NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 10-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2014 |
10-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.861 |
3.857 |
-0.004 |
-0.1% |
4.000 |
| High |
3.941 |
3.888 |
-0.053 |
-1.3% |
4.000 |
| Low |
3.815 |
3.833 |
0.018 |
0.5% |
3.815 |
| Close |
3.845 |
3.859 |
0.014 |
0.4% |
3.859 |
| Range |
0.126 |
0.055 |
-0.071 |
-56.3% |
0.185 |
| ATR |
0.116 |
0.112 |
-0.004 |
-3.8% |
0.000 |
| Volume |
170,171 |
87,703 |
-82,468 |
-48.5% |
645,079 |
|
| Daily Pivots for day following 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.025 |
3.997 |
3.889 |
|
| R3 |
3.970 |
3.942 |
3.874 |
|
| R2 |
3.915 |
3.915 |
3.869 |
|
| R1 |
3.887 |
3.887 |
3.864 |
3.901 |
| PP |
3.860 |
3.860 |
3.860 |
3.867 |
| S1 |
3.832 |
3.832 |
3.854 |
3.846 |
| S2 |
3.805 |
3.805 |
3.849 |
|
| S3 |
3.750 |
3.777 |
3.844 |
|
| S4 |
3.695 |
3.722 |
3.829 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.446 |
4.338 |
3.961 |
|
| R3 |
4.261 |
4.153 |
3.910 |
|
| R2 |
4.076 |
4.076 |
3.893 |
|
| R1 |
3.968 |
3.968 |
3.876 |
3.930 |
| PP |
3.891 |
3.891 |
3.891 |
3.872 |
| S1 |
3.783 |
3.783 |
3.842 |
3.745 |
| S2 |
3.706 |
3.706 |
3.825 |
|
| S3 |
3.521 |
3.598 |
3.808 |
|
| S4 |
3.336 |
3.413 |
3.757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.000 |
3.815 |
0.185 |
4.8% |
0.101 |
2.6% |
24% |
False |
False |
129,015 |
| 10 |
4.184 |
3.815 |
0.369 |
9.6% |
0.116 |
3.0% |
12% |
False |
False |
124,972 |
| 20 |
4.184 |
3.815 |
0.369 |
9.6% |
0.111 |
2.9% |
12% |
False |
False |
102,680 |
| 40 |
4.184 |
3.812 |
0.372 |
9.6% |
0.108 |
2.8% |
13% |
False |
False |
69,812 |
| 60 |
4.184 |
3.786 |
0.398 |
10.3% |
0.103 |
2.7% |
18% |
False |
False |
55,530 |
| 80 |
4.715 |
3.786 |
0.929 |
24.1% |
0.100 |
2.6% |
8% |
False |
False |
44,555 |
| 100 |
4.905 |
3.786 |
1.119 |
29.0% |
0.099 |
2.6% |
7% |
False |
False |
37,807 |
| 120 |
4.905 |
3.786 |
1.119 |
29.0% |
0.098 |
2.5% |
7% |
False |
False |
32,523 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.122 |
|
2.618 |
4.032 |
|
1.618 |
3.977 |
|
1.000 |
3.943 |
|
0.618 |
3.922 |
|
HIGH |
3.888 |
|
0.618 |
3.867 |
|
0.500 |
3.861 |
|
0.382 |
3.854 |
|
LOW |
3.833 |
|
0.618 |
3.799 |
|
1.000 |
3.778 |
|
1.618 |
3.744 |
|
2.618 |
3.689 |
|
4.250 |
3.599 |
|
|
| Fisher Pivots for day following 10-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.861 |
3.881 |
| PP |
3.860 |
3.874 |
| S1 |
3.860 |
3.866 |
|