NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.817 |
3.733 |
-0.084 |
-2.2% |
3.916 |
| High |
3.842 |
3.806 |
-0.036 |
-0.9% |
4.034 |
| Low |
3.757 |
3.727 |
-0.030 |
-0.8% |
3.809 |
| Close |
3.765 |
3.800 |
0.035 |
0.9% |
3.863 |
| Range |
0.085 |
0.079 |
-0.006 |
-7.1% |
0.225 |
| ATR |
0.104 |
0.102 |
-0.002 |
-1.7% |
0.000 |
| Volume |
48,716 |
52,619 |
3,903 |
8.0% |
274,272 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.015 |
3.986 |
3.843 |
|
| R3 |
3.936 |
3.907 |
3.822 |
|
| R2 |
3.857 |
3.857 |
3.814 |
|
| R1 |
3.828 |
3.828 |
3.807 |
3.843 |
| PP |
3.778 |
3.778 |
3.778 |
3.785 |
| S1 |
3.749 |
3.749 |
3.793 |
3.764 |
| S2 |
3.699 |
3.699 |
3.786 |
|
| S3 |
3.620 |
3.670 |
3.778 |
|
| S4 |
3.541 |
3.591 |
3.757 |
|
|
| 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 |
3.937 |
3.727 |
0.210 |
5.5% |
0.086 |
2.3% |
35% |
False |
True |
52,646 |
| 10 |
4.037 |
3.727 |
0.310 |
8.2% |
0.095 |
2.5% |
24% |
False |
True |
52,684 |
| 20 |
4.246 |
3.727 |
0.519 |
13.7% |
0.104 |
2.7% |
14% |
False |
True |
40,423 |
| 40 |
4.252 |
3.727 |
0.525 |
13.8% |
0.102 |
2.7% |
14% |
False |
True |
31,626 |
| 60 |
4.252 |
3.727 |
0.525 |
13.8% |
0.099 |
2.6% |
14% |
False |
True |
26,120 |
| 80 |
4.555 |
3.727 |
0.828 |
21.8% |
0.095 |
2.5% |
9% |
False |
True |
22,200 |
| 100 |
4.985 |
3.727 |
1.258 |
33.1% |
0.095 |
2.5% |
6% |
False |
True |
18,990 |
| 120 |
4.985 |
3.727 |
1.258 |
33.1% |
0.096 |
2.5% |
6% |
False |
True |
16,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.142 |
|
2.618 |
4.013 |
|
1.618 |
3.934 |
|
1.000 |
3.885 |
|
0.618 |
3.855 |
|
HIGH |
3.806 |
|
0.618 |
3.776 |
|
0.500 |
3.767 |
|
0.382 |
3.757 |
|
LOW |
3.727 |
|
0.618 |
3.678 |
|
1.000 |
3.648 |
|
1.618 |
3.599 |
|
2.618 |
3.520 |
|
4.250 |
3.391 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.789 |
3.814 |
| PP |
3.778 |
3.809 |
| S1 |
3.767 |
3.805 |
|