NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 29-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2014 |
29-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.670 |
3.750 |
0.080 |
2.2% |
3.842 |
| High |
3.772 |
3.850 |
0.078 |
2.1% |
3.865 |
| Low |
3.650 |
3.719 |
0.069 |
1.9% |
3.660 |
| Close |
3.747 |
3.799 |
0.052 |
1.4% |
3.723 |
| Range |
0.122 |
0.131 |
0.009 |
7.4% |
0.205 |
| ATR |
0.095 |
0.097 |
0.003 |
2.8% |
0.000 |
| Volume |
18,177 |
23,816 |
5,639 |
31.0% |
98,042 |
|
| Daily Pivots for day following 29-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.182 |
4.122 |
3.871 |
|
| R3 |
4.051 |
3.991 |
3.835 |
|
| R2 |
3.920 |
3.920 |
3.823 |
|
| R1 |
3.860 |
3.860 |
3.811 |
3.890 |
| PP |
3.789 |
3.789 |
3.789 |
3.805 |
| S1 |
3.729 |
3.729 |
3.787 |
3.759 |
| S2 |
3.658 |
3.658 |
3.775 |
|
| S3 |
3.527 |
3.598 |
3.763 |
|
| S4 |
3.396 |
3.467 |
3.727 |
|
|
| 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 |
3.850 |
3.648 |
0.202 |
5.3% |
0.099 |
2.6% |
75% |
True |
False |
20,555 |
| 10 |
3.928 |
3.648 |
0.280 |
7.4% |
0.097 |
2.6% |
54% |
False |
False |
19,469 |
| 20 |
4.095 |
3.648 |
0.447 |
11.8% |
0.093 |
2.5% |
34% |
False |
False |
20,560 |
| 40 |
4.207 |
3.648 |
0.559 |
14.7% |
0.091 |
2.4% |
27% |
False |
False |
18,504 |
| 60 |
4.225 |
3.648 |
0.577 |
15.2% |
0.087 |
2.3% |
26% |
False |
False |
16,056 |
| 80 |
4.288 |
3.648 |
0.640 |
16.8% |
0.082 |
2.2% |
24% |
False |
False |
14,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.407 |
|
2.618 |
4.193 |
|
1.618 |
4.062 |
|
1.000 |
3.981 |
|
0.618 |
3.931 |
|
HIGH |
3.850 |
|
0.618 |
3.800 |
|
0.500 |
3.785 |
|
0.382 |
3.769 |
|
LOW |
3.719 |
|
0.618 |
3.638 |
|
1.000 |
3.588 |
|
1.618 |
3.507 |
|
2.618 |
3.376 |
|
4.250 |
3.162 |
|
|
| Fisher Pivots for day following 29-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.794 |
3.782 |
| PP |
3.789 |
3.766 |
| S1 |
3.785 |
3.749 |
|