NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.910 |
3.841 |
-0.069 |
-1.8% |
4.025 |
| High |
3.929 |
3.888 |
-0.041 |
-1.0% |
4.108 |
| Low |
3.843 |
3.821 |
-0.022 |
-0.6% |
3.898 |
| Close |
3.851 |
3.881 |
0.030 |
0.8% |
3.951 |
| Range |
0.086 |
0.067 |
-0.019 |
-22.1% |
0.210 |
| ATR |
0.101 |
0.098 |
-0.002 |
-2.4% |
0.000 |
| Volume |
25,017 |
24,722 |
-295 |
-1.2% |
196,398 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.064 |
4.040 |
3.918 |
|
| R3 |
3.997 |
3.973 |
3.899 |
|
| R2 |
3.930 |
3.930 |
3.893 |
|
| R1 |
3.906 |
3.906 |
3.887 |
3.918 |
| PP |
3.863 |
3.863 |
3.863 |
3.870 |
| S1 |
3.839 |
3.839 |
3.875 |
3.851 |
| S2 |
3.796 |
3.796 |
3.869 |
|
| S3 |
3.729 |
3.772 |
3.863 |
|
| S4 |
3.662 |
3.705 |
3.844 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.616 |
4.493 |
4.067 |
|
| R3 |
4.406 |
4.283 |
4.009 |
|
| R2 |
4.196 |
4.196 |
3.990 |
|
| R1 |
4.073 |
4.073 |
3.970 |
4.030 |
| PP |
3.986 |
3.986 |
3.986 |
3.964 |
| S1 |
3.863 |
3.863 |
3.932 |
3.820 |
| S2 |
3.776 |
3.776 |
3.913 |
|
| S3 |
3.566 |
3.653 |
3.893 |
|
| S4 |
3.356 |
3.443 |
3.836 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.019 |
3.821 |
0.198 |
5.1% |
0.082 |
2.1% |
30% |
False |
True |
30,227 |
| 10 |
4.114 |
3.821 |
0.293 |
7.5% |
0.090 |
2.3% |
20% |
False |
True |
41,210 |
| 20 |
4.306 |
3.821 |
0.485 |
12.5% |
0.099 |
2.6% |
12% |
False |
True |
35,025 |
| 40 |
4.320 |
3.821 |
0.499 |
12.9% |
0.097 |
2.5% |
12% |
False |
True |
29,678 |
| 60 |
4.320 |
3.821 |
0.499 |
12.9% |
0.095 |
2.4% |
12% |
False |
True |
26,458 |
| 80 |
4.611 |
3.821 |
0.790 |
20.4% |
0.091 |
2.3% |
8% |
False |
True |
23,709 |
| 100 |
5.027 |
3.821 |
1.206 |
31.1% |
0.092 |
2.4% |
5% |
False |
True |
21,256 |
| 120 |
5.027 |
3.821 |
1.206 |
31.1% |
0.093 |
2.4% |
5% |
False |
True |
19,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.173 |
|
2.618 |
4.063 |
|
1.618 |
3.996 |
|
1.000 |
3.955 |
|
0.618 |
3.929 |
|
HIGH |
3.888 |
|
0.618 |
3.862 |
|
0.500 |
3.855 |
|
0.382 |
3.847 |
|
LOW |
3.821 |
|
0.618 |
3.780 |
|
1.000 |
3.754 |
|
1.618 |
3.713 |
|
2.618 |
3.646 |
|
4.250 |
3.536 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.872 |
3.900 |
| PP |
3.863 |
3.893 |
| S1 |
3.855 |
3.887 |
|