NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 30-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2014 |
30-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
3.750 |
3.813 |
0.063 |
1.7% |
3.842 |
| High |
3.850 |
3.867 |
0.017 |
0.4% |
3.865 |
| Low |
3.719 |
3.776 |
0.057 |
1.5% |
3.660 |
| Close |
3.799 |
3.831 |
0.032 |
0.8% |
3.723 |
| Range |
0.131 |
0.091 |
-0.040 |
-30.5% |
0.205 |
| ATR |
0.097 |
0.097 |
0.000 |
-0.5% |
0.000 |
| Volume |
23,816 |
31,331 |
7,515 |
31.6% |
98,042 |
|
| Daily Pivots for day following 30-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.098 |
4.055 |
3.881 |
|
| R3 |
4.007 |
3.964 |
3.856 |
|
| R2 |
3.916 |
3.916 |
3.848 |
|
| R1 |
3.873 |
3.873 |
3.839 |
3.895 |
| PP |
3.825 |
3.825 |
3.825 |
3.835 |
| S1 |
3.782 |
3.782 |
3.823 |
3.804 |
| S2 |
3.734 |
3.734 |
3.814 |
|
| S3 |
3.643 |
3.691 |
3.806 |
|
| S4 |
3.552 |
3.600 |
3.781 |
|
|
| 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 |
3.867 |
3.648 |
0.219 |
5.7% |
0.100 |
2.6% |
84% |
True |
False |
23,560 |
| 10 |
3.919 |
3.648 |
0.271 |
7.1% |
0.096 |
2.5% |
68% |
False |
False |
20,670 |
| 20 |
4.090 |
3.648 |
0.442 |
11.5% |
0.092 |
2.4% |
41% |
False |
False |
20,967 |
| 40 |
4.207 |
3.648 |
0.559 |
14.6% |
0.091 |
2.4% |
33% |
False |
False |
18,818 |
| 60 |
4.225 |
3.648 |
0.577 |
15.1% |
0.087 |
2.3% |
32% |
False |
False |
16,455 |
| 80 |
4.257 |
3.648 |
0.609 |
15.9% |
0.083 |
2.2% |
30% |
False |
False |
14,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.254 |
|
2.618 |
4.105 |
|
1.618 |
4.014 |
|
1.000 |
3.958 |
|
0.618 |
3.923 |
|
HIGH |
3.867 |
|
0.618 |
3.832 |
|
0.500 |
3.822 |
|
0.382 |
3.811 |
|
LOW |
3.776 |
|
0.618 |
3.720 |
|
1.000 |
3.685 |
|
1.618 |
3.629 |
|
2.618 |
3.538 |
|
4.250 |
3.389 |
|
|
| Fisher Pivots for day following 30-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3.828 |
3.807 |
| PP |
3.825 |
3.783 |
| S1 |
3.822 |
3.759 |
|