NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 15-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2014 |
15-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
4.002 |
3.925 |
-0.077 |
-1.9% |
4.041 |
| High |
4.037 |
3.952 |
-0.085 |
-2.1% |
4.053 |
| Low |
3.908 |
3.867 |
-0.041 |
-1.0% |
3.917 |
| Close |
3.914 |
3.896 |
-0.018 |
-0.5% |
3.962 |
| Range |
0.129 |
0.085 |
-0.044 |
-34.1% |
0.136 |
| ATR |
0.094 |
0.093 |
-0.001 |
-0.7% |
0.000 |
| Volume |
17,198 |
20,897 |
3,699 |
21.5% |
113,416 |
|
| Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.160 |
4.113 |
3.943 |
|
| R3 |
4.075 |
4.028 |
3.919 |
|
| R2 |
3.990 |
3.990 |
3.912 |
|
| R1 |
3.943 |
3.943 |
3.904 |
3.924 |
| PP |
3.905 |
3.905 |
3.905 |
3.896 |
| S1 |
3.858 |
3.858 |
3.888 |
3.839 |
| S2 |
3.820 |
3.820 |
3.880 |
|
| S3 |
3.735 |
3.773 |
3.873 |
|
| S4 |
3.650 |
3.688 |
3.849 |
|
|
| 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 |
3.867 |
0.170 |
4.4% |
0.090 |
2.3% |
17% |
False |
True |
21,862 |
| 10 |
4.095 |
3.867 |
0.228 |
5.9% |
0.089 |
2.3% |
13% |
False |
True |
21,652 |
| 20 |
4.207 |
3.867 |
0.340 |
8.7% |
0.091 |
2.3% |
9% |
False |
True |
19,503 |
| 40 |
4.225 |
3.867 |
0.358 |
9.2% |
0.086 |
2.2% |
8% |
False |
True |
16,725 |
| 60 |
4.225 |
3.867 |
0.358 |
9.2% |
0.083 |
2.1% |
8% |
False |
True |
14,158 |
| 80 |
4.596 |
3.867 |
0.729 |
18.7% |
0.080 |
2.0% |
4% |
False |
True |
12,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.313 |
|
2.618 |
4.175 |
|
1.618 |
4.090 |
|
1.000 |
4.037 |
|
0.618 |
4.005 |
|
HIGH |
3.952 |
|
0.618 |
3.920 |
|
0.500 |
3.910 |
|
0.382 |
3.899 |
|
LOW |
3.867 |
|
0.618 |
3.814 |
|
1.000 |
3.782 |
|
1.618 |
3.729 |
|
2.618 |
3.644 |
|
4.250 |
3.506 |
|
|
| Fisher Pivots for day following 15-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.910 |
3.952 |
| PP |
3.905 |
3.933 |
| S1 |
3.901 |
3.915 |
|