NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.856 |
3.821 |
-0.035 |
-0.9% |
4.000 |
| High |
3.878 |
3.841 |
-0.037 |
-1.0% |
4.097 |
| Low |
3.819 |
3.758 |
-0.061 |
-1.6% |
3.860 |
| Close |
3.823 |
3.787 |
-0.036 |
-0.9% |
3.946 |
| Range |
0.059 |
0.083 |
0.024 |
40.7% |
0.237 |
| ATR |
0.093 |
0.092 |
-0.001 |
-0.8% |
0.000 |
| Volume |
10,943 |
11,371 |
428 |
3.9% |
49,382 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.044 |
3.999 |
3.833 |
|
| R3 |
3.961 |
3.916 |
3.810 |
|
| R2 |
3.878 |
3.878 |
3.802 |
|
| R1 |
3.833 |
3.833 |
3.795 |
3.814 |
| PP |
3.795 |
3.795 |
3.795 |
3.786 |
| S1 |
3.750 |
3.750 |
3.779 |
3.731 |
| S2 |
3.712 |
3.712 |
3.772 |
|
| S3 |
3.629 |
3.667 |
3.764 |
|
| S4 |
3.546 |
3.584 |
3.741 |
|
|
| 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 |
3.976 |
3.758 |
0.218 |
5.8% |
0.075 |
2.0% |
13% |
False |
True |
10,466 |
| 10 |
4.097 |
3.758 |
0.339 |
9.0% |
0.085 |
2.2% |
9% |
False |
True |
10,789 |
| 20 |
4.285 |
3.758 |
0.527 |
13.9% |
0.091 |
2.4% |
6% |
False |
True |
10,908 |
| 40 |
4.300 |
3.758 |
0.542 |
14.3% |
0.091 |
2.4% |
5% |
False |
True |
9,220 |
| 60 |
4.300 |
3.758 |
0.542 |
14.3% |
0.088 |
2.3% |
5% |
False |
True |
7,302 |
| 80 |
4.540 |
3.758 |
0.782 |
20.6% |
0.084 |
2.2% |
4% |
False |
True |
6,226 |
| 100 |
4.895 |
3.758 |
1.137 |
30.0% |
0.083 |
2.2% |
3% |
False |
True |
5,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.194 |
|
2.618 |
4.058 |
|
1.618 |
3.975 |
|
1.000 |
3.924 |
|
0.618 |
3.892 |
|
HIGH |
3.841 |
|
0.618 |
3.809 |
|
0.500 |
3.800 |
|
0.382 |
3.790 |
|
LOW |
3.758 |
|
0.618 |
3.707 |
|
1.000 |
3.675 |
|
1.618 |
3.624 |
|
2.618 |
3.541 |
|
4.250 |
3.405 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.800 |
3.820 |
| PP |
3.795 |
3.809 |
| S1 |
3.791 |
3.798 |
|