NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.950 |
3.940 |
-0.010 |
-0.3% |
4.041 |
| High |
3.980 |
4.018 |
0.038 |
1.0% |
4.053 |
| Low |
3.939 |
3.927 |
-0.012 |
-0.3% |
3.917 |
| Close |
3.962 |
4.009 |
0.047 |
1.2% |
3.962 |
| Range |
0.041 |
0.091 |
0.050 |
122.0% |
0.136 |
| ATR |
0.091 |
0.091 |
0.000 |
0.0% |
0.000 |
| Volume |
27,510 |
19,674 |
-7,836 |
-28.5% |
113,416 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.258 |
4.224 |
4.059 |
|
| R3 |
4.167 |
4.133 |
4.034 |
|
| R2 |
4.076 |
4.076 |
4.026 |
|
| R1 |
4.042 |
4.042 |
4.017 |
4.059 |
| PP |
3.985 |
3.985 |
3.985 |
3.993 |
| S1 |
3.951 |
3.951 |
4.001 |
3.968 |
| S2 |
3.894 |
3.894 |
3.992 |
|
| S3 |
3.803 |
3.860 |
3.984 |
|
| S4 |
3.712 |
3.769 |
3.959 |
|
|
| 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% |
0.081 |
2.0% |
68% |
False |
False |
22,582 |
| 10 |
4.207 |
3.917 |
0.290 |
7.2% |
0.089 |
2.2% |
32% |
False |
False |
22,888 |
| 20 |
4.207 |
3.917 |
0.290 |
7.2% |
0.088 |
2.2% |
32% |
False |
False |
19,199 |
| 40 |
4.225 |
3.917 |
0.308 |
7.7% |
0.085 |
2.1% |
30% |
False |
False |
16,146 |
| 60 |
4.225 |
3.885 |
0.340 |
8.5% |
0.082 |
2.0% |
36% |
False |
False |
13,740 |
| 80 |
4.596 |
3.885 |
0.711 |
17.7% |
0.078 |
1.9% |
17% |
False |
False |
12,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.405 |
|
2.618 |
4.256 |
|
1.618 |
4.165 |
|
1.000 |
4.109 |
|
0.618 |
4.074 |
|
HIGH |
4.018 |
|
0.618 |
3.983 |
|
0.500 |
3.973 |
|
0.382 |
3.962 |
|
LOW |
3.927 |
|
0.618 |
3.871 |
|
1.000 |
3.836 |
|
1.618 |
3.780 |
|
2.618 |
3.689 |
|
4.250 |
3.540 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.997 |
3.996 |
| PP |
3.985 |
3.983 |
| S1 |
3.973 |
3.970 |
|