NYMEX Natural Gas Future April 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 |
3.760 |
3.696 |
-0.064 |
-1.7% |
3.781 |
High |
3.779 |
3.715 |
-0.064 |
-1.7% |
3.789 |
Low |
3.686 |
3.656 |
-0.030 |
-0.8% |
3.695 |
Close |
3.687 |
3.681 |
-0.006 |
-0.2% |
3.723 |
Range |
0.093 |
0.059 |
-0.034 |
-36.6% |
0.094 |
ATR |
0.066 |
0.066 |
-0.001 |
-0.8% |
0.000 |
Volume |
7,789 |
14,328 |
6,539 |
84.0% |
63,207 |
|
Daily Pivots for day following 15-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.861 |
3.830 |
3.713 |
|
R3 |
3.802 |
3.771 |
3.697 |
|
R2 |
3.743 |
3.743 |
3.692 |
|
R1 |
3.712 |
3.712 |
3.686 |
3.698 |
PP |
3.684 |
3.684 |
3.684 |
3.677 |
S1 |
3.653 |
3.653 |
3.676 |
3.639 |
S2 |
3.625 |
3.625 |
3.670 |
|
S3 |
3.566 |
3.594 |
3.665 |
|
S4 |
3.507 |
3.535 |
3.649 |
|
|
Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.018 |
3.964 |
3.775 |
|
R3 |
3.924 |
3.870 |
3.749 |
|
R2 |
3.830 |
3.830 |
3.740 |
|
R1 |
3.776 |
3.776 |
3.732 |
3.756 |
PP |
3.736 |
3.736 |
3.736 |
3.726 |
S1 |
3.682 |
3.682 |
3.714 |
3.662 |
S2 |
3.642 |
3.642 |
3.706 |
|
S3 |
3.548 |
3.588 |
3.697 |
|
S4 |
3.454 |
3.494 |
3.671 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.779 |
3.656 |
0.123 |
3.3% |
0.062 |
1.7% |
20% |
False |
True |
11,348 |
10 |
3.819 |
3.656 |
0.163 |
4.4% |
0.062 |
1.7% |
15% |
False |
True |
12,879 |
20 |
3.910 |
3.656 |
0.254 |
6.9% |
0.064 |
1.7% |
10% |
False |
True |
12,213 |
40 |
3.944 |
3.656 |
0.288 |
7.8% |
0.064 |
1.7% |
9% |
False |
True |
11,538 |
60 |
3.944 |
3.656 |
0.288 |
7.8% |
0.062 |
1.7% |
9% |
False |
True |
10,041 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.966 |
2.618 |
3.869 |
1.618 |
3.810 |
1.000 |
3.774 |
0.618 |
3.751 |
HIGH |
3.715 |
0.618 |
3.692 |
0.500 |
3.686 |
0.382 |
3.679 |
LOW |
3.656 |
0.618 |
3.620 |
1.000 |
3.597 |
1.618 |
3.561 |
2.618 |
3.502 |
4.250 |
3.405 |
|
|
Fisher Pivots for day following 15-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3.686 |
3.718 |
PP |
3.684 |
3.705 |
S1 |
3.683 |
3.693 |
|