NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.898 |
3.817 |
-0.081 |
-2.1% |
3.916 |
| High |
3.900 |
3.842 |
-0.058 |
-1.5% |
4.034 |
| Low |
3.809 |
3.757 |
-0.052 |
-1.4% |
3.809 |
| Close |
3.863 |
3.765 |
-0.098 |
-2.5% |
3.863 |
| Range |
0.091 |
0.085 |
-0.006 |
-6.6% |
0.225 |
| ATR |
0.104 |
0.104 |
0.000 |
0.1% |
0.000 |
| Volume |
51,111 |
48,716 |
-2,395 |
-4.7% |
274,272 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.043 |
3.989 |
3.812 |
|
| R3 |
3.958 |
3.904 |
3.788 |
|
| R2 |
3.873 |
3.873 |
3.781 |
|
| R1 |
3.819 |
3.819 |
3.773 |
3.804 |
| PP |
3.788 |
3.788 |
3.788 |
3.780 |
| S1 |
3.734 |
3.734 |
3.757 |
3.719 |
| S2 |
3.703 |
3.703 |
3.749 |
|
| S3 |
3.618 |
3.649 |
3.742 |
|
| S4 |
3.533 |
3.564 |
3.718 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.577 |
4.445 |
3.987 |
|
| R3 |
4.352 |
4.220 |
3.925 |
|
| R2 |
4.127 |
4.127 |
3.904 |
|
| R1 |
3.995 |
3.995 |
3.884 |
3.949 |
| PP |
3.902 |
3.902 |
3.902 |
3.879 |
| S1 |
3.770 |
3.770 |
3.842 |
3.724 |
| S2 |
3.677 |
3.677 |
3.822 |
|
| S3 |
3.452 |
3.545 |
3.801 |
|
| S4 |
3.227 |
3.320 |
3.739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.034 |
3.757 |
0.277 |
7.4% |
0.098 |
2.6% |
3% |
False |
True |
53,815 |
| 10 |
4.057 |
3.757 |
0.300 |
8.0% |
0.097 |
2.6% |
3% |
False |
True |
49,861 |
| 20 |
4.246 |
3.757 |
0.489 |
13.0% |
0.105 |
2.8% |
2% |
False |
True |
39,077 |
| 40 |
4.252 |
3.757 |
0.495 |
13.1% |
0.102 |
2.7% |
2% |
False |
True |
30,636 |
| 60 |
4.252 |
3.757 |
0.495 |
13.1% |
0.100 |
2.6% |
2% |
False |
True |
25,427 |
| 80 |
4.555 |
3.757 |
0.798 |
21.2% |
0.095 |
2.5% |
1% |
False |
True |
21,657 |
| 100 |
4.985 |
3.757 |
1.228 |
32.6% |
0.095 |
2.5% |
1% |
False |
True |
18,532 |
| 120 |
4.985 |
3.757 |
1.228 |
32.6% |
0.096 |
2.5% |
1% |
False |
True |
16,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.203 |
|
2.618 |
4.065 |
|
1.618 |
3.980 |
|
1.000 |
3.927 |
|
0.618 |
3.895 |
|
HIGH |
3.842 |
|
0.618 |
3.810 |
|
0.500 |
3.800 |
|
0.382 |
3.789 |
|
LOW |
3.757 |
|
0.618 |
3.704 |
|
1.000 |
3.672 |
|
1.618 |
3.619 |
|
2.618 |
3.534 |
|
4.250 |
3.396 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.800 |
3.839 |
| PP |
3.788 |
3.814 |
| S1 |
3.777 |
3.790 |
|