NYMEX Natural Gas Future February 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.926 |
4.057 |
0.131 |
3.3% |
3.772 |
| High |
4.018 |
4.139 |
0.121 |
3.0% |
4.018 |
| Low |
3.910 |
4.057 |
0.147 |
3.8% |
3.703 |
| Close |
3.950 |
4.131 |
0.181 |
4.6% |
3.950 |
| Range |
0.108 |
0.082 |
-0.026 |
-24.1% |
0.315 |
| ATR |
0.099 |
0.105 |
0.006 |
6.5% |
0.000 |
| Volume |
9,169 |
30,830 |
21,661 |
236.2% |
63,527 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.355 |
4.325 |
4.176 |
|
| R3 |
4.273 |
4.243 |
4.154 |
|
| R2 |
4.191 |
4.191 |
4.146 |
|
| R1 |
4.161 |
4.161 |
4.139 |
4.176 |
| PP |
4.109 |
4.109 |
4.109 |
4.117 |
| S1 |
4.079 |
4.079 |
4.123 |
4.094 |
| S2 |
4.027 |
4.027 |
4.116 |
|
| S3 |
3.945 |
3.997 |
4.108 |
|
| S4 |
3.863 |
3.915 |
4.086 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.835 |
4.708 |
4.123 |
|
| R3 |
4.520 |
4.393 |
4.037 |
|
| R2 |
4.205 |
4.205 |
4.008 |
|
| R1 |
4.078 |
4.078 |
3.979 |
4.142 |
| PP |
3.890 |
3.890 |
3.890 |
3.922 |
| S1 |
3.763 |
3.763 |
3.921 |
3.827 |
| S2 |
3.575 |
3.575 |
3.892 |
|
| S3 |
3.260 |
3.448 |
3.863 |
|
| S4 |
2.945 |
3.133 |
3.777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.139 |
3.707 |
0.432 |
10.5% |
0.111 |
2.7% |
98% |
True |
False |
16,825 |
| 10 |
4.139 |
3.703 |
0.436 |
10.6% |
0.094 |
2.3% |
98% |
True |
False |
14,622 |
| 20 |
4.139 |
3.703 |
0.436 |
10.6% |
0.093 |
2.3% |
98% |
True |
False |
12,826 |
| 40 |
4.285 |
3.703 |
0.582 |
14.1% |
0.094 |
2.3% |
74% |
False |
False |
10,817 |
| 60 |
4.300 |
3.703 |
0.597 |
14.5% |
0.091 |
2.2% |
72% |
False |
False |
8,832 |
| 80 |
4.317 |
3.703 |
0.614 |
14.9% |
0.087 |
2.1% |
70% |
False |
False |
7,397 |
| 100 |
4.895 |
3.703 |
1.192 |
28.9% |
0.084 |
2.0% |
36% |
False |
False |
6,351 |
| 120 |
4.895 |
3.703 |
1.192 |
28.9% |
0.084 |
2.0% |
36% |
False |
False |
5,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.488 |
|
2.618 |
4.354 |
|
1.618 |
4.272 |
|
1.000 |
4.221 |
|
0.618 |
4.190 |
|
HIGH |
4.139 |
|
0.618 |
4.108 |
|
0.500 |
4.098 |
|
0.382 |
4.088 |
|
LOW |
4.057 |
|
0.618 |
4.006 |
|
1.000 |
3.975 |
|
1.618 |
3.924 |
|
2.618 |
3.842 |
|
4.250 |
3.709 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.120 |
4.084 |
| PP |
4.109 |
4.037 |
| S1 |
4.098 |
3.991 |
|