NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.652 |
3.700 |
0.048 |
1.3% |
3.836 |
| High |
3.716 |
3.718 |
0.002 |
0.1% |
3.955 |
| Low |
3.631 |
3.651 |
0.020 |
0.6% |
3.715 |
| Close |
3.711 |
3.659 |
-0.052 |
-1.4% |
3.766 |
| Range |
0.085 |
0.067 |
-0.018 |
-21.2% |
0.240 |
| ATR |
0.108 |
0.105 |
-0.003 |
-2.7% |
0.000 |
| Volume |
95,999 |
79,901 |
-16,098 |
-16.8% |
533,038 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.877 |
3.835 |
3.696 |
|
| R3 |
3.810 |
3.768 |
3.677 |
|
| R2 |
3.743 |
3.743 |
3.671 |
|
| R1 |
3.701 |
3.701 |
3.665 |
3.689 |
| PP |
3.676 |
3.676 |
3.676 |
3.670 |
| S1 |
3.634 |
3.634 |
3.653 |
3.622 |
| S2 |
3.609 |
3.609 |
3.647 |
|
| S3 |
3.542 |
3.567 |
3.641 |
|
| S4 |
3.475 |
3.500 |
3.622 |
|
|
| 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 |
3.834 |
3.631 |
0.203 |
5.5% |
0.085 |
2.3% |
14% |
False |
False |
91,797 |
| 10 |
3.955 |
3.631 |
0.324 |
8.9% |
0.095 |
2.6% |
9% |
False |
False |
105,452 |
| 20 |
4.184 |
3.631 |
0.553 |
15.1% |
0.107 |
2.9% |
5% |
False |
False |
114,305 |
| 40 |
4.184 |
3.631 |
0.553 |
15.1% |
0.107 |
2.9% |
5% |
False |
False |
84,317 |
| 60 |
4.184 |
3.631 |
0.553 |
15.1% |
0.104 |
2.8% |
5% |
False |
False |
66,699 |
| 80 |
4.487 |
3.631 |
0.856 |
23.4% |
0.099 |
2.7% |
3% |
False |
False |
53,529 |
| 100 |
4.905 |
3.631 |
1.274 |
34.8% |
0.099 |
2.7% |
2% |
False |
False |
45,120 |
| 120 |
4.905 |
3.631 |
1.274 |
34.8% |
0.099 |
2.7% |
2% |
False |
False |
38,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.003 |
|
2.618 |
3.893 |
|
1.618 |
3.826 |
|
1.000 |
3.785 |
|
0.618 |
3.759 |
|
HIGH |
3.718 |
|
0.618 |
3.692 |
|
0.500 |
3.685 |
|
0.382 |
3.677 |
|
LOW |
3.651 |
|
0.618 |
3.610 |
|
1.000 |
3.584 |
|
1.618 |
3.543 |
|
2.618 |
3.476 |
|
4.250 |
3.366 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.685 |
3.688 |
| PP |
3.676 |
3.678 |
| S1 |
3.668 |
3.669 |
|