NYMEX Natural Gas Future December 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 |
3.644 |
3.646 |
0.002 |
0.1% |
3.817 |
| High |
3.720 |
3.763 |
0.043 |
1.2% |
3.842 |
| Low |
3.622 |
3.620 |
-0.002 |
-0.1% |
3.641 |
| Close |
3.637 |
3.731 |
0.094 |
2.6% |
3.698 |
| Range |
0.098 |
0.143 |
0.045 |
45.9% |
0.201 |
| ATR |
0.099 |
0.102 |
0.003 |
3.2% |
0.000 |
| Volume |
70,023 |
123,878 |
53,855 |
76.9% |
288,886 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.134 |
4.075 |
3.810 |
|
| R3 |
3.991 |
3.932 |
3.770 |
|
| R2 |
3.848 |
3.848 |
3.757 |
|
| R1 |
3.789 |
3.789 |
3.744 |
3.819 |
| PP |
3.705 |
3.705 |
3.705 |
3.719 |
| S1 |
3.646 |
3.646 |
3.718 |
3.676 |
| S2 |
3.562 |
3.562 |
3.705 |
|
| S3 |
3.419 |
3.503 |
3.692 |
|
| S4 |
3.276 |
3.360 |
3.652 |
|
|
| 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 |
3.620 |
0.186 |
5.0% |
0.099 |
2.7% |
60% |
False |
True |
76,290 |
| 10 |
3.937 |
3.620 |
0.317 |
8.5% |
0.093 |
2.5% |
35% |
False |
True |
64,468 |
| 20 |
4.246 |
3.620 |
0.626 |
16.8% |
0.103 |
2.8% |
18% |
False |
True |
53,209 |
| 40 |
4.246 |
3.620 |
0.626 |
16.8% |
0.100 |
2.7% |
18% |
False |
True |
39,127 |
| 60 |
4.252 |
3.620 |
0.632 |
16.9% |
0.100 |
2.7% |
18% |
False |
True |
31,408 |
| 80 |
4.336 |
3.620 |
0.716 |
19.2% |
0.095 |
2.5% |
16% |
False |
True |
26,542 |
| 100 |
4.985 |
3.620 |
1.365 |
36.6% |
0.097 |
2.6% |
8% |
False |
True |
22,577 |
| 120 |
4.985 |
3.620 |
1.365 |
36.6% |
0.096 |
2.6% |
8% |
False |
True |
19,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.371 |
|
2.618 |
4.137 |
|
1.618 |
3.994 |
|
1.000 |
3.906 |
|
0.618 |
3.851 |
|
HIGH |
3.763 |
|
0.618 |
3.708 |
|
0.500 |
3.692 |
|
0.382 |
3.675 |
|
LOW |
3.620 |
|
0.618 |
3.532 |
|
1.000 |
3.477 |
|
1.618 |
3.389 |
|
2.618 |
3.246 |
|
4.250 |
3.012 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.718 |
3.718 |
| PP |
3.705 |
3.705 |
| S1 |
3.692 |
3.692 |
|