NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 16-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2014 |
16-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3.925 |
3.915 |
-0.010 |
-0.3% |
4.041 |
High |
3.952 |
3.928 |
-0.024 |
-0.6% |
4.053 |
Low |
3.867 |
3.824 |
-0.043 |
-1.1% |
3.917 |
Close |
3.896 |
3.904 |
0.008 |
0.2% |
3.962 |
Range |
0.085 |
0.104 |
0.019 |
22.4% |
0.136 |
ATR |
0.093 |
0.094 |
0.001 |
0.8% |
0.000 |
Volume |
20,897 |
19,315 |
-1,582 |
-7.6% |
113,416 |
|
Daily Pivots for day following 16-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.197 |
4.155 |
3.961 |
|
R3 |
4.093 |
4.051 |
3.933 |
|
R2 |
3.989 |
3.989 |
3.923 |
|
R1 |
3.947 |
3.947 |
3.914 |
3.916 |
PP |
3.885 |
3.885 |
3.885 |
3.870 |
S1 |
3.843 |
3.843 |
3.894 |
3.812 |
S2 |
3.781 |
3.781 |
3.885 |
|
S3 |
3.677 |
3.739 |
3.875 |
|
S4 |
3.573 |
3.635 |
3.847 |
|
|
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 |
3.824 |
0.213 |
5.5% |
0.090 |
2.3% |
38% |
False |
True |
20,918 |
10 |
4.090 |
3.824 |
0.266 |
6.8% |
0.088 |
2.2% |
30% |
False |
True |
21,265 |
20 |
4.207 |
3.824 |
0.383 |
9.8% |
0.090 |
2.3% |
21% |
False |
True |
19,782 |
40 |
4.225 |
3.824 |
0.401 |
10.3% |
0.087 |
2.2% |
20% |
False |
True |
17,024 |
60 |
4.225 |
3.824 |
0.401 |
10.3% |
0.084 |
2.1% |
20% |
False |
True |
14,349 |
80 |
4.596 |
3.824 |
0.772 |
19.8% |
0.080 |
2.1% |
10% |
False |
True |
12,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.370 |
2.618 |
4.200 |
1.618 |
4.096 |
1.000 |
4.032 |
0.618 |
3.992 |
HIGH |
3.928 |
0.618 |
3.888 |
0.500 |
3.876 |
0.382 |
3.864 |
LOW |
3.824 |
0.618 |
3.760 |
1.000 |
3.720 |
1.618 |
3.656 |
2.618 |
3.552 |
4.250 |
3.382 |
|
|
Fisher Pivots for day following 16-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3.895 |
3.931 |
PP |
3.885 |
3.922 |
S1 |
3.876 |
3.913 |
|