NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 20-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.913 |
3.842 |
-0.071 |
-1.8% |
3.940 |
| High |
3.919 |
3.865 |
-0.054 |
-1.4% |
4.037 |
| Low |
3.840 |
3.785 |
-0.055 |
-1.4% |
3.824 |
| Close |
3.889 |
3.793 |
-0.096 |
-2.5% |
3.889 |
| Range |
0.079 |
0.080 |
0.001 |
1.3% |
0.213 |
| ATR |
0.093 |
0.094 |
0.001 |
0.9% |
0.000 |
| Volume |
19,782 |
17,213 |
-2,569 |
-13.0% |
96,866 |
|
| Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.054 |
4.004 |
3.837 |
|
| R3 |
3.974 |
3.924 |
3.815 |
|
| R2 |
3.894 |
3.894 |
3.808 |
|
| R1 |
3.844 |
3.844 |
3.800 |
3.829 |
| PP |
3.814 |
3.814 |
3.814 |
3.807 |
| S1 |
3.764 |
3.764 |
3.786 |
3.749 |
| S2 |
3.734 |
3.734 |
3.778 |
|
| S3 |
3.654 |
3.684 |
3.771 |
|
| S4 |
3.574 |
3.604 |
3.749 |
|
|
| Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.556 |
4.435 |
4.006 |
|
| R3 |
4.343 |
4.222 |
3.948 |
|
| R2 |
4.130 |
4.130 |
3.928 |
|
| R1 |
4.009 |
4.009 |
3.909 |
3.963 |
| PP |
3.917 |
3.917 |
3.917 |
3.894 |
| S1 |
3.796 |
3.796 |
3.869 |
3.750 |
| S2 |
3.704 |
3.704 |
3.850 |
|
| S3 |
3.491 |
3.583 |
3.830 |
|
| S4 |
3.278 |
3.370 |
3.772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.037 |
3.785 |
0.252 |
6.6% |
0.095 |
2.5% |
3% |
False |
True |
18,881 |
| 10 |
4.053 |
3.785 |
0.268 |
7.1% |
0.088 |
2.3% |
3% |
False |
True |
20,731 |
| 20 |
4.207 |
3.785 |
0.422 |
11.1% |
0.092 |
2.4% |
2% |
False |
True |
20,186 |
| 40 |
4.225 |
3.785 |
0.440 |
11.6% |
0.087 |
2.3% |
2% |
False |
True |
17,413 |
| 60 |
4.225 |
3.785 |
0.440 |
11.6% |
0.084 |
2.2% |
2% |
False |
True |
14,757 |
| 80 |
4.485 |
3.785 |
0.700 |
18.5% |
0.080 |
2.1% |
1% |
False |
True |
12,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.205 |
|
2.618 |
4.074 |
|
1.618 |
3.994 |
|
1.000 |
3.945 |
|
0.618 |
3.914 |
|
HIGH |
3.865 |
|
0.618 |
3.834 |
|
0.500 |
3.825 |
|
0.382 |
3.816 |
|
LOW |
3.785 |
|
0.618 |
3.736 |
|
1.000 |
3.705 |
|
1.618 |
3.656 |
|
2.618 |
3.576 |
|
4.250 |
3.445 |
|
|
| Fisher Pivots for day following 20-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.825 |
3.857 |
| PP |
3.814 |
3.835 |
| S1 |
3.804 |
3.814 |
|