NYMEX Natural Gas Future April 2015
Trading Metrics calculated at close of trading on 24-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2014 |
24-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3.597 |
3.555 |
-0.042 |
-1.2% |
3.661 |
High |
3.602 |
3.555 |
-0.047 |
-1.3% |
3.680 |
Low |
3.528 |
3.502 |
-0.026 |
-0.7% |
3.502 |
Close |
3.555 |
3.541 |
-0.014 |
-0.4% |
3.541 |
Range |
0.074 |
0.053 |
-0.021 |
-28.4% |
0.178 |
ATR |
0.064 |
0.063 |
-0.001 |
-1.2% |
0.000 |
Volume |
12,779 |
19,300 |
6,521 |
51.0% |
66,596 |
|
Daily Pivots for day following 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.692 |
3.669 |
3.570 |
|
R3 |
3.639 |
3.616 |
3.556 |
|
R2 |
3.586 |
3.586 |
3.551 |
|
R1 |
3.563 |
3.563 |
3.546 |
3.548 |
PP |
3.533 |
3.533 |
3.533 |
3.525 |
S1 |
3.510 |
3.510 |
3.536 |
3.495 |
S2 |
3.480 |
3.480 |
3.531 |
|
S3 |
3.427 |
3.457 |
3.526 |
|
S4 |
3.374 |
3.404 |
3.512 |
|
|
Weekly Pivots for week ending 24-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.108 |
4.003 |
3.639 |
|
R3 |
3.930 |
3.825 |
3.590 |
|
R2 |
3.752 |
3.752 |
3.574 |
|
R1 |
3.647 |
3.647 |
3.557 |
3.611 |
PP |
3.574 |
3.574 |
3.574 |
3.556 |
S1 |
3.469 |
3.469 |
3.525 |
3.433 |
S2 |
3.396 |
3.396 |
3.508 |
|
S3 |
3.218 |
3.291 |
3.492 |
|
S4 |
3.040 |
3.113 |
3.443 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.680 |
3.502 |
0.178 |
5.0% |
0.056 |
1.6% |
22% |
False |
True |
13,319 |
10 |
3.779 |
3.502 |
0.277 |
7.8% |
0.061 |
1.7% |
14% |
False |
True |
12,309 |
20 |
3.910 |
3.502 |
0.408 |
11.5% |
0.062 |
1.8% |
10% |
False |
True |
13,337 |
40 |
3.910 |
3.502 |
0.408 |
11.5% |
0.062 |
1.8% |
10% |
False |
True |
12,478 |
60 |
3.944 |
3.502 |
0.442 |
12.5% |
0.062 |
1.7% |
9% |
False |
True |
10,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.780 |
2.618 |
3.694 |
1.618 |
3.641 |
1.000 |
3.608 |
0.618 |
3.588 |
HIGH |
3.555 |
0.618 |
3.535 |
0.500 |
3.529 |
0.382 |
3.522 |
LOW |
3.502 |
0.618 |
3.469 |
1.000 |
3.449 |
1.618 |
3.416 |
2.618 |
3.363 |
4.250 |
3.277 |
|
|
Fisher Pivots for day following 24-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3.537 |
3.567 |
PP |
3.533 |
3.558 |
S1 |
3.529 |
3.550 |
|