NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 27-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.800 |
3.772 |
-0.028 |
-0.7% |
3.906 |
| High |
3.806 |
3.797 |
-0.009 |
-0.2% |
3.922 |
| Low |
3.728 |
3.703 |
-0.025 |
-0.7% |
3.728 |
| Close |
3.782 |
3.719 |
-0.063 |
-1.7% |
3.782 |
| Range |
0.078 |
0.094 |
0.016 |
20.5% |
0.194 |
| ATR |
0.091 |
0.092 |
0.000 |
0.2% |
0.000 |
| Volume |
17,020 |
10,231 |
-6,789 |
-39.9% |
60,864 |
|
| Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.022 |
3.964 |
3.771 |
|
| R3 |
3.928 |
3.870 |
3.745 |
|
| R2 |
3.834 |
3.834 |
3.736 |
|
| R1 |
3.776 |
3.776 |
3.728 |
3.758 |
| PP |
3.740 |
3.740 |
3.740 |
3.731 |
| S1 |
3.682 |
3.682 |
3.710 |
3.664 |
| S2 |
3.646 |
3.646 |
3.702 |
|
| S3 |
3.552 |
3.588 |
3.693 |
|
| S4 |
3.458 |
3.494 |
3.667 |
|
|
| 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 |
3.882 |
3.703 |
0.179 |
4.8% |
0.076 |
2.0% |
9% |
False |
True |
12,419 |
| 10 |
4.097 |
3.703 |
0.394 |
10.6% |
0.089 |
2.4% |
4% |
False |
True |
11,112 |
| 20 |
4.285 |
3.703 |
0.582 |
15.6% |
0.091 |
2.4% |
3% |
False |
True |
11,434 |
| 40 |
4.285 |
3.703 |
0.582 |
15.6% |
0.091 |
2.5% |
3% |
False |
True |
9,492 |
| 60 |
4.300 |
3.703 |
0.597 |
16.1% |
0.088 |
2.4% |
3% |
False |
True |
7,646 |
| 80 |
4.474 |
3.703 |
0.771 |
20.7% |
0.085 |
2.3% |
2% |
False |
True |
6,523 |
| 100 |
4.895 |
3.703 |
1.192 |
32.1% |
0.084 |
2.2% |
1% |
False |
True |
5,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.197 |
|
2.618 |
4.043 |
|
1.618 |
3.949 |
|
1.000 |
3.891 |
|
0.618 |
3.855 |
|
HIGH |
3.797 |
|
0.618 |
3.761 |
|
0.500 |
3.750 |
|
0.382 |
3.739 |
|
LOW |
3.703 |
|
0.618 |
3.645 |
|
1.000 |
3.609 |
|
1.618 |
3.551 |
|
2.618 |
3.457 |
|
4.250 |
3.304 |
|
|
| Fisher Pivots for day following 27-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.750 |
3.772 |
| PP |
3.740 |
3.754 |
| S1 |
3.729 |
3.737 |
|