NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.836 |
3.922 |
0.086 |
2.2% |
4.000 |
| High |
3.927 |
3.955 |
0.028 |
0.7% |
4.000 |
| Low |
3.820 |
3.806 |
-0.014 |
-0.4% |
3.815 |
| Close |
3.916 |
3.816 |
-0.100 |
-2.6% |
3.859 |
| Range |
0.107 |
0.149 |
0.042 |
39.3% |
0.185 |
| ATR |
0.111 |
0.114 |
0.003 |
2.4% |
0.000 |
| Volume |
113,231 |
123,217 |
9,986 |
8.8% |
645,079 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.306 |
4.210 |
3.898 |
|
| R3 |
4.157 |
4.061 |
3.857 |
|
| R2 |
4.008 |
4.008 |
3.843 |
|
| R1 |
3.912 |
3.912 |
3.830 |
3.886 |
| PP |
3.859 |
3.859 |
3.859 |
3.846 |
| S1 |
3.763 |
3.763 |
3.802 |
3.737 |
| S2 |
3.710 |
3.710 |
3.789 |
|
| S3 |
3.561 |
3.614 |
3.775 |
|
| S4 |
3.412 |
3.465 |
3.734 |
|
|
| 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 |
3.955 |
3.806 |
0.149 |
3.9% |
0.109 |
2.9% |
7% |
True |
True |
127,380 |
| 10 |
4.184 |
3.806 |
0.378 |
9.9% |
0.118 |
3.1% |
3% |
False |
True |
123,117 |
| 20 |
4.184 |
3.806 |
0.378 |
9.9% |
0.111 |
2.9% |
3% |
False |
True |
107,075 |
| 40 |
4.184 |
3.806 |
0.378 |
9.9% |
0.108 |
2.8% |
3% |
False |
True |
74,265 |
| 60 |
4.184 |
3.786 |
0.398 |
10.4% |
0.105 |
2.7% |
8% |
False |
False |
59,001 |
| 80 |
4.604 |
3.786 |
0.818 |
21.4% |
0.100 |
2.6% |
4% |
False |
False |
47,231 |
| 100 |
4.905 |
3.786 |
1.119 |
29.3% |
0.100 |
2.6% |
3% |
False |
False |
40,031 |
| 120 |
4.905 |
3.786 |
1.119 |
29.3% |
0.099 |
2.6% |
3% |
False |
False |
34,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.588 |
|
2.618 |
4.345 |
|
1.618 |
4.196 |
|
1.000 |
4.104 |
|
0.618 |
4.047 |
|
HIGH |
3.955 |
|
0.618 |
3.898 |
|
0.500 |
3.881 |
|
0.382 |
3.863 |
|
LOW |
3.806 |
|
0.618 |
3.714 |
|
1.000 |
3.657 |
|
1.618 |
3.565 |
|
2.618 |
3.416 |
|
4.250 |
3.173 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.881 |
3.881 |
| PP |
3.859 |
3.859 |
| S1 |
3.838 |
3.838 |
|