NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3.764 |
3.738 |
-0.026 |
-0.7% |
3.842 |
High |
3.785 |
3.738 |
-0.047 |
-1.2% |
3.865 |
Low |
3.700 |
3.670 |
-0.030 |
-0.8% |
3.660 |
Close |
3.731 |
3.723 |
-0.008 |
-0.2% |
3.723 |
Range |
0.085 |
0.068 |
-0.017 |
-20.0% |
0.205 |
ATR |
0.095 |
0.093 |
-0.002 |
-2.0% |
0.000 |
Volume |
16,307 |
28,918 |
12,611 |
77.3% |
98,042 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.914 |
3.887 |
3.760 |
|
R3 |
3.846 |
3.819 |
3.742 |
|
R2 |
3.778 |
3.778 |
3.735 |
|
R1 |
3.751 |
3.751 |
3.729 |
3.731 |
PP |
3.710 |
3.710 |
3.710 |
3.700 |
S1 |
3.683 |
3.683 |
3.717 |
3.663 |
S2 |
3.642 |
3.642 |
3.711 |
|
S3 |
3.574 |
3.615 |
3.704 |
|
S4 |
3.506 |
3.547 |
3.686 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.364 |
4.249 |
3.836 |
|
R3 |
4.159 |
4.044 |
3.779 |
|
R2 |
3.954 |
3.954 |
3.761 |
|
R1 |
3.839 |
3.839 |
3.742 |
3.794 |
PP |
3.749 |
3.749 |
3.749 |
3.727 |
S1 |
3.634 |
3.634 |
3.704 |
3.589 |
S2 |
3.544 |
3.544 |
3.685 |
|
S3 |
3.339 |
3.429 |
3.667 |
|
S4 |
3.134 |
3.224 |
3.610 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.865 |
3.660 |
0.205 |
5.5% |
0.090 |
2.4% |
31% |
False |
False |
19,608 |
10 |
4.037 |
3.660 |
0.377 |
10.1% |
0.094 |
2.5% |
17% |
False |
False |
19,490 |
20 |
4.207 |
3.660 |
0.547 |
14.7% |
0.092 |
2.5% |
12% |
False |
False |
21,129 |
40 |
4.207 |
3.660 |
0.547 |
14.7% |
0.089 |
2.4% |
12% |
False |
False |
18,239 |
60 |
4.225 |
3.660 |
0.565 |
15.2% |
0.085 |
2.3% |
11% |
False |
False |
15,564 |
80 |
4.432 |
3.660 |
0.772 |
20.7% |
0.081 |
2.2% |
8% |
False |
False |
13,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.027 |
2.618 |
3.916 |
1.618 |
3.848 |
1.000 |
3.806 |
0.618 |
3.780 |
HIGH |
3.738 |
0.618 |
3.712 |
0.500 |
3.704 |
0.382 |
3.696 |
LOW |
3.670 |
0.618 |
3.628 |
1.000 |
3.602 |
1.618 |
3.560 |
2.618 |
3.492 |
4.250 |
3.381 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3.717 |
3.745 |
PP |
3.710 |
3.737 |
S1 |
3.704 |
3.730 |
|