NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.620 |
3.572 |
-0.048 |
-1.3% |
3.721 |
| High |
3.644 |
3.677 |
0.033 |
0.9% |
3.745 |
| Low |
3.547 |
3.541 |
-0.006 |
-0.2% |
3.559 |
| Close |
3.561 |
3.649 |
0.088 |
2.5% |
3.623 |
| Range |
0.097 |
0.136 |
0.039 |
40.2% |
0.186 |
| ATR |
0.103 |
0.105 |
0.002 |
2.3% |
0.000 |
| Volume |
50,690 |
59,567 |
8,877 |
17.5% |
477,981 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.030 |
3.976 |
3.724 |
|
| R3 |
3.894 |
3.840 |
3.686 |
|
| R2 |
3.758 |
3.758 |
3.674 |
|
| R1 |
3.704 |
3.704 |
3.661 |
3.731 |
| PP |
3.622 |
3.622 |
3.622 |
3.636 |
| S1 |
3.568 |
3.568 |
3.637 |
3.595 |
| S2 |
3.486 |
3.486 |
3.624 |
|
| S3 |
3.350 |
3.432 |
3.612 |
|
| S4 |
3.214 |
3.296 |
3.574 |
|
|
| 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 |
3.541 |
0.177 |
4.9% |
0.098 |
2.7% |
61% |
False |
True |
80,904 |
| 10 |
3.857 |
3.541 |
0.316 |
8.7% |
0.094 |
2.6% |
34% |
False |
True |
88,482 |
| 20 |
4.184 |
3.541 |
0.643 |
17.6% |
0.106 |
2.9% |
17% |
False |
True |
105,800 |
| 40 |
4.184 |
3.541 |
0.643 |
17.6% |
0.105 |
2.9% |
17% |
False |
True |
88,714 |
| 60 |
4.184 |
3.541 |
0.643 |
17.6% |
0.105 |
2.9% |
17% |
False |
True |
70,676 |
| 80 |
4.267 |
3.541 |
0.726 |
19.9% |
0.099 |
2.7% |
15% |
False |
True |
57,056 |
| 100 |
4.905 |
3.541 |
1.364 |
37.4% |
0.101 |
2.8% |
8% |
False |
True |
47,975 |
| 120 |
4.905 |
3.541 |
1.364 |
37.4% |
0.099 |
2.7% |
8% |
False |
True |
41,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.255 |
|
2.618 |
4.033 |
|
1.618 |
3.897 |
|
1.000 |
3.813 |
|
0.618 |
3.761 |
|
HIGH |
3.677 |
|
0.618 |
3.625 |
|
0.500 |
3.609 |
|
0.382 |
3.593 |
|
LOW |
3.541 |
|
0.618 |
3.457 |
|
1.000 |
3.405 |
|
1.618 |
3.321 |
|
2.618 |
3.185 |
|
4.250 |
2.963 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.636 |
3.636 |
| PP |
3.622 |
3.622 |
| S1 |
3.609 |
3.609 |
|