NYMEX Natural Gas Future December 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 |
3.719 |
3.644 |
-0.075 |
-2.0% |
3.817 |
| High |
3.736 |
3.720 |
-0.016 |
-0.4% |
3.842 |
| Low |
3.641 |
3.622 |
-0.019 |
-0.5% |
3.641 |
| Close |
3.698 |
3.637 |
-0.061 |
-1.6% |
3.698 |
| Range |
0.095 |
0.098 |
0.003 |
3.2% |
0.201 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.1% |
0.000 |
| Volume |
68,483 |
70,023 |
1,540 |
2.2% |
288,886 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.954 |
3.893 |
3.691 |
|
| R3 |
3.856 |
3.795 |
3.664 |
|
| R2 |
3.758 |
3.758 |
3.655 |
|
| R1 |
3.697 |
3.697 |
3.646 |
3.679 |
| PP |
3.660 |
3.660 |
3.660 |
3.650 |
| S1 |
3.599 |
3.599 |
3.628 |
3.581 |
| S2 |
3.562 |
3.562 |
3.619 |
|
| S3 |
3.464 |
3.501 |
3.610 |
|
| S4 |
3.366 |
3.403 |
3.583 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.330 |
4.215 |
3.809 |
|
| R3 |
4.129 |
4.014 |
3.753 |
|
| R2 |
3.928 |
3.928 |
3.735 |
|
| R1 |
3.813 |
3.813 |
3.716 |
3.770 |
| PP |
3.727 |
3.727 |
3.727 |
3.706 |
| S1 |
3.612 |
3.612 |
3.680 |
3.569 |
| S2 |
3.526 |
3.526 |
3.661 |
|
| S3 |
3.325 |
3.411 |
3.643 |
|
| S4 |
3.124 |
3.210 |
3.587 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.806 |
3.622 |
0.184 |
5.1% |
0.086 |
2.4% |
8% |
False |
True |
62,038 |
| 10 |
4.034 |
3.622 |
0.412 |
11.3% |
0.092 |
2.5% |
4% |
False |
True |
57,927 |
| 20 |
4.246 |
3.622 |
0.624 |
17.2% |
0.099 |
2.7% |
2% |
False |
True |
48,489 |
| 40 |
4.246 |
3.622 |
0.624 |
17.2% |
0.101 |
2.8% |
2% |
False |
True |
36,428 |
| 60 |
4.252 |
3.622 |
0.630 |
17.3% |
0.099 |
2.7% |
2% |
False |
True |
29,565 |
| 80 |
4.479 |
3.622 |
0.857 |
23.6% |
0.095 |
2.6% |
2% |
False |
True |
25,071 |
| 100 |
4.985 |
3.622 |
1.363 |
37.5% |
0.096 |
2.6% |
1% |
False |
True |
21,397 |
| 120 |
4.985 |
3.622 |
1.363 |
37.5% |
0.096 |
2.6% |
1% |
False |
True |
18,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.137 |
|
2.618 |
3.977 |
|
1.618 |
3.879 |
|
1.000 |
3.818 |
|
0.618 |
3.781 |
|
HIGH |
3.720 |
|
0.618 |
3.683 |
|
0.500 |
3.671 |
|
0.382 |
3.659 |
|
LOW |
3.622 |
|
0.618 |
3.561 |
|
1.000 |
3.524 |
|
1.618 |
3.463 |
|
2.618 |
3.365 |
|
4.250 |
3.206 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.671 |
3.694 |
| PP |
3.660 |
3.675 |
| S1 |
3.648 |
3.656 |
|