NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 04-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2014 |
04-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
4.007 |
4.041 |
0.034 |
0.8% |
3.644 |
| High |
4.065 |
4.179 |
0.114 |
2.8% |
3.955 |
| Low |
3.989 |
4.029 |
0.040 |
1.0% |
3.620 |
| Close |
4.046 |
4.129 |
0.083 |
2.1% |
3.873 |
| Range |
0.076 |
0.150 |
0.074 |
97.4% |
0.335 |
| ATR |
0.113 |
0.116 |
0.003 |
2.3% |
0.000 |
| Volume |
155,259 |
188,235 |
32,976 |
21.2% |
602,573 |
|
| Daily Pivots for day following 04-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.562 |
4.496 |
4.212 |
|
| R3 |
4.412 |
4.346 |
4.170 |
|
| R2 |
4.262 |
4.262 |
4.157 |
|
| R1 |
4.196 |
4.196 |
4.143 |
4.229 |
| PP |
4.112 |
4.112 |
4.112 |
4.129 |
| S1 |
4.046 |
4.046 |
4.115 |
4.079 |
| S2 |
3.962 |
3.962 |
4.102 |
|
| S3 |
3.812 |
3.896 |
4.088 |
|
| S4 |
3.662 |
3.746 |
4.047 |
|
|
| 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 |
4.179 |
3.696 |
0.483 |
11.7% |
0.121 |
2.9% |
90% |
True |
False |
150,433 |
| 10 |
4.179 |
3.620 |
0.559 |
13.5% |
0.110 |
2.7% |
91% |
True |
False |
113,361 |
| 20 |
4.179 |
3.620 |
0.559 |
13.5% |
0.103 |
2.5% |
91% |
True |
False |
83,023 |
| 40 |
4.246 |
3.620 |
0.626 |
15.2% |
0.103 |
2.5% |
81% |
False |
False |
55,377 |
| 60 |
4.252 |
3.620 |
0.632 |
15.3% |
0.103 |
2.5% |
81% |
False |
False |
42,895 |
| 80 |
4.267 |
3.620 |
0.647 |
15.7% |
0.098 |
2.4% |
79% |
False |
False |
35,258 |
| 100 |
4.985 |
3.620 |
1.365 |
33.1% |
0.098 |
2.4% |
37% |
False |
False |
29,773 |
| 120 |
4.985 |
3.620 |
1.365 |
33.1% |
0.097 |
2.3% |
37% |
False |
False |
25,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.817 |
|
2.618 |
4.572 |
|
1.618 |
4.422 |
|
1.000 |
4.329 |
|
0.618 |
4.272 |
|
HIGH |
4.179 |
|
0.618 |
4.122 |
|
0.500 |
4.104 |
|
0.382 |
4.086 |
|
LOW |
4.029 |
|
0.618 |
3.936 |
|
1.000 |
3.879 |
|
1.618 |
3.786 |
|
2.618 |
3.636 |
|
4.250 |
3.392 |
|
|
| Fisher Pivots for day following 04-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.121 |
4.088 |
| PP |
4.112 |
4.048 |
| S1 |
4.104 |
4.007 |
|