NYMEX Natural Gas Future April 2015
Trading Metrics calculated at close of trading on 02-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2014 |
02-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3.885 |
3.803 |
-0.082 |
-2.1% |
3.790 |
High |
3.901 |
3.819 |
-0.082 |
-2.1% |
3.855 |
Low |
3.789 |
3.735 |
-0.054 |
-1.4% |
3.757 |
Close |
3.795 |
3.760 |
-0.035 |
-0.9% |
3.853 |
Range |
0.112 |
0.084 |
-0.028 |
-25.0% |
0.098 |
ATR |
0.065 |
0.067 |
0.001 |
2.1% |
0.000 |
Volume |
16,832 |
17,802 |
970 |
5.8% |
45,812 |
|
Daily Pivots for day following 02-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.023 |
3.976 |
3.806 |
|
R3 |
3.939 |
3.892 |
3.783 |
|
R2 |
3.855 |
3.855 |
3.775 |
|
R1 |
3.808 |
3.808 |
3.768 |
3.790 |
PP |
3.771 |
3.771 |
3.771 |
3.762 |
S1 |
3.724 |
3.724 |
3.752 |
3.706 |
S2 |
3.687 |
3.687 |
3.745 |
|
S3 |
3.603 |
3.640 |
3.737 |
|
S4 |
3.519 |
3.556 |
3.714 |
|
|
Weekly Pivots for week ending 26-Sep-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.116 |
4.082 |
3.907 |
|
R3 |
4.018 |
3.984 |
3.880 |
|
R2 |
3.920 |
3.920 |
3.871 |
|
R1 |
3.886 |
3.886 |
3.862 |
3.903 |
PP |
3.822 |
3.822 |
3.822 |
3.830 |
S1 |
3.788 |
3.788 |
3.844 |
3.805 |
S2 |
3.724 |
3.724 |
3.835 |
|
S3 |
3.626 |
3.690 |
3.826 |
|
S4 |
3.528 |
3.592 |
3.799 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.910 |
3.735 |
0.175 |
4.7% |
0.071 |
1.9% |
14% |
False |
True |
15,301 |
10 |
3.910 |
3.735 |
0.175 |
4.7% |
0.065 |
1.7% |
14% |
False |
True |
12,242 |
20 |
3.910 |
3.730 |
0.180 |
4.8% |
0.065 |
1.7% |
17% |
False |
False |
12,198 |
40 |
3.944 |
3.720 |
0.224 |
6.0% |
0.064 |
1.7% |
18% |
False |
False |
10,581 |
60 |
3.988 |
3.683 |
0.305 |
8.1% |
0.060 |
1.6% |
25% |
False |
False |
9,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.176 |
2.618 |
4.039 |
1.618 |
3.955 |
1.000 |
3.903 |
0.618 |
3.871 |
HIGH |
3.819 |
0.618 |
3.787 |
0.500 |
3.777 |
0.382 |
3.767 |
LOW |
3.735 |
0.618 |
3.683 |
1.000 |
3.651 |
1.618 |
3.599 |
2.618 |
3.515 |
4.250 |
3.378 |
|
|
Fisher Pivots for day following 02-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3.777 |
3.820 |
PP |
3.771 |
3.800 |
S1 |
3.766 |
3.780 |
|