NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.653 |
3.620 |
-0.033 |
-0.9% |
3.721 |
| High |
3.654 |
3.644 |
-0.010 |
-0.3% |
3.745 |
| Low |
3.559 |
3.547 |
-0.012 |
-0.3% |
3.559 |
| Close |
3.623 |
3.561 |
-0.062 |
-1.7% |
3.623 |
| Range |
0.095 |
0.097 |
0.002 |
2.1% |
0.186 |
| ATR |
0.103 |
0.103 |
0.000 |
-0.4% |
0.000 |
| Volume |
79,064 |
50,690 |
-28,374 |
-35.9% |
477,981 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.875 |
3.815 |
3.614 |
|
| R3 |
3.778 |
3.718 |
3.588 |
|
| R2 |
3.681 |
3.681 |
3.579 |
|
| R1 |
3.621 |
3.621 |
3.570 |
3.603 |
| PP |
3.584 |
3.584 |
3.584 |
3.575 |
| S1 |
3.524 |
3.524 |
3.552 |
3.506 |
| S2 |
3.487 |
3.487 |
3.543 |
|
| S3 |
3.390 |
3.427 |
3.534 |
|
| S4 |
3.293 |
3.330 |
3.508 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.200 |
4.098 |
3.725 |
|
| R3 |
4.014 |
3.912 |
3.674 |
|
| R2 |
3.828 |
3.828 |
3.657 |
|
| R1 |
3.726 |
3.726 |
3.640 |
3.684 |
| PP |
3.642 |
3.642 |
3.642 |
3.622 |
| S1 |
3.540 |
3.540 |
3.606 |
3.498 |
| S2 |
3.456 |
3.456 |
3.589 |
|
| S3 |
3.270 |
3.354 |
3.572 |
|
| S4 |
3.084 |
3.168 |
3.521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.718 |
3.547 |
0.171 |
4.8% |
0.087 |
2.5% |
8% |
False |
True |
88,190 |
| 10 |
3.955 |
3.547 |
0.408 |
11.5% |
0.095 |
2.7% |
3% |
False |
True |
94,847 |
| 20 |
4.184 |
3.547 |
0.637 |
17.9% |
0.103 |
2.9% |
2% |
False |
True |
109,108 |
| 40 |
4.184 |
3.547 |
0.637 |
17.9% |
0.107 |
3.0% |
2% |
False |
True |
88,007 |
| 60 |
4.184 |
3.547 |
0.637 |
17.9% |
0.104 |
2.9% |
2% |
False |
True |
70,099 |
| 80 |
4.412 |
3.547 |
0.865 |
24.3% |
0.100 |
2.8% |
2% |
False |
True |
56,439 |
| 100 |
4.905 |
3.547 |
1.358 |
38.1% |
0.100 |
2.8% |
1% |
False |
True |
47,507 |
| 120 |
4.905 |
3.547 |
1.358 |
38.1% |
0.099 |
2.8% |
1% |
False |
True |
40,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.056 |
|
2.618 |
3.898 |
|
1.618 |
3.801 |
|
1.000 |
3.741 |
|
0.618 |
3.704 |
|
HIGH |
3.644 |
|
0.618 |
3.607 |
|
0.500 |
3.596 |
|
0.382 |
3.584 |
|
LOW |
3.547 |
|
0.618 |
3.487 |
|
1.000 |
3.450 |
|
1.618 |
3.390 |
|
2.618 |
3.293 |
|
4.250 |
3.135 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.596 |
3.615 |
| PP |
3.584 |
3.597 |
| S1 |
3.573 |
3.579 |
|