NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 22-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2014 |
22-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.839 |
3.856 |
0.017 |
0.4% |
4.000 |
| High |
3.882 |
3.878 |
-0.004 |
-0.1% |
4.097 |
| Low |
3.815 |
3.819 |
0.004 |
0.1% |
3.860 |
| Close |
3.876 |
3.823 |
-0.053 |
-1.4% |
3.946 |
| Range |
0.067 |
0.059 |
-0.008 |
-11.9% |
0.237 |
| ATR |
0.096 |
0.093 |
-0.003 |
-2.7% |
0.000 |
| Volume |
12,534 |
10,943 |
-1,591 |
-12.7% |
49,382 |
|
| Daily Pivots for day following 22-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.017 |
3.979 |
3.855 |
|
| R3 |
3.958 |
3.920 |
3.839 |
|
| R2 |
3.899 |
3.899 |
3.834 |
|
| R1 |
3.861 |
3.861 |
3.828 |
3.851 |
| PP |
3.840 |
3.840 |
3.840 |
3.835 |
| S1 |
3.802 |
3.802 |
3.818 |
3.792 |
| S2 |
3.781 |
3.781 |
3.812 |
|
| S3 |
3.722 |
3.743 |
3.807 |
|
| S4 |
3.663 |
3.684 |
3.791 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.679 |
4.549 |
4.076 |
|
| R3 |
4.442 |
4.312 |
4.011 |
|
| R2 |
4.205 |
4.205 |
3.989 |
|
| R1 |
4.075 |
4.075 |
3.968 |
4.022 |
| PP |
3.968 |
3.968 |
3.968 |
3.941 |
| S1 |
3.838 |
3.838 |
3.924 |
3.785 |
| S2 |
3.731 |
3.731 |
3.903 |
|
| S3 |
3.494 |
3.601 |
3.881 |
|
| S4 |
3.257 |
3.364 |
3.816 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.984 |
3.815 |
0.169 |
4.4% |
0.083 |
2.2% |
5% |
False |
False |
10,187 |
| 10 |
4.097 |
3.815 |
0.282 |
7.4% |
0.087 |
2.3% |
3% |
False |
False |
11,109 |
| 20 |
4.285 |
3.815 |
0.470 |
12.3% |
0.093 |
2.4% |
2% |
False |
False |
10,782 |
| 40 |
4.300 |
3.815 |
0.485 |
12.7% |
0.091 |
2.4% |
2% |
False |
False |
9,099 |
| 60 |
4.300 |
3.815 |
0.485 |
12.7% |
0.088 |
2.3% |
2% |
False |
False |
7,146 |
| 80 |
4.575 |
3.815 |
0.760 |
19.9% |
0.084 |
2.2% |
1% |
False |
False |
6,109 |
| 100 |
4.895 |
3.815 |
1.080 |
28.3% |
0.083 |
2.2% |
1% |
False |
False |
5,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.129 |
|
2.618 |
4.032 |
|
1.618 |
3.973 |
|
1.000 |
3.937 |
|
0.618 |
3.914 |
|
HIGH |
3.878 |
|
0.618 |
3.855 |
|
0.500 |
3.849 |
|
0.382 |
3.842 |
|
LOW |
3.819 |
|
0.618 |
3.783 |
|
1.000 |
3.760 |
|
1.618 |
3.724 |
|
2.618 |
3.665 |
|
4.250 |
3.568 |
|
|
| Fisher Pivots for day following 22-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.849 |
3.869 |
| PP |
3.840 |
3.853 |
| S1 |
3.832 |
3.838 |
|