NYMEX Natural Gas Future April 2015
Trading Metrics calculated at close of trading on 27-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2014 |
27-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
3.555 |
3.528 |
-0.027 |
-0.8% |
3.661 |
High |
3.555 |
3.554 |
-0.001 |
0.0% |
3.680 |
Low |
3.502 |
3.479 |
-0.023 |
-0.7% |
3.502 |
Close |
3.541 |
3.500 |
-0.041 |
-1.2% |
3.541 |
Range |
0.053 |
0.075 |
0.022 |
41.5% |
0.178 |
ATR |
0.063 |
0.064 |
0.001 |
1.4% |
0.000 |
Volume |
19,300 |
14,891 |
-4,409 |
-22.8% |
66,596 |
|
Daily Pivots for day following 27-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.736 |
3.693 |
3.541 |
|
R3 |
3.661 |
3.618 |
3.521 |
|
R2 |
3.586 |
3.586 |
3.514 |
|
R1 |
3.543 |
3.543 |
3.507 |
3.527 |
PP |
3.511 |
3.511 |
3.511 |
3.503 |
S1 |
3.468 |
3.468 |
3.493 |
3.452 |
S2 |
3.436 |
3.436 |
3.486 |
|
S3 |
3.361 |
3.393 |
3.479 |
|
S4 |
3.286 |
3.318 |
3.459 |
|
|
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 |
3.635 |
3.479 |
0.156 |
4.5% |
0.058 |
1.7% |
13% |
False |
True |
14,042 |
10 |
3.779 |
3.479 |
0.300 |
8.6% |
0.063 |
1.8% |
7% |
False |
True |
12,960 |
20 |
3.905 |
3.479 |
0.426 |
12.2% |
0.063 |
1.8% |
5% |
False |
True |
13,512 |
40 |
3.910 |
3.479 |
0.431 |
12.3% |
0.063 |
1.8% |
5% |
False |
True |
12,538 |
60 |
3.944 |
3.479 |
0.465 |
13.3% |
0.062 |
1.8% |
5% |
False |
True |
10,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.873 |
2.618 |
3.750 |
1.618 |
3.675 |
1.000 |
3.629 |
0.618 |
3.600 |
HIGH |
3.554 |
0.618 |
3.525 |
0.500 |
3.517 |
0.382 |
3.508 |
LOW |
3.479 |
0.618 |
3.433 |
1.000 |
3.404 |
1.618 |
3.358 |
2.618 |
3.283 |
4.250 |
3.160 |
|
|
Fisher Pivots for day following 27-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
3.517 |
3.541 |
PP |
3.511 |
3.527 |
S1 |
3.506 |
3.514 |
|