NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.726 |
3.812 |
0.086 |
2.3% |
3.906 |
| High |
3.837 |
3.919 |
0.082 |
2.1% |
3.922 |
| Low |
3.707 |
3.781 |
0.074 |
2.0% |
3.728 |
| Close |
3.809 |
3.866 |
0.057 |
1.5% |
3.782 |
| Range |
0.130 |
0.138 |
0.008 |
6.2% |
0.194 |
| ATR |
0.094 |
0.097 |
0.003 |
3.3% |
0.000 |
| Volume |
10,698 |
14,461 |
3,763 |
35.2% |
60,864 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.269 |
4.206 |
3.942 |
|
| R3 |
4.131 |
4.068 |
3.904 |
|
| R2 |
3.993 |
3.993 |
3.891 |
|
| R1 |
3.930 |
3.930 |
3.879 |
3.962 |
| PP |
3.855 |
3.855 |
3.855 |
3.871 |
| S1 |
3.792 |
3.792 |
3.853 |
3.824 |
| S2 |
3.717 |
3.717 |
3.841 |
|
| S3 |
3.579 |
3.654 |
3.828 |
|
| S4 |
3.441 |
3.516 |
3.790 |
|
|
| 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 |
3.919 |
3.703 |
0.216 |
5.6% |
0.105 |
2.7% |
75% |
True |
False |
12,756 |
| 10 |
3.984 |
3.703 |
0.281 |
7.3% |
0.094 |
2.4% |
58% |
False |
False |
11,471 |
| 20 |
4.174 |
3.703 |
0.471 |
12.2% |
0.093 |
2.4% |
35% |
False |
False |
11,652 |
| 40 |
4.285 |
3.703 |
0.582 |
15.1% |
0.092 |
2.4% |
28% |
False |
False |
9,796 |
| 60 |
4.300 |
3.703 |
0.597 |
15.4% |
0.090 |
2.3% |
27% |
False |
False |
7,989 |
| 80 |
4.362 |
3.703 |
0.659 |
17.0% |
0.086 |
2.2% |
25% |
False |
False |
6,760 |
| 100 |
4.895 |
3.703 |
1.192 |
30.8% |
0.085 |
2.2% |
14% |
False |
False |
5,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.506 |
|
2.618 |
4.280 |
|
1.618 |
4.142 |
|
1.000 |
4.057 |
|
0.618 |
4.004 |
|
HIGH |
3.919 |
|
0.618 |
3.866 |
|
0.500 |
3.850 |
|
0.382 |
3.834 |
|
LOW |
3.781 |
|
0.618 |
3.696 |
|
1.000 |
3.643 |
|
1.618 |
3.558 |
|
2.618 |
3.420 |
|
4.250 |
3.195 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.861 |
3.848 |
| PP |
3.855 |
3.829 |
| S1 |
3.850 |
3.811 |
|