NYMEX Natural Gas Future April 2015
Trading Metrics calculated at close of trading on 20-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2014 |
20-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3.696 |
3.661 |
-0.035 |
-0.9% |
3.702 |
High |
3.699 |
3.680 |
-0.019 |
-0.5% |
3.779 |
Low |
3.653 |
3.615 |
-0.038 |
-1.0% |
3.631 |
Close |
3.695 |
3.622 |
-0.073 |
-2.0% |
3.695 |
Range |
0.046 |
0.065 |
0.019 |
41.3% |
0.148 |
ATR |
0.065 |
0.066 |
0.001 |
1.6% |
0.000 |
Volume |
15,865 |
11,274 |
-4,591 |
-28.9% |
56,496 |
|
Daily Pivots for day following 20-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.834 |
3.793 |
3.658 |
|
R3 |
3.769 |
3.728 |
3.640 |
|
R2 |
3.704 |
3.704 |
3.634 |
|
R1 |
3.663 |
3.663 |
3.628 |
3.651 |
PP |
3.639 |
3.639 |
3.639 |
3.633 |
S1 |
3.598 |
3.598 |
3.616 |
3.586 |
S2 |
3.574 |
3.574 |
3.610 |
|
S3 |
3.509 |
3.533 |
3.604 |
|
S4 |
3.444 |
3.468 |
3.586 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.146 |
4.068 |
3.776 |
|
R3 |
3.998 |
3.920 |
3.736 |
|
R2 |
3.850 |
3.850 |
3.722 |
|
R1 |
3.772 |
3.772 |
3.709 |
3.737 |
PP |
3.702 |
3.702 |
3.702 |
3.684 |
S1 |
3.624 |
3.624 |
3.681 |
3.589 |
S2 |
3.554 |
3.554 |
3.668 |
|
S3 |
3.406 |
3.476 |
3.654 |
|
S4 |
3.258 |
3.328 |
3.614 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.779 |
3.615 |
0.164 |
4.5% |
0.068 |
1.9% |
4% |
False |
True |
11,879 |
10 |
3.789 |
3.615 |
0.174 |
4.8% |
0.061 |
1.7% |
4% |
False |
True |
11,607 |
20 |
3.910 |
3.615 |
0.295 |
8.1% |
0.064 |
1.8% |
2% |
False |
True |
12,474 |
40 |
3.944 |
3.615 |
0.329 |
9.1% |
0.063 |
1.7% |
2% |
False |
True |
11,993 |
60 |
3.944 |
3.615 |
0.329 |
9.1% |
0.062 |
1.7% |
2% |
False |
True |
10,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.956 |
2.618 |
3.850 |
1.618 |
3.785 |
1.000 |
3.745 |
0.618 |
3.720 |
HIGH |
3.680 |
0.618 |
3.655 |
0.500 |
3.648 |
0.382 |
3.640 |
LOW |
3.615 |
0.618 |
3.575 |
1.000 |
3.550 |
1.618 |
3.510 |
2.618 |
3.445 |
4.250 |
3.339 |
|
|
Fisher Pivots for day following 20-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3.648 |
3.661 |
PP |
3.639 |
3.648 |
S1 |
3.631 |
3.635 |
|