NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.821 |
3.767 |
-0.054 |
-1.4% |
3.910 |
| High |
3.821 |
3.807 |
-0.014 |
-0.4% |
3.929 |
| Low |
3.730 |
3.707 |
-0.023 |
-0.6% |
3.730 |
| Close |
3.787 |
3.723 |
-0.064 |
-1.7% |
3.787 |
| Range |
0.091 |
0.100 |
0.009 |
9.9% |
0.199 |
| ATR |
0.095 |
0.095 |
0.000 |
0.4% |
0.000 |
| Volume |
41,700 |
28,013 |
-13,687 |
-32.8% |
147,125 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.046 |
3.984 |
3.778 |
|
| R3 |
3.946 |
3.884 |
3.751 |
|
| R2 |
3.846 |
3.846 |
3.741 |
|
| R1 |
3.784 |
3.784 |
3.732 |
3.765 |
| PP |
3.746 |
3.746 |
3.746 |
3.736 |
| S1 |
3.684 |
3.684 |
3.714 |
3.665 |
| S2 |
3.646 |
3.646 |
3.705 |
|
| S3 |
3.546 |
3.584 |
3.696 |
|
| S4 |
3.446 |
3.484 |
3.668 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.412 |
4.299 |
3.896 |
|
| R3 |
4.213 |
4.100 |
3.842 |
|
| R2 |
4.014 |
4.014 |
3.823 |
|
| R1 |
3.901 |
3.901 |
3.805 |
3.858 |
| PP |
3.815 |
3.815 |
3.815 |
3.794 |
| S1 |
3.702 |
3.702 |
3.769 |
3.659 |
| S2 |
3.616 |
3.616 |
3.751 |
|
| S3 |
3.417 |
3.503 |
3.732 |
|
| S4 |
3.218 |
3.304 |
3.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.888 |
3.707 |
0.181 |
4.9% |
0.082 |
2.2% |
9% |
False |
True |
30,024 |
| 10 |
4.108 |
3.707 |
0.401 |
10.8% |
0.089 |
2.4% |
4% |
False |
True |
33,032 |
| 20 |
4.306 |
3.707 |
0.599 |
16.1% |
0.095 |
2.5% |
3% |
False |
True |
36,461 |
| 40 |
4.306 |
3.707 |
0.599 |
16.1% |
0.096 |
2.6% |
3% |
False |
True |
30,537 |
| 60 |
4.320 |
3.707 |
0.613 |
16.5% |
0.095 |
2.5% |
3% |
False |
True |
27,476 |
| 80 |
4.529 |
3.707 |
0.822 |
22.1% |
0.091 |
2.5% |
2% |
False |
True |
24,640 |
| 100 |
5.027 |
3.707 |
1.320 |
35.5% |
0.092 |
2.5% |
1% |
False |
True |
22,152 |
| 120 |
5.027 |
3.707 |
1.320 |
35.5% |
0.093 |
2.5% |
1% |
False |
True |
20,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.232 |
|
2.618 |
4.069 |
|
1.618 |
3.969 |
|
1.000 |
3.907 |
|
0.618 |
3.869 |
|
HIGH |
3.807 |
|
0.618 |
3.769 |
|
0.500 |
3.757 |
|
0.382 |
3.745 |
|
LOW |
3.707 |
|
0.618 |
3.645 |
|
1.000 |
3.607 |
|
1.618 |
3.545 |
|
2.618 |
3.445 |
|
4.250 |
3.282 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.757 |
3.778 |
| PP |
3.746 |
3.759 |
| S1 |
3.734 |
3.741 |
|