NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.831 |
3.883 |
0.052 |
1.4% |
3.910 |
| High |
3.926 |
3.948 |
0.022 |
0.6% |
3.929 |
| Low |
3.781 |
3.849 |
0.068 |
1.8% |
3.730 |
| Close |
3.871 |
3.906 |
0.035 |
0.9% |
3.787 |
| Range |
0.145 |
0.099 |
-0.046 |
-31.7% |
0.199 |
| ATR |
0.101 |
0.101 |
0.000 |
-0.2% |
0.000 |
| Volume |
45,397 |
46,209 |
812 |
1.8% |
147,125 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.198 |
4.151 |
3.960 |
|
| R3 |
4.099 |
4.052 |
3.933 |
|
| R2 |
4.000 |
4.000 |
3.924 |
|
| R1 |
3.953 |
3.953 |
3.915 |
3.977 |
| PP |
3.901 |
3.901 |
3.901 |
3.913 |
| S1 |
3.854 |
3.854 |
3.897 |
3.878 |
| S2 |
3.802 |
3.802 |
3.888 |
|
| S3 |
3.703 |
3.755 |
3.879 |
|
| S4 |
3.604 |
3.656 |
3.852 |
|
|
| 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 |
3.948 |
3.707 |
0.241 |
6.2% |
0.114 |
2.9% |
83% |
True |
False |
38,538 |
| 10 |
3.978 |
3.707 |
0.271 |
6.9% |
0.095 |
2.4% |
73% |
False |
False |
32,937 |
| 20 |
4.192 |
3.707 |
0.485 |
12.4% |
0.095 |
2.4% |
41% |
False |
False |
37,387 |
| 40 |
4.306 |
3.707 |
0.599 |
15.3% |
0.097 |
2.5% |
33% |
False |
False |
31,845 |
| 60 |
4.320 |
3.707 |
0.613 |
15.7% |
0.097 |
2.5% |
32% |
False |
False |
28,830 |
| 80 |
4.353 |
3.707 |
0.646 |
16.5% |
0.092 |
2.4% |
31% |
False |
False |
25,605 |
| 100 |
5.027 |
3.707 |
1.320 |
33.8% |
0.093 |
2.4% |
15% |
False |
False |
23,002 |
| 120 |
5.027 |
3.707 |
1.320 |
33.8% |
0.093 |
2.4% |
15% |
False |
False |
20,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.369 |
|
2.618 |
4.207 |
|
1.618 |
4.108 |
|
1.000 |
4.047 |
|
0.618 |
4.009 |
|
HIGH |
3.948 |
|
0.618 |
3.910 |
|
0.500 |
3.899 |
|
0.382 |
3.887 |
|
LOW |
3.849 |
|
0.618 |
3.788 |
|
1.000 |
3.750 |
|
1.618 |
3.689 |
|
2.618 |
3.590 |
|
4.250 |
3.428 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.904 |
3.880 |
| PP |
3.901 |
3.855 |
| S1 |
3.899 |
3.829 |
|