NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 06-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2014 |
06-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
4.151 |
4.184 |
0.033 |
0.8% |
3.706 |
| High |
4.294 |
4.338 |
0.044 |
1.0% |
3.945 |
| Low |
4.118 |
4.085 |
-0.033 |
-0.8% |
3.648 |
| Close |
4.167 |
4.316 |
0.149 |
3.6% |
3.881 |
| Range |
0.176 |
0.253 |
0.077 |
43.8% |
0.297 |
| ATR |
0.111 |
0.121 |
0.010 |
9.2% |
0.000 |
| Volume |
46,006 |
54,491 |
8,485 |
18.4% |
108,734 |
|
| Daily Pivots for day following 06-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.005 |
4.914 |
4.455 |
|
| R3 |
4.752 |
4.661 |
4.386 |
|
| R2 |
4.499 |
4.499 |
4.362 |
|
| R1 |
4.408 |
4.408 |
4.339 |
4.454 |
| PP |
4.246 |
4.246 |
4.246 |
4.269 |
| S1 |
4.155 |
4.155 |
4.293 |
4.201 |
| S2 |
3.993 |
3.993 |
4.270 |
|
| S3 |
3.740 |
3.902 |
4.246 |
|
| S4 |
3.487 |
3.649 |
4.177 |
|
|
| 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 |
4.338 |
3.840 |
0.498 |
11.5% |
0.150 |
3.5% |
96% |
True |
False |
41,980 |
| 10 |
4.338 |
3.648 |
0.690 |
16.0% |
0.125 |
2.9% |
97% |
True |
False |
32,770 |
| 20 |
4.338 |
3.648 |
0.690 |
16.0% |
0.108 |
2.5% |
97% |
True |
False |
26,060 |
| 40 |
4.338 |
3.648 |
0.690 |
16.0% |
0.099 |
2.3% |
97% |
True |
False |
22,187 |
| 60 |
4.338 |
3.648 |
0.690 |
16.0% |
0.093 |
2.2% |
97% |
True |
False |
19,211 |
| 80 |
4.338 |
3.648 |
0.690 |
16.0% |
0.088 |
2.0% |
97% |
True |
False |
16,466 |
| 100 |
4.763 |
3.648 |
1.115 |
25.8% |
0.085 |
2.0% |
60% |
False |
False |
14,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.413 |
|
2.618 |
5.000 |
|
1.618 |
4.747 |
|
1.000 |
4.591 |
|
0.618 |
4.494 |
|
HIGH |
4.338 |
|
0.618 |
4.241 |
|
0.500 |
4.212 |
|
0.382 |
4.182 |
|
LOW |
4.085 |
|
0.618 |
3.929 |
|
1.000 |
3.832 |
|
1.618 |
3.676 |
|
2.618 |
3.423 |
|
4.250 |
3.010 |
|
|
| Fisher Pivots for day following 06-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4.281 |
4.275 |
| PP |
4.246 |
4.234 |
| S1 |
4.212 |
4.194 |
|