NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.746 |
3.793 |
0.047 |
1.3% |
3.817 |
| High |
3.849 |
3.873 |
0.024 |
0.6% |
3.842 |
| Low |
3.696 |
3.768 |
0.072 |
1.9% |
3.641 |
| Close |
3.788 |
3.827 |
0.039 |
1.0% |
3.698 |
| Range |
0.153 |
0.105 |
-0.048 |
-31.4% |
0.201 |
| ATR |
0.106 |
0.106 |
0.000 |
-0.1% |
0.000 |
| Volume |
153,879 |
101,279 |
-52,600 |
-34.2% |
288,886 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.138 |
4.087 |
3.885 |
|
| R3 |
4.033 |
3.982 |
3.856 |
|
| R2 |
3.928 |
3.928 |
3.846 |
|
| R1 |
3.877 |
3.877 |
3.837 |
3.903 |
| PP |
3.823 |
3.823 |
3.823 |
3.835 |
| S1 |
3.772 |
3.772 |
3.817 |
3.798 |
| S2 |
3.718 |
3.718 |
3.808 |
|
| S3 |
3.613 |
3.667 |
3.798 |
|
| S4 |
3.508 |
3.562 |
3.769 |
|
|
| 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 |
3.873 |
3.620 |
0.253 |
6.6% |
0.119 |
3.1% |
82% |
True |
False |
103,508 |
| 10 |
3.900 |
3.620 |
0.280 |
7.3% |
0.101 |
2.6% |
74% |
False |
False |
78,905 |
| 20 |
4.124 |
3.620 |
0.504 |
13.2% |
0.101 |
2.6% |
41% |
False |
False |
62,557 |
| 40 |
4.246 |
3.620 |
0.626 |
16.4% |
0.103 |
2.7% |
33% |
False |
False |
44,271 |
| 60 |
4.252 |
3.620 |
0.632 |
16.5% |
0.102 |
2.7% |
33% |
False |
False |
35,363 |
| 80 |
4.297 |
3.620 |
0.677 |
17.7% |
0.096 |
2.5% |
31% |
False |
False |
29,444 |
| 100 |
4.985 |
3.620 |
1.365 |
35.7% |
0.098 |
2.6% |
15% |
False |
False |
25,020 |
| 120 |
4.985 |
3.620 |
1.365 |
35.7% |
0.097 |
2.5% |
15% |
False |
False |
21,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.319 |
|
2.618 |
4.148 |
|
1.618 |
4.043 |
|
1.000 |
3.978 |
|
0.618 |
3.938 |
|
HIGH |
3.873 |
|
0.618 |
3.833 |
|
0.500 |
3.821 |
|
0.382 |
3.808 |
|
LOW |
3.768 |
|
0.618 |
3.703 |
|
1.000 |
3.663 |
|
1.618 |
3.598 |
|
2.618 |
3.493 |
|
4.250 |
3.322 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.825 |
3.800 |
| PP |
3.823 |
3.773 |
| S1 |
3.821 |
3.747 |
|