NYMEX Natural Gas Future April 2015
Trading Metrics calculated at close of trading on 21-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2014 |
21-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3.661 |
3.629 |
-0.032 |
-0.9% |
3.702 |
High |
3.680 |
3.635 |
-0.045 |
-1.2% |
3.779 |
Low |
3.615 |
3.595 |
-0.020 |
-0.6% |
3.631 |
Close |
3.622 |
3.628 |
0.006 |
0.2% |
3.695 |
Range |
0.065 |
0.040 |
-0.025 |
-38.5% |
0.148 |
ATR |
0.066 |
0.064 |
-0.002 |
-2.8% |
0.000 |
Volume |
11,274 |
10,184 |
-1,090 |
-9.7% |
56,496 |
|
Daily Pivots for day following 21-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.739 |
3.724 |
3.650 |
|
R3 |
3.699 |
3.684 |
3.639 |
|
R2 |
3.659 |
3.659 |
3.635 |
|
R1 |
3.644 |
3.644 |
3.632 |
3.632 |
PP |
3.619 |
3.619 |
3.619 |
3.613 |
S1 |
3.604 |
3.604 |
3.624 |
3.592 |
S2 |
3.579 |
3.579 |
3.621 |
|
S3 |
3.539 |
3.564 |
3.617 |
|
S4 |
3.499 |
3.524 |
3.606 |
|
|
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 |
3.715 |
3.595 |
0.120 |
3.3% |
0.057 |
1.6% |
28% |
False |
True |
12,358 |
10 |
3.779 |
3.595 |
0.184 |
5.1% |
0.059 |
1.6% |
18% |
False |
True |
11,807 |
20 |
3.910 |
3.595 |
0.315 |
8.7% |
0.063 |
1.7% |
10% |
False |
True |
12,594 |
40 |
3.944 |
3.595 |
0.349 |
9.6% |
0.063 |
1.7% |
9% |
False |
True |
12,126 |
60 |
3.944 |
3.595 |
0.349 |
9.6% |
0.062 |
1.7% |
9% |
False |
True |
10,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.805 |
2.618 |
3.740 |
1.618 |
3.700 |
1.000 |
3.675 |
0.618 |
3.660 |
HIGH |
3.635 |
0.618 |
3.620 |
0.500 |
3.615 |
0.382 |
3.610 |
LOW |
3.595 |
0.618 |
3.570 |
1.000 |
3.555 |
1.618 |
3.530 |
2.618 |
3.490 |
4.250 |
3.425 |
|
|
Fisher Pivots for day following 21-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3.624 |
3.647 |
PP |
3.619 |
3.641 |
S1 |
3.615 |
3.634 |
|