NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.721 |
3.652 |
-0.069 |
-1.9% |
3.836 |
| High |
3.745 |
3.716 |
-0.029 |
-0.8% |
3.955 |
| Low |
3.662 |
3.631 |
-0.031 |
-0.8% |
3.715 |
| Close |
3.670 |
3.711 |
0.041 |
1.1% |
3.766 |
| Range |
0.083 |
0.085 |
0.002 |
2.4% |
0.240 |
| ATR |
0.110 |
0.108 |
-0.002 |
-1.6% |
0.000 |
| Volume |
87,717 |
95,999 |
8,282 |
9.4% |
533,038 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.941 |
3.911 |
3.758 |
|
| R3 |
3.856 |
3.826 |
3.734 |
|
| R2 |
3.771 |
3.771 |
3.727 |
|
| R1 |
3.741 |
3.741 |
3.719 |
3.756 |
| PP |
3.686 |
3.686 |
3.686 |
3.694 |
| S1 |
3.656 |
3.656 |
3.703 |
3.671 |
| S2 |
3.601 |
3.601 |
3.695 |
|
| S3 |
3.516 |
3.571 |
3.688 |
|
| S4 |
3.431 |
3.486 |
3.664 |
|
|
| 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 |
3.857 |
3.631 |
0.226 |
6.1% |
0.090 |
2.4% |
35% |
False |
True |
96,061 |
| 10 |
3.955 |
3.631 |
0.324 |
8.7% |
0.100 |
2.7% |
25% |
False |
True |
111,720 |
| 20 |
4.184 |
3.631 |
0.553 |
14.9% |
0.110 |
3.0% |
14% |
False |
True |
114,459 |
| 40 |
4.184 |
3.631 |
0.553 |
14.9% |
0.107 |
2.9% |
14% |
False |
True |
82,925 |
| 60 |
4.184 |
3.631 |
0.553 |
14.9% |
0.104 |
2.8% |
14% |
False |
True |
65,593 |
| 80 |
4.489 |
3.631 |
0.858 |
23.1% |
0.100 |
2.7% |
9% |
False |
True |
52,647 |
| 100 |
4.905 |
3.631 |
1.274 |
34.3% |
0.100 |
2.7% |
6% |
False |
True |
44,421 |
| 120 |
4.905 |
3.631 |
1.274 |
34.3% |
0.099 |
2.7% |
6% |
False |
True |
38,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.077 |
|
2.618 |
3.939 |
|
1.618 |
3.854 |
|
1.000 |
3.801 |
|
0.618 |
3.769 |
|
HIGH |
3.716 |
|
0.618 |
3.684 |
|
0.500 |
3.674 |
|
0.382 |
3.663 |
|
LOW |
3.631 |
|
0.618 |
3.578 |
|
1.000 |
3.546 |
|
1.618 |
3.493 |
|
2.618 |
3.408 |
|
4.250 |
3.270 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.699 |
3.724 |
| PP |
3.686 |
3.720 |
| S1 |
3.674 |
3.715 |
|