NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 23-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.797 |
3.764 |
-0.033 |
-0.9% |
3.940 |
| High |
3.819 |
3.785 |
-0.034 |
-0.9% |
4.037 |
| Low |
3.765 |
3.700 |
-0.065 |
-1.7% |
3.824 |
| Close |
3.768 |
3.731 |
-0.037 |
-1.0% |
3.889 |
| Range |
0.054 |
0.085 |
0.031 |
57.4% |
0.213 |
| ATR |
0.095 |
0.095 |
-0.001 |
-0.8% |
0.000 |
| Volume |
17,594 |
16,307 |
-1,287 |
-7.3% |
96,866 |
|
| Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.994 |
3.947 |
3.778 |
|
| R3 |
3.909 |
3.862 |
3.754 |
|
| R2 |
3.824 |
3.824 |
3.747 |
|
| R1 |
3.777 |
3.777 |
3.739 |
3.758 |
| PP |
3.739 |
3.739 |
3.739 |
3.729 |
| S1 |
3.692 |
3.692 |
3.723 |
3.673 |
| S2 |
3.654 |
3.654 |
3.715 |
|
| S3 |
3.569 |
3.607 |
3.708 |
|
| S4 |
3.484 |
3.522 |
3.684 |
|
|
| 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 |
3.919 |
3.660 |
0.259 |
6.9% |
0.092 |
2.5% |
27% |
False |
False |
17,781 |
| 10 |
4.037 |
3.660 |
0.377 |
10.1% |
0.091 |
2.4% |
19% |
False |
False |
19,350 |
| 20 |
4.207 |
3.660 |
0.547 |
14.7% |
0.092 |
2.5% |
13% |
False |
False |
20,809 |
| 40 |
4.225 |
3.660 |
0.565 |
15.1% |
0.090 |
2.4% |
13% |
False |
False |
18,020 |
| 60 |
4.225 |
3.660 |
0.565 |
15.1% |
0.085 |
2.3% |
13% |
False |
False |
15,205 |
| 80 |
4.441 |
3.660 |
0.781 |
20.9% |
0.081 |
2.2% |
9% |
False |
False |
13,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.146 |
|
2.618 |
4.008 |
|
1.618 |
3.923 |
|
1.000 |
3.870 |
|
0.618 |
3.838 |
|
HIGH |
3.785 |
|
0.618 |
3.753 |
|
0.500 |
3.743 |
|
0.382 |
3.732 |
|
LOW |
3.700 |
|
0.618 |
3.647 |
|
1.000 |
3.615 |
|
1.618 |
3.562 |
|
2.618 |
3.477 |
|
4.250 |
3.339 |
|
|
| Fisher Pivots for day following 23-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.743 |
3.741 |
| PP |
3.739 |
3.738 |
| S1 |
3.735 |
3.734 |
|