NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 24-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.821 |
3.800 |
-0.021 |
-0.5% |
3.906 |
| High |
3.841 |
3.806 |
-0.035 |
-0.9% |
3.922 |
| Low |
3.758 |
3.728 |
-0.030 |
-0.8% |
3.728 |
| Close |
3.787 |
3.782 |
-0.005 |
-0.1% |
3.782 |
| Range |
0.083 |
0.078 |
-0.005 |
-6.0% |
0.194 |
| ATR |
0.092 |
0.091 |
-0.001 |
-1.1% |
0.000 |
| Volume |
11,371 |
17,020 |
5,649 |
49.7% |
60,864 |
|
| Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.006 |
3.972 |
3.825 |
|
| R3 |
3.928 |
3.894 |
3.803 |
|
| R2 |
3.850 |
3.850 |
3.796 |
|
| R1 |
3.816 |
3.816 |
3.789 |
3.794 |
| PP |
3.772 |
3.772 |
3.772 |
3.761 |
| S1 |
3.738 |
3.738 |
3.775 |
3.716 |
| S2 |
3.694 |
3.694 |
3.768 |
|
| S3 |
3.616 |
3.660 |
3.761 |
|
| S4 |
3.538 |
3.582 |
3.739 |
|
|
| Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.393 |
4.281 |
3.889 |
|
| R3 |
4.199 |
4.087 |
3.835 |
|
| R2 |
4.005 |
4.005 |
3.818 |
|
| R1 |
3.893 |
3.893 |
3.800 |
3.852 |
| PP |
3.811 |
3.811 |
3.811 |
3.790 |
| S1 |
3.699 |
3.699 |
3.764 |
3.658 |
| S2 |
3.617 |
3.617 |
3.746 |
|
| S3 |
3.423 |
3.505 |
3.729 |
|
| S4 |
3.229 |
3.311 |
3.675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.922 |
3.728 |
0.194 |
5.1% |
0.074 |
2.0% |
28% |
False |
True |
12,172 |
| 10 |
4.097 |
3.728 |
0.369 |
9.8% |
0.088 |
2.3% |
15% |
False |
True |
11,024 |
| 20 |
4.285 |
3.728 |
0.557 |
14.7% |
0.092 |
2.4% |
10% |
False |
True |
11,295 |
| 40 |
4.285 |
3.728 |
0.557 |
14.7% |
0.090 |
2.4% |
10% |
False |
True |
9,429 |
| 60 |
4.300 |
3.728 |
0.572 |
15.1% |
0.088 |
2.3% |
9% |
False |
True |
7,541 |
| 80 |
4.522 |
3.728 |
0.794 |
21.0% |
0.085 |
2.2% |
7% |
False |
True |
6,418 |
| 100 |
4.895 |
3.728 |
1.167 |
30.9% |
0.083 |
2.2% |
5% |
False |
True |
5,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.138 |
|
2.618 |
4.010 |
|
1.618 |
3.932 |
|
1.000 |
3.884 |
|
0.618 |
3.854 |
|
HIGH |
3.806 |
|
0.618 |
3.776 |
|
0.500 |
3.767 |
|
0.382 |
3.758 |
|
LOW |
3.728 |
|
0.618 |
3.680 |
|
1.000 |
3.650 |
|
1.618 |
3.602 |
|
2.618 |
3.524 |
|
4.250 |
3.397 |
|
|
| Fisher Pivots for day following 24-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.777 |
3.803 |
| PP |
3.772 |
3.796 |
| S1 |
3.767 |
3.789 |
|