NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.733 |
3.831 |
0.098 |
2.6% |
3.910 |
| High |
3.845 |
3.926 |
0.081 |
2.1% |
3.929 |
| Low |
3.710 |
3.781 |
0.071 |
1.9% |
3.730 |
| Close |
3.814 |
3.871 |
0.057 |
1.5% |
3.787 |
| Range |
0.135 |
0.145 |
0.010 |
7.4% |
0.199 |
| ATR |
0.098 |
0.101 |
0.003 |
3.4% |
0.000 |
| Volume |
31,372 |
45,397 |
14,025 |
44.7% |
147,125 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.294 |
4.228 |
3.951 |
|
| R3 |
4.149 |
4.083 |
3.911 |
|
| R2 |
4.004 |
4.004 |
3.898 |
|
| R1 |
3.938 |
3.938 |
3.884 |
3.971 |
| PP |
3.859 |
3.859 |
3.859 |
3.876 |
| S1 |
3.793 |
3.793 |
3.858 |
3.826 |
| S2 |
3.714 |
3.714 |
3.844 |
|
| S3 |
3.569 |
3.648 |
3.831 |
|
| S4 |
3.424 |
3.503 |
3.791 |
|
|
| 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 |
3.926 |
3.707 |
0.219 |
5.7% |
0.112 |
2.9% |
75% |
True |
False |
34,495 |
| 10 |
4.003 |
3.707 |
0.296 |
7.6% |
0.095 |
2.4% |
55% |
False |
False |
31,594 |
| 20 |
4.192 |
3.707 |
0.485 |
12.5% |
0.097 |
2.5% |
34% |
False |
False |
36,761 |
| 40 |
4.306 |
3.707 |
0.599 |
15.5% |
0.097 |
2.5% |
27% |
False |
False |
31,342 |
| 60 |
4.320 |
3.707 |
0.613 |
15.8% |
0.097 |
2.5% |
27% |
False |
False |
28,319 |
| 80 |
4.384 |
3.707 |
0.677 |
17.5% |
0.092 |
2.4% |
24% |
False |
False |
25,254 |
| 100 |
5.027 |
3.707 |
1.320 |
34.1% |
0.093 |
2.4% |
12% |
False |
False |
22,679 |
| 120 |
5.027 |
3.707 |
1.320 |
34.1% |
0.093 |
2.4% |
12% |
False |
False |
20,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.542 |
|
2.618 |
4.306 |
|
1.618 |
4.161 |
|
1.000 |
4.071 |
|
0.618 |
4.016 |
|
HIGH |
3.926 |
|
0.618 |
3.871 |
|
0.500 |
3.854 |
|
0.382 |
3.836 |
|
LOW |
3.781 |
|
0.618 |
3.691 |
|
1.000 |
3.636 |
|
1.618 |
3.546 |
|
2.618 |
3.401 |
|
4.250 |
3.165 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.865 |
3.853 |
| PP |
3.859 |
3.835 |
| S1 |
3.854 |
3.817 |
|