NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 21-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.842 |
3.660 |
-0.182 |
-4.7% |
3.940 |
| High |
3.865 |
3.822 |
-0.043 |
-1.1% |
4.037 |
| Low |
3.785 |
3.660 |
-0.125 |
-3.3% |
3.824 |
| Close |
3.793 |
3.818 |
0.025 |
0.7% |
3.889 |
| Range |
0.080 |
0.162 |
0.082 |
102.5% |
0.213 |
| ATR |
0.094 |
0.099 |
0.005 |
5.2% |
0.000 |
| Volume |
17,213 |
18,010 |
797 |
4.6% |
96,866 |
|
| Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.253 |
4.197 |
3.907 |
|
| R3 |
4.091 |
4.035 |
3.863 |
|
| R2 |
3.929 |
3.929 |
3.848 |
|
| R1 |
3.873 |
3.873 |
3.833 |
3.901 |
| PP |
3.767 |
3.767 |
3.767 |
3.781 |
| S1 |
3.711 |
3.711 |
3.803 |
3.739 |
| S2 |
3.605 |
3.605 |
3.788 |
|
| S3 |
3.443 |
3.549 |
3.773 |
|
| S4 |
3.281 |
3.387 |
3.729 |
|
|
| 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 |
3.952 |
3.660 |
0.292 |
7.6% |
0.102 |
2.7% |
54% |
False |
True |
19,043 |
| 10 |
4.037 |
3.660 |
0.377 |
9.9% |
0.095 |
2.5% |
42% |
False |
True |
20,800 |
| 20 |
4.207 |
3.660 |
0.547 |
14.3% |
0.096 |
2.5% |
29% |
False |
True |
20,392 |
| 40 |
4.225 |
3.660 |
0.565 |
14.8% |
0.090 |
2.3% |
28% |
False |
True |
17,716 |
| 60 |
4.225 |
3.660 |
0.565 |
14.8% |
0.085 |
2.2% |
28% |
False |
True |
14,921 |
| 80 |
4.485 |
3.660 |
0.825 |
21.6% |
0.081 |
2.1% |
19% |
False |
True |
12,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.511 |
|
2.618 |
4.246 |
|
1.618 |
4.084 |
|
1.000 |
3.984 |
|
0.618 |
3.922 |
|
HIGH |
3.822 |
|
0.618 |
3.760 |
|
0.500 |
3.741 |
|
0.382 |
3.722 |
|
LOW |
3.660 |
|
0.618 |
3.560 |
|
1.000 |
3.498 |
|
1.618 |
3.398 |
|
2.618 |
3.236 |
|
4.250 |
2.972 |
|
|
| Fisher Pivots for day following 21-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.792 |
3.809 |
| PP |
3.767 |
3.799 |
| S1 |
3.741 |
3.790 |
|