NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.817 |
3.721 |
-0.096 |
-2.5% |
3.836 |
| High |
3.817 |
3.745 |
-0.072 |
-1.9% |
3.955 |
| Low |
3.715 |
3.662 |
-0.053 |
-1.4% |
3.715 |
| Close |
3.766 |
3.670 |
-0.096 |
-2.5% |
3.766 |
| Range |
0.102 |
0.083 |
-0.019 |
-18.6% |
0.240 |
| ATR |
0.110 |
0.110 |
0.000 |
-0.4% |
0.000 |
| Volume |
89,232 |
87,717 |
-1,515 |
-1.7% |
533,038 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.941 |
3.889 |
3.716 |
|
| R3 |
3.858 |
3.806 |
3.693 |
|
| R2 |
3.775 |
3.775 |
3.685 |
|
| R1 |
3.723 |
3.723 |
3.678 |
3.708 |
| PP |
3.692 |
3.692 |
3.692 |
3.685 |
| S1 |
3.640 |
3.640 |
3.662 |
3.625 |
| S2 |
3.609 |
3.609 |
3.655 |
|
| S3 |
3.526 |
3.557 |
3.647 |
|
| S4 |
3.443 |
3.474 |
3.624 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.532 |
4.389 |
3.898 |
|
| R3 |
4.292 |
4.149 |
3.832 |
|
| R2 |
4.052 |
4.052 |
3.810 |
|
| R1 |
3.909 |
3.909 |
3.788 |
3.861 |
| PP |
3.812 |
3.812 |
3.812 |
3.788 |
| S1 |
3.669 |
3.669 |
3.744 |
3.621 |
| S2 |
3.572 |
3.572 |
3.722 |
|
| S3 |
3.332 |
3.429 |
3.700 |
|
| S4 |
3.092 |
3.189 |
3.634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.955 |
3.662 |
0.293 |
8.0% |
0.103 |
2.8% |
3% |
False |
True |
101,504 |
| 10 |
3.968 |
3.662 |
0.306 |
8.3% |
0.101 |
2.8% |
3% |
False |
True |
116,235 |
| 20 |
4.184 |
3.662 |
0.522 |
14.2% |
0.111 |
3.0% |
2% |
False |
True |
112,994 |
| 40 |
4.184 |
3.662 |
0.522 |
14.2% |
0.107 |
2.9% |
2% |
False |
True |
80,932 |
| 60 |
4.184 |
3.662 |
0.522 |
14.2% |
0.105 |
2.9% |
2% |
False |
True |
64,242 |
| 80 |
4.489 |
3.662 |
0.827 |
22.5% |
0.099 |
2.7% |
1% |
False |
True |
51,590 |
| 100 |
4.905 |
3.662 |
1.243 |
33.9% |
0.100 |
2.7% |
1% |
False |
True |
43,588 |
| 120 |
4.905 |
3.662 |
1.243 |
33.9% |
0.099 |
2.7% |
1% |
False |
True |
37,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.098 |
|
2.618 |
3.962 |
|
1.618 |
3.879 |
|
1.000 |
3.828 |
|
0.618 |
3.796 |
|
HIGH |
3.745 |
|
0.618 |
3.713 |
|
0.500 |
3.704 |
|
0.382 |
3.694 |
|
LOW |
3.662 |
|
0.618 |
3.611 |
|
1.000 |
3.579 |
|
1.618 |
3.528 |
|
2.618 |
3.445 |
|
4.250 |
3.309 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.704 |
3.748 |
| PP |
3.692 |
3.722 |
| S1 |
3.681 |
3.696 |
|