NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.858 |
4.007 |
0.149 |
3.9% |
3.644 |
| High |
3.955 |
4.065 |
0.110 |
2.8% |
3.955 |
| Low |
3.835 |
3.989 |
0.154 |
4.0% |
3.620 |
| Close |
3.873 |
4.046 |
0.173 |
4.5% |
3.873 |
| Range |
0.120 |
0.076 |
-0.044 |
-36.7% |
0.335 |
| ATR |
0.107 |
0.113 |
0.006 |
5.6% |
0.000 |
| Volume |
153,514 |
155,259 |
1,745 |
1.1% |
602,573 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.261 |
4.230 |
4.088 |
|
| R3 |
4.185 |
4.154 |
4.067 |
|
| R2 |
4.109 |
4.109 |
4.060 |
|
| R1 |
4.078 |
4.078 |
4.053 |
4.094 |
| PP |
4.033 |
4.033 |
4.033 |
4.041 |
| S1 |
4.002 |
4.002 |
4.039 |
4.018 |
| S2 |
3.957 |
3.957 |
4.032 |
|
| S3 |
3.881 |
3.926 |
4.025 |
|
| S4 |
3.805 |
3.850 |
4.004 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.821 |
4.682 |
4.057 |
|
| R3 |
4.486 |
4.347 |
3.965 |
|
| R2 |
4.151 |
4.151 |
3.934 |
|
| R1 |
4.012 |
4.012 |
3.904 |
4.082 |
| PP |
3.816 |
3.816 |
3.816 |
3.851 |
| S1 |
3.677 |
3.677 |
3.842 |
3.747 |
| S2 |
3.481 |
3.481 |
3.812 |
|
| S3 |
3.146 |
3.342 |
3.781 |
|
| S4 |
2.811 |
3.007 |
3.689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.065 |
3.620 |
0.445 |
11.0% |
0.119 |
3.0% |
96% |
True |
False |
137,561 |
| 10 |
4.065 |
3.620 |
0.445 |
11.0% |
0.103 |
2.5% |
96% |
True |
False |
99,800 |
| 20 |
4.065 |
3.620 |
0.445 |
11.0% |
0.100 |
2.5% |
96% |
True |
False |
74,830 |
| 40 |
4.246 |
3.620 |
0.626 |
15.5% |
0.103 |
2.5% |
68% |
False |
False |
51,115 |
| 60 |
4.252 |
3.620 |
0.632 |
15.6% |
0.102 |
2.5% |
67% |
False |
False |
40,000 |
| 80 |
4.280 |
3.620 |
0.660 |
16.3% |
0.097 |
2.4% |
65% |
False |
False |
33,063 |
| 100 |
4.985 |
3.620 |
1.365 |
33.7% |
0.097 |
2.4% |
31% |
False |
False |
27,989 |
| 120 |
4.985 |
3.620 |
1.365 |
33.7% |
0.097 |
2.4% |
31% |
False |
False |
24,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.388 |
|
2.618 |
4.264 |
|
1.618 |
4.188 |
|
1.000 |
4.141 |
|
0.618 |
4.112 |
|
HIGH |
4.065 |
|
0.618 |
4.036 |
|
0.500 |
4.027 |
|
0.382 |
4.018 |
|
LOW |
3.989 |
|
0.618 |
3.942 |
|
1.000 |
3.913 |
|
1.618 |
3.866 |
|
2.618 |
3.790 |
|
4.250 |
3.666 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.040 |
4.003 |
| PP |
4.033 |
3.960 |
| S1 |
4.027 |
3.917 |
|