NYMEX Natural Gas Future November 2014
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.572 |
3.658 |
0.086 |
2.4% |
3.721 |
| High |
3.677 |
3.765 |
0.088 |
2.4% |
3.745 |
| Low |
3.541 |
3.616 |
0.075 |
2.1% |
3.559 |
| Close |
3.649 |
3.728 |
0.079 |
2.2% |
3.623 |
| Range |
0.136 |
0.149 |
0.013 |
9.6% |
0.186 |
| ATR |
0.105 |
0.108 |
0.003 |
3.0% |
0.000 |
| Volume |
59,567 |
11,984 |
-47,583 |
-79.9% |
477,981 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.150 |
4.088 |
3.810 |
|
| R3 |
4.001 |
3.939 |
3.769 |
|
| R2 |
3.852 |
3.852 |
3.755 |
|
| R1 |
3.790 |
3.790 |
3.742 |
3.821 |
| PP |
3.703 |
3.703 |
3.703 |
3.719 |
| S1 |
3.641 |
3.641 |
3.714 |
3.672 |
| S2 |
3.554 |
3.554 |
3.701 |
|
| S3 |
3.405 |
3.492 |
3.687 |
|
| S4 |
3.256 |
3.343 |
3.646 |
|
|
| 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 |
3.765 |
3.541 |
0.224 |
6.0% |
0.114 |
3.1% |
83% |
True |
False |
67,321 |
| 10 |
3.834 |
3.541 |
0.293 |
7.9% |
0.099 |
2.7% |
64% |
False |
False |
79,559 |
| 20 |
4.059 |
3.541 |
0.518 |
13.9% |
0.105 |
2.8% |
36% |
False |
False |
100,780 |
| 40 |
4.184 |
3.541 |
0.643 |
17.2% |
0.107 |
2.9% |
29% |
False |
False |
87,940 |
| 60 |
4.184 |
3.541 |
0.643 |
17.2% |
0.106 |
2.8% |
29% |
False |
False |
70,538 |
| 80 |
4.259 |
3.541 |
0.718 |
19.3% |
0.100 |
2.7% |
26% |
False |
False |
57,032 |
| 100 |
4.905 |
3.541 |
1.364 |
36.6% |
0.101 |
2.7% |
14% |
False |
False |
47,947 |
| 120 |
4.905 |
3.541 |
1.364 |
36.6% |
0.100 |
2.7% |
14% |
False |
False |
41,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.398 |
|
2.618 |
4.155 |
|
1.618 |
4.006 |
|
1.000 |
3.914 |
|
0.618 |
3.857 |
|
HIGH |
3.765 |
|
0.618 |
3.708 |
|
0.500 |
3.691 |
|
0.382 |
3.673 |
|
LOW |
3.616 |
|
0.618 |
3.524 |
|
1.000 |
3.467 |
|
1.618 |
3.375 |
|
2.618 |
3.226 |
|
4.250 |
2.983 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.716 |
3.703 |
| PP |
3.703 |
3.678 |
| S1 |
3.691 |
3.653 |
|