NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.940 |
4.002 |
0.062 |
1.6% |
4.041 |
| High |
4.018 |
4.037 |
0.019 |
0.5% |
4.053 |
| Low |
3.927 |
3.908 |
-0.019 |
-0.5% |
3.917 |
| Close |
4.009 |
3.914 |
-0.095 |
-2.4% |
3.962 |
| Range |
0.091 |
0.129 |
0.038 |
41.8% |
0.136 |
| ATR |
0.091 |
0.094 |
0.003 |
3.0% |
0.000 |
| Volume |
19,674 |
17,198 |
-2,476 |
-12.6% |
113,416 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.340 |
4.256 |
3.985 |
|
| R3 |
4.211 |
4.127 |
3.949 |
|
| R2 |
4.082 |
4.082 |
3.938 |
|
| R1 |
3.998 |
3.998 |
3.926 |
3.976 |
| PP |
3.953 |
3.953 |
3.953 |
3.942 |
| S1 |
3.869 |
3.869 |
3.902 |
3.847 |
| S2 |
3.824 |
3.824 |
3.890 |
|
| S3 |
3.695 |
3.740 |
3.879 |
|
| S4 |
3.566 |
3.611 |
3.843 |
|
|
| 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 |
4.037 |
3.908 |
0.129 |
3.3% |
0.088 |
2.2% |
5% |
True |
True |
22,558 |
| 10 |
4.207 |
3.908 |
0.299 |
7.6% |
0.096 |
2.4% |
2% |
False |
True |
22,077 |
| 20 |
4.207 |
3.908 |
0.299 |
7.6% |
0.089 |
2.3% |
2% |
False |
True |
19,217 |
| 40 |
4.225 |
3.908 |
0.317 |
8.1% |
0.086 |
2.2% |
2% |
False |
True |
16,363 |
| 60 |
4.225 |
3.885 |
0.340 |
8.7% |
0.083 |
2.1% |
9% |
False |
False |
13,948 |
| 80 |
4.596 |
3.885 |
0.711 |
18.2% |
0.079 |
2.0% |
4% |
False |
False |
12,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.585 |
|
2.618 |
4.375 |
|
1.618 |
4.246 |
|
1.000 |
4.166 |
|
0.618 |
4.117 |
|
HIGH |
4.037 |
|
0.618 |
3.988 |
|
0.500 |
3.973 |
|
0.382 |
3.957 |
|
LOW |
3.908 |
|
0.618 |
3.828 |
|
1.000 |
3.779 |
|
1.618 |
3.699 |
|
2.618 |
3.570 |
|
4.250 |
3.360 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.973 |
3.973 |
| PP |
3.953 |
3.953 |
| S1 |
3.934 |
3.934 |
|