 |
4.038 |
3.974 |
4.008 |
PP |
3.977 |
3.977 |
3.977 |
3.962 |
S1 |
3.902 |
3.902 |
3.950 |
3.872 |
S2 |
3.841 |
3.841 |
3.937 |
|
S3 |
3.705 |
3.766 |
3.925 |
|
S4 |
3.569 |
3.630 |
3.887 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.053 |
3.917 |
0.136 |
3.4% |
0.078 |
2.0% |
33% |
False |
False |
22,683 |
10 |
4.207 |
3.917 |
0.290 |
7.3% |
0.091 |
2.3% |
16% |
False |
False |
22,768 |
20 |
4.207 |
3.917 |
0.290 |
7.3% |
0.089 |
2.2% |
16% |
False |
False |
18,749 |
40 |
4.225 |
3.917 |
0.308 |
7.8% |
0.084 |
2.1% |
15% |
False |
False |
15,927 |
60 |
4.225 |
3.885 |
0.340 |
8.6% |
0.081 |
2.0% |
23% |
False |
False |
13,636 |
80 |
4.693 |
3.885 |
0.808 |
20.4% |
0.078 |
2.0% |
10% |
False |
False |
12,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.154 |
2.618 |
4.087 |
1.618 |
4.046 |
1.000 |
4.021 |
0.618 |
4.005 |
HIGH |
3.980 |
0.618 |
3.964 |
0.500 |
3.960 |
0.382 |
3.955 |
LOW |
3.939 |
0.618 |
3.914 |
1.000 |
3.898 |
1.618 |
3.873 |
2.618 |
3.832 |
4.250 |
3.765 |
|
|
Fisher Pivots for day following 10-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3.961 |
3.970 |
PP |
3.960 |
3.967 |
S1 |
3.960 |
3.965 |
|