NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 03-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2014 |
03-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3.868 |
4.000 |
0.132 |
3.4% |
3.706 |
| High |
3.945 |
4.068 |
0.123 |
3.1% |
3.945 |
| Low |
3.840 |
3.978 |
0.138 |
3.6% |
3.648 |
| Close |
3.881 |
4.062 |
0.181 |
4.7% |
3.881 |
| Range |
0.105 |
0.090 |
-0.015 |
-14.3% |
0.297 |
| ATR |
0.098 |
0.104 |
0.006 |
6.5% |
0.000 |
| Volume |
19,850 |
42,282 |
22,432 |
113.0% |
108,734 |
|
| Daily Pivots for day following 03-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.306 |
4.274 |
4.112 |
|
| R3 |
4.216 |
4.184 |
4.087 |
|
| R2 |
4.126 |
4.126 |
4.079 |
|
| R1 |
4.094 |
4.094 |
4.070 |
4.110 |
| PP |
4.036 |
4.036 |
4.036 |
4.044 |
| S1 |
4.004 |
4.004 |
4.054 |
4.020 |
| S2 |
3.946 |
3.946 |
4.046 |
|
| S3 |
3.856 |
3.914 |
4.037 |
|
| S4 |
3.766 |
3.824 |
4.013 |
|
|
| Weekly Pivots for week ending 31-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.716 |
4.595 |
4.044 |
|
| R3 |
4.419 |
4.298 |
3.963 |
|
| R2 |
4.122 |
4.122 |
3.935 |
|
| R1 |
4.001 |
4.001 |
3.908 |
4.062 |
| PP |
3.825 |
3.825 |
3.825 |
3.855 |
| S1 |
3.704 |
3.704 |
3.854 |
3.765 |
| S2 |
3.528 |
3.528 |
3.827 |
|
| S3 |
3.231 |
3.407 |
3.799 |
|
| S4 |
2.934 |
3.110 |
3.718 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.068 |
3.650 |
0.418 |
10.3% |
0.108 |
2.7% |
99% |
True |
False |
27,091 |
| 10 |
4.068 |
3.648 |
0.420 |
10.3% |
0.100 |
2.5% |
99% |
True |
False |
23,184 |
| 20 |
4.068 |
3.648 |
0.420 |
10.3% |
0.094 |
2.3% |
99% |
True |
False |
21,958 |
| 40 |
4.207 |
3.648 |
0.559 |
13.8% |
0.092 |
2.3% |
74% |
False |
False |
19,721 |
| 60 |
4.225 |
3.648 |
0.577 |
14.2% |
0.087 |
2.1% |
72% |
False |
False |
17,143 |
| 80 |
4.242 |
3.648 |
0.594 |
14.6% |
0.084 |
2.1% |
70% |
False |
False |
14,912 |
| 100 |
4.810 |
3.648 |
1.162 |
28.6% |
0.082 |
2.0% |
36% |
False |
False |
13,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.451 |
|
2.618 |
4.304 |
|
1.618 |
4.214 |
|
1.000 |
4.158 |
|
0.618 |
4.124 |
|
HIGH |
4.068 |
|
0.618 |
4.034 |
|
0.500 |
4.023 |
|
0.382 |
4.012 |
|
LOW |
3.978 |
|
0.618 |
3.922 |
|
1.000 |
3.888 |
|
1.618 |
3.832 |
|
2.618 |
3.742 |
|
4.250 |
3.596 |
|
|
| Fisher Pivots for day following 03-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.049 |
4.015 |
| PP |
4.036 |
3.969 |
| S1 |
4.023 |
3.922 |
|