NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.862 |
3.832 |
-0.030 |
-0.8% |
4.025 |
| High |
3.885 |
3.848 |
-0.037 |
-1.0% |
4.108 |
| Low |
3.823 |
3.760 |
-0.063 |
-1.6% |
3.898 |
| Close |
3.828 |
3.791 |
-0.037 |
-1.0% |
3.951 |
| Range |
0.062 |
0.088 |
0.026 |
41.9% |
0.210 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.6% |
0.000 |
| Volume |
29,690 |
25,996 |
-3,694 |
-12.4% |
196,398 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.064 |
4.015 |
3.839 |
|
| R3 |
3.976 |
3.927 |
3.815 |
|
| R2 |
3.888 |
3.888 |
3.807 |
|
| R1 |
3.839 |
3.839 |
3.799 |
3.820 |
| PP |
3.800 |
3.800 |
3.800 |
3.790 |
| S1 |
3.751 |
3.751 |
3.783 |
3.732 |
| S2 |
3.712 |
3.712 |
3.775 |
|
| S3 |
3.624 |
3.663 |
3.767 |
|
| S4 |
3.536 |
3.575 |
3.743 |
|
|
| 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 |
3.978 |
3.760 |
0.218 |
5.8% |
0.077 |
2.0% |
14% |
False |
True |
27,337 |
| 10 |
4.108 |
3.760 |
0.348 |
9.2% |
0.084 |
2.2% |
9% |
False |
True |
36,400 |
| 20 |
4.306 |
3.760 |
0.546 |
14.4% |
0.095 |
2.5% |
6% |
False |
True |
35,526 |
| 40 |
4.320 |
3.760 |
0.560 |
14.8% |
0.096 |
2.5% |
6% |
False |
True |
30,147 |
| 60 |
4.320 |
3.760 |
0.560 |
14.8% |
0.095 |
2.5% |
6% |
False |
True |
26,926 |
| 80 |
4.580 |
3.760 |
0.820 |
21.6% |
0.091 |
2.4% |
4% |
False |
True |
24,076 |
| 100 |
5.027 |
3.760 |
1.267 |
33.4% |
0.092 |
2.4% |
2% |
False |
True |
21,604 |
| 120 |
5.027 |
3.760 |
1.267 |
33.4% |
0.093 |
2.5% |
2% |
False |
True |
19,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.222 |
|
2.618 |
4.078 |
|
1.618 |
3.990 |
|
1.000 |
3.936 |
|
0.618 |
3.902 |
|
HIGH |
3.848 |
|
0.618 |
3.814 |
|
0.500 |
3.804 |
|
0.382 |
3.794 |
|
LOW |
3.760 |
|
0.618 |
3.706 |
|
1.000 |
3.672 |
|
1.618 |
3.618 |
|
2.618 |
3.530 |
|
4.250 |
3.386 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.804 |
3.824 |
| PP |
3.800 |
3.813 |
| S1 |
3.795 |
3.802 |
|