NYMEX Natural Gas Future April 2015
Trading Metrics calculated at close of trading on 23-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2014 |
23-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3.615 |
3.597 |
-0.018 |
-0.5% |
3.702 |
High |
3.632 |
3.602 |
-0.030 |
-0.8% |
3.779 |
Low |
3.585 |
3.528 |
-0.057 |
-1.6% |
3.631 |
Close |
3.589 |
3.555 |
-0.034 |
-0.9% |
3.695 |
Range |
0.047 |
0.074 |
0.027 |
57.4% |
0.148 |
ATR |
0.063 |
0.064 |
0.001 |
1.2% |
0.000 |
Volume |
13,059 |
12,779 |
-280 |
-2.1% |
56,496 |
|
Daily Pivots for day following 23-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.784 |
3.743 |
3.596 |
|
R3 |
3.710 |
3.669 |
3.575 |
|
R2 |
3.636 |
3.636 |
3.569 |
|
R1 |
3.595 |
3.595 |
3.562 |
3.579 |
PP |
3.562 |
3.562 |
3.562 |
3.553 |
S1 |
3.521 |
3.521 |
3.548 |
3.505 |
S2 |
3.488 |
3.488 |
3.541 |
|
S3 |
3.414 |
3.447 |
3.535 |
|
S4 |
3.340 |
3.373 |
3.514 |
|
|
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 |
3.699 |
3.528 |
0.171 |
4.8% |
0.054 |
1.5% |
16% |
False |
True |
12,632 |
10 |
3.779 |
3.528 |
0.251 |
7.1% |
0.059 |
1.7% |
11% |
False |
True |
11,999 |
20 |
3.910 |
3.528 |
0.382 |
10.7% |
0.062 |
1.7% |
7% |
False |
True |
13,040 |
40 |
3.944 |
3.528 |
0.416 |
11.7% |
0.063 |
1.8% |
6% |
False |
True |
12,353 |
60 |
3.944 |
3.528 |
0.416 |
11.7% |
0.062 |
1.7% |
6% |
False |
True |
10,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.917 |
2.618 |
3.796 |
1.618 |
3.722 |
1.000 |
3.676 |
0.618 |
3.648 |
HIGH |
3.602 |
0.618 |
3.574 |
0.500 |
3.565 |
0.382 |
3.556 |
LOW |
3.528 |
0.618 |
3.482 |
1.000 |
3.454 |
1.618 |
3.408 |
2.618 |
3.334 |
4.250 |
3.214 |
|
|
Fisher Pivots for day following 23-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3.565 |
3.582 |
PP |
3.562 |
3.573 |
S1 |
3.558 |
3.564 |
|