NYMEX Natural Gas Future January 2015
| Trading Metrics calculated at close of trading on 05-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2014 |
05-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
4.136 |
4.237 |
0.101 |
2.4% |
3.767 |
| High |
4.271 |
4.409 |
0.138 |
3.2% |
4.028 |
| Low |
4.132 |
4.229 |
0.097 |
2.3% |
3.707 |
| Close |
4.226 |
4.287 |
0.061 |
1.4% |
3.959 |
| Range |
0.139 |
0.180 |
0.041 |
29.5% |
0.321 |
| ATR |
0.111 |
0.116 |
0.005 |
4.6% |
0.000 |
| Volume |
76,296 |
97,041 |
20,745 |
27.2% |
183,673 |
|
| Daily Pivots for day following 05-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.848 |
4.748 |
4.386 |
|
| R3 |
4.668 |
4.568 |
4.337 |
|
| R2 |
4.488 |
4.488 |
4.320 |
|
| R1 |
4.388 |
4.388 |
4.304 |
4.438 |
| PP |
4.308 |
4.308 |
4.308 |
4.334 |
| S1 |
4.208 |
4.208 |
4.271 |
4.258 |
| S2 |
4.128 |
4.128 |
4.254 |
|
| S3 |
3.948 |
4.028 |
4.238 |
|
| S4 |
3.768 |
3.848 |
4.188 |
|
|
| 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 |
4.409 |
3.849 |
0.560 |
13.1% |
0.122 |
2.8% |
78% |
True |
False |
65,404 |
| 10 |
4.409 |
3.707 |
0.702 |
16.4% |
0.117 |
2.7% |
83% |
True |
False |
49,950 |
| 20 |
4.409 |
3.707 |
0.702 |
16.4% |
0.102 |
2.4% |
83% |
True |
False |
44,387 |
| 40 |
4.409 |
3.707 |
0.702 |
16.4% |
0.101 |
2.4% |
83% |
True |
False |
36,356 |
| 60 |
4.409 |
3.707 |
0.702 |
16.4% |
0.100 |
2.3% |
83% |
True |
False |
31,867 |
| 80 |
4.409 |
3.707 |
0.702 |
16.4% |
0.096 |
2.2% |
83% |
True |
False |
28,381 |
| 100 |
4.915 |
3.707 |
1.208 |
28.2% |
0.094 |
2.2% |
48% |
False |
False |
25,249 |
| 120 |
5.027 |
3.707 |
1.320 |
30.8% |
0.094 |
2.2% |
44% |
False |
False |
22,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.174 |
|
2.618 |
4.880 |
|
1.618 |
4.700 |
|
1.000 |
4.589 |
|
0.618 |
4.520 |
|
HIGH |
4.409 |
|
0.618 |
4.340 |
|
0.500 |
4.319 |
|
0.382 |
4.298 |
|
LOW |
4.229 |
|
0.618 |
4.118 |
|
1.000 |
4.049 |
|
1.618 |
3.938 |
|
2.618 |
3.758 |
|
4.250 |
3.464 |
|
|
| Fisher Pivots for day following 05-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.319 |
4.272 |
| PP |
4.308 |
4.256 |
| S1 |
4.298 |
4.241 |
|