NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.940 |
4.078 |
0.138 |
3.5% |
3.767 |
| High |
4.028 |
4.151 |
0.123 |
3.1% |
4.028 |
| Low |
3.916 |
4.072 |
0.156 |
4.0% |
3.707 |
| Close |
3.959 |
4.145 |
0.186 |
4.7% |
3.959 |
| Range |
0.112 |
0.079 |
-0.033 |
-29.5% |
0.321 |
| ATR |
0.103 |
0.109 |
0.006 |
6.2% |
0.000 |
| Volume |
32,682 |
74,796 |
42,114 |
128.9% |
183,673 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.360 |
4.331 |
4.188 |
|
| R3 |
4.281 |
4.252 |
4.167 |
|
| R2 |
4.202 |
4.202 |
4.159 |
|
| R1 |
4.173 |
4.173 |
4.152 |
4.188 |
| PP |
4.123 |
4.123 |
4.123 |
4.130 |
| S1 |
4.094 |
4.094 |
4.138 |
4.109 |
| S2 |
4.044 |
4.044 |
4.131 |
|
| S3 |
3.965 |
4.015 |
4.123 |
|
| S4 |
3.886 |
3.936 |
4.102 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.861 |
4.731 |
4.136 |
|
| R3 |
4.540 |
4.410 |
4.047 |
|
| R2 |
4.219 |
4.219 |
4.018 |
|
| R1 |
4.089 |
4.089 |
3.988 |
4.154 |
| PP |
3.898 |
3.898 |
3.898 |
3.931 |
| S1 |
3.768 |
3.768 |
3.930 |
3.833 |
| S2 |
3.577 |
3.577 |
3.900 |
|
| S3 |
3.256 |
3.447 |
3.871 |
|
| S4 |
2.935 |
3.126 |
3.782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.151 |
3.710 |
0.441 |
10.6% |
0.114 |
2.8% |
99% |
True |
False |
46,091 |
| 10 |
4.151 |
3.707 |
0.444 |
10.7% |
0.098 |
2.4% |
99% |
True |
False |
38,057 |
| 20 |
4.151 |
3.707 |
0.444 |
10.7% |
0.096 |
2.3% |
99% |
True |
False |
39,657 |
| 40 |
4.306 |
3.707 |
0.599 |
14.5% |
0.098 |
2.4% |
73% |
False |
False |
33,572 |
| 60 |
4.320 |
3.707 |
0.613 |
14.8% |
0.097 |
2.3% |
71% |
False |
False |
29,785 |
| 80 |
4.339 |
3.707 |
0.632 |
15.2% |
0.093 |
2.2% |
69% |
False |
False |
26,556 |
| 100 |
5.027 |
3.707 |
1.320 |
31.8% |
0.093 |
2.2% |
33% |
False |
False |
23,832 |
| 120 |
5.027 |
3.707 |
1.320 |
31.8% |
0.094 |
2.3% |
33% |
False |
False |
21,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.487 |
|
2.618 |
4.358 |
|
1.618 |
4.279 |
|
1.000 |
4.230 |
|
0.618 |
4.200 |
|
HIGH |
4.151 |
|
0.618 |
4.121 |
|
0.500 |
4.112 |
|
0.382 |
4.102 |
|
LOW |
4.072 |
|
0.618 |
4.023 |
|
1.000 |
3.993 |
|
1.618 |
3.944 |
|
2.618 |
3.865 |
|
4.250 |
3.736 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.134 |
4.097 |
| PP |
4.123 |
4.048 |
| S1 |
4.112 |
4.000 |
|