NYMEX Natural Gas Future December 2014
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
4.041 |
4.144 |
0.103 |
2.5% |
3.644 |
| High |
4.179 |
4.315 |
0.136 |
3.3% |
3.955 |
| Low |
4.029 |
4.132 |
0.103 |
2.6% |
3.620 |
| Close |
4.129 |
4.194 |
0.065 |
1.6% |
3.873 |
| Range |
0.150 |
0.183 |
0.033 |
22.0% |
0.335 |
| ATR |
0.116 |
0.121 |
0.005 |
4.3% |
0.000 |
| Volume |
188,235 |
178,922 |
-9,313 |
-4.9% |
602,573 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.763 |
4.661 |
4.295 |
|
| R3 |
4.580 |
4.478 |
4.244 |
|
| R2 |
4.397 |
4.397 |
4.228 |
|
| R1 |
4.295 |
4.295 |
4.211 |
4.346 |
| PP |
4.214 |
4.214 |
4.214 |
4.239 |
| S1 |
4.112 |
4.112 |
4.177 |
4.163 |
| S2 |
4.031 |
4.031 |
4.160 |
|
| S3 |
3.848 |
3.929 |
4.144 |
|
| S4 |
3.665 |
3.746 |
4.093 |
|
|
| 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 |
4.315 |
3.768 |
0.547 |
13.0% |
0.127 |
3.0% |
78% |
True |
False |
155,441 |
| 10 |
4.315 |
3.620 |
0.695 |
16.6% |
0.122 |
2.9% |
83% |
True |
False |
126,923 |
| 20 |
4.315 |
3.620 |
0.695 |
16.6% |
0.106 |
2.5% |
83% |
True |
False |
89,126 |
| 40 |
4.315 |
3.620 |
0.695 |
16.6% |
0.106 |
2.5% |
83% |
True |
False |
58,794 |
| 60 |
4.315 |
3.620 |
0.695 |
16.6% |
0.105 |
2.5% |
83% |
True |
False |
45,481 |
| 80 |
4.315 |
3.620 |
0.695 |
16.6% |
0.100 |
2.4% |
83% |
True |
False |
37,337 |
| 100 |
4.850 |
3.620 |
1.230 |
29.3% |
0.098 |
2.3% |
47% |
False |
False |
31,493 |
| 120 |
4.985 |
3.620 |
1.365 |
32.5% |
0.098 |
2.3% |
42% |
False |
False |
27,157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.093 |
|
2.618 |
4.794 |
|
1.618 |
4.611 |
|
1.000 |
4.498 |
|
0.618 |
4.428 |
|
HIGH |
4.315 |
|
0.618 |
4.245 |
|
0.500 |
4.224 |
|
0.382 |
4.202 |
|
LOW |
4.132 |
|
0.618 |
4.019 |
|
1.000 |
3.949 |
|
1.618 |
3.836 |
|
2.618 |
3.653 |
|
4.250 |
3.354 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.224 |
4.180 |
| PP |
4.214 |
4.166 |
| S1 |
4.204 |
4.152 |
|