NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 28-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2014 |
28-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.706 |
3.670 |
-0.036 |
-1.0% |
3.842 |
| High |
3.737 |
3.772 |
0.035 |
0.9% |
3.865 |
| Low |
3.648 |
3.650 |
0.002 |
0.1% |
3.660 |
| Close |
3.662 |
3.747 |
0.085 |
2.3% |
3.723 |
| Range |
0.089 |
0.122 |
0.033 |
37.1% |
0.205 |
| ATR |
0.092 |
0.095 |
0.002 |
2.3% |
0.000 |
| Volume |
15,560 |
18,177 |
2,617 |
16.8% |
98,042 |
|
| Daily Pivots for day following 28-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.089 |
4.040 |
3.814 |
|
| R3 |
3.967 |
3.918 |
3.781 |
|
| R2 |
3.845 |
3.845 |
3.769 |
|
| R1 |
3.796 |
3.796 |
3.758 |
3.821 |
| PP |
3.723 |
3.723 |
3.723 |
3.735 |
| S1 |
3.674 |
3.674 |
3.736 |
3.699 |
| S2 |
3.601 |
3.601 |
3.725 |
|
| S3 |
3.479 |
3.552 |
3.713 |
|
| S4 |
3.357 |
3.430 |
3.680 |
|
|
| 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 |
3.819 |
3.648 |
0.171 |
4.6% |
0.084 |
2.2% |
58% |
False |
False |
19,311 |
| 10 |
3.952 |
3.648 |
0.304 |
8.1% |
0.093 |
2.5% |
33% |
False |
False |
19,177 |
| 20 |
4.207 |
3.648 |
0.559 |
14.9% |
0.094 |
2.5% |
18% |
False |
False |
20,627 |
| 40 |
4.207 |
3.648 |
0.559 |
14.9% |
0.089 |
2.4% |
18% |
False |
False |
18,352 |
| 60 |
4.225 |
3.648 |
0.577 |
15.4% |
0.086 |
2.3% |
17% |
False |
False |
15,781 |
| 80 |
4.288 |
3.648 |
0.640 |
17.1% |
0.082 |
2.2% |
15% |
False |
False |
13,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.291 |
|
2.618 |
4.091 |
|
1.618 |
3.969 |
|
1.000 |
3.894 |
|
0.618 |
3.847 |
|
HIGH |
3.772 |
|
0.618 |
3.725 |
|
0.500 |
3.711 |
|
0.382 |
3.697 |
|
LOW |
3.650 |
|
0.618 |
3.575 |
|
1.000 |
3.528 |
|
1.618 |
3.453 |
|
2.618 |
3.331 |
|
4.250 |
3.132 |
|
|
| Fisher Pivots for day following 28-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.735 |
3.735 |
| PP |
3.723 |
3.722 |
| S1 |
3.711 |
3.710 |
|