NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 13-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2014 |
13-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.857 |
3.836 |
-0.021 |
-0.5% |
4.000 |
| High |
3.888 |
3.927 |
0.039 |
1.0% |
4.000 |
| Low |
3.833 |
3.820 |
-0.013 |
-0.3% |
3.815 |
| Close |
3.859 |
3.916 |
0.057 |
1.5% |
3.859 |
| Range |
0.055 |
0.107 |
0.052 |
94.5% |
0.185 |
| ATR |
0.112 |
0.111 |
0.000 |
-0.3% |
0.000 |
| Volume |
87,703 |
113,231 |
25,528 |
29.1% |
645,079 |
|
| Daily Pivots for day following 13-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.209 |
4.169 |
3.975 |
|
| R3 |
4.102 |
4.062 |
3.945 |
|
| R2 |
3.995 |
3.995 |
3.936 |
|
| R1 |
3.955 |
3.955 |
3.926 |
3.975 |
| PP |
3.888 |
3.888 |
3.888 |
3.898 |
| S1 |
3.848 |
3.848 |
3.906 |
3.868 |
| S2 |
3.781 |
3.781 |
3.896 |
|
| S3 |
3.674 |
3.741 |
3.887 |
|
| S4 |
3.567 |
3.634 |
3.857 |
|
|
| 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 |
3.968 |
3.815 |
0.153 |
3.9% |
0.100 |
2.6% |
66% |
False |
False |
130,967 |
| 10 |
4.184 |
3.815 |
0.369 |
9.4% |
0.111 |
2.8% |
27% |
False |
False |
123,368 |
| 20 |
4.184 |
3.815 |
0.369 |
9.4% |
0.110 |
2.8% |
27% |
False |
False |
104,230 |
| 40 |
4.184 |
3.812 |
0.372 |
9.5% |
0.107 |
2.7% |
28% |
False |
False |
71,779 |
| 60 |
4.184 |
3.786 |
0.398 |
10.2% |
0.104 |
2.7% |
33% |
False |
False |
57,105 |
| 80 |
4.633 |
3.786 |
0.847 |
21.6% |
0.099 |
2.5% |
15% |
False |
False |
45,890 |
| 100 |
4.905 |
3.786 |
1.119 |
28.6% |
0.099 |
2.5% |
12% |
False |
False |
38,873 |
| 120 |
4.905 |
3.786 |
1.119 |
28.6% |
0.098 |
2.5% |
12% |
False |
False |
33,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.382 |
|
2.618 |
4.207 |
|
1.618 |
4.100 |
|
1.000 |
4.034 |
|
0.618 |
3.993 |
|
HIGH |
3.927 |
|
0.618 |
3.886 |
|
0.500 |
3.874 |
|
0.382 |
3.861 |
|
LOW |
3.820 |
|
0.618 |
3.754 |
|
1.000 |
3.713 |
|
1.618 |
3.647 |
|
2.618 |
3.540 |
|
4.250 |
3.365 |
|
|
| Fisher Pivots for day following 13-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.902 |
3.903 |
| PP |
3.888 |
3.891 |
| S1 |
3.874 |
3.878 |
|