NYMEX Natural Gas Future December 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 |
3.646 |
3.746 |
0.100 |
2.7% |
3.817 |
| High |
3.763 |
3.849 |
0.086 |
2.3% |
3.842 |
| Low |
3.620 |
3.696 |
0.076 |
2.1% |
3.641 |
| Close |
3.731 |
3.788 |
0.057 |
1.5% |
3.698 |
| Range |
0.143 |
0.153 |
0.010 |
7.0% |
0.201 |
| ATR |
0.102 |
0.106 |
0.004 |
3.6% |
0.000 |
| Volume |
123,878 |
153,879 |
30,001 |
24.2% |
288,886 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.237 |
4.165 |
3.872 |
|
| R3 |
4.084 |
4.012 |
3.830 |
|
| R2 |
3.931 |
3.931 |
3.816 |
|
| R1 |
3.859 |
3.859 |
3.802 |
3.895 |
| PP |
3.778 |
3.778 |
3.778 |
3.796 |
| S1 |
3.706 |
3.706 |
3.774 |
3.742 |
| S2 |
3.625 |
3.625 |
3.760 |
|
| S3 |
3.472 |
3.553 |
3.746 |
|
| S4 |
3.319 |
3.400 |
3.704 |
|
|
| 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 |
3.849 |
3.620 |
0.229 |
6.0% |
0.116 |
3.1% |
73% |
True |
False |
98,404 |
| 10 |
3.921 |
3.620 |
0.301 |
7.9% |
0.099 |
2.6% |
56% |
False |
False |
74,406 |
| 20 |
4.126 |
3.620 |
0.506 |
13.4% |
0.102 |
2.7% |
33% |
False |
False |
59,072 |
| 40 |
4.246 |
3.620 |
0.626 |
16.5% |
0.102 |
2.7% |
27% |
False |
False |
42,222 |
| 60 |
4.252 |
3.620 |
0.632 |
16.7% |
0.101 |
2.7% |
27% |
False |
False |
33,820 |
| 80 |
4.327 |
3.620 |
0.707 |
18.7% |
0.096 |
2.5% |
24% |
False |
False |
28,336 |
| 100 |
4.985 |
3.620 |
1.365 |
36.0% |
0.097 |
2.6% |
12% |
False |
False |
24,065 |
| 120 |
4.985 |
3.620 |
1.365 |
36.0% |
0.097 |
2.5% |
12% |
False |
False |
20,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.499 |
|
2.618 |
4.250 |
|
1.618 |
4.097 |
|
1.000 |
4.002 |
|
0.618 |
3.944 |
|
HIGH |
3.849 |
|
0.618 |
3.791 |
|
0.500 |
3.773 |
|
0.382 |
3.754 |
|
LOW |
3.696 |
|
0.618 |
3.601 |
|
1.000 |
3.543 |
|
1.618 |
3.448 |
|
2.618 |
3.295 |
|
4.250 |
3.046 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.783 |
3.770 |
| PP |
3.778 |
3.752 |
| S1 |
3.773 |
3.735 |
|